TY - THES A1 - Zaks, Michael A. T1 - Fractal Fourier spectra in dynamical systems N2 - Eine klassische Art, die Dynamik nichtlinearer Systeme zu beschreiben, besteht in der Analyse ihrer Fourierspektren. Für periodische und quasiperiodische Prozesse besteht das Fourierspektrum nur aus diskreten Deltafunktionen. Das Spektrum einer chaotischen Bewegung ist hingegen durch das Vorhandensein einer stetigen Komponente gekennzeichnet. In der Arbeit geht es um einen eigenartigen, weder regulären noch vollständig chaotischen Zustand mit sogenanntem singulärstetigen Leistungsspektrum. Unsere Analyse ergab verschiedene Fälle aus weit auseinanderliegenden Gebieten, in denen singulär stetige (fraktale) Spektren auftreten. Die Beispiele betreffen sowohl physikalische Prozesse, die auf iterierte diskrete Abbildungen oder gar symbolische Sequenzen reduzierbar sind, wie auch Prozesse, deren Beschreibung auf den gewöhnlichen oder partiellen Differentialgleichungen basiert. N2 - One of the classical ways to describe the dynamics of nonlinear systems is to analyze theur Fourier spectra. For periodic and quasiperiodic processes the Fourier spectrum consists purely of discrete delta-functions. On the contrary, the spectrum of a chaotic motion is marked by the presence of the continuous component. In this work, we describe the peculiar, neither regular nor completely chaotic state with so called singular-continuous power spectrum. Our investigations concern various cases from most different fields, where one meets the singular continuous (fractal) spectra. The examples include both the physical processes which can be reduced to iterated discrete mappings or even symbolic sequences, and the processes whose description is based on the ordinary or partial differential equations. KW - Nichtlineares dynamisches System / Harmonische Analyse / Fraktal KW - Dynamische Systeme KW - Leistungsspektrum KW - Autokorrelation KW - dynamical systems KW - power spectrum KW - autocorrelation Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-0000500 ER - TY - JOUR A1 - Sposini, Vittoria A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Seno, Flavio T1 - Universal spectral features of different classes of random-diffusivity processes JF - New Journal of Physics N2 - Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random-diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a range of previously unconsidered random-diffusivity processes, for which we obtain exact forms of the probability density function. These new processes are different versions of jump processes as well as functionals of Brownian motion. The resulting behaviour subtly depends on the specific model details. Thus, the central part of the probability density function may be Gaussian or non-Gaussian, and the tails may assume Gaussian, exponential, log-normal, or even power-law forms. For all these models we derive analytically the moment-generating function for the single-trajectory power spectral density. We establish the generic 1/f²-scaling of the power spectral density as function of frequency in all cases. Moreover, we establish the probability density for the amplitudes of the random power spectral density of individual trajectories. The latter functions reflect the very specific properties of the different random-diffusivity models considered here. Our exact results are in excellent agreement with extensive numerical simulations. KW - diffusion KW - power spectrum KW - random diffusivity KW - single trajectories Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/ab9200 SN - 1367-2630 VL - 22 IS - 6 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - GEN A1 - Sposini, Vittoria A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Seno, Flavio T1 - Universal spectral features of different classes of random-diffusivity processes T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random-diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a range of previously unconsidered random-diffusivity processes, for which we obtain exact forms of the probability density function. These new processes are different versions of jump processes as well as functionals of Brownian motion. The resulting behaviour subtly depends on the specific model details. Thus, the central part of the probability density function may be Gaussian or non-Gaussian, and the tails may assume Gaussian, exponential, log-normal, or even power-law forms. For all these models we derive analytically the moment-generating function for the single-trajectory power spectral density. We establish the generic 1/f²-scaling of the power spectral density as function of frequency in all cases. Moreover, we establish the probability density for the amplitudes of the random power spectral density of individual trajectories. The latter functions reflect the very specific properties of the different random-diffusivity models considered here. Our exact results are in excellent agreement with extensive numerical simulations. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 999 KW - diffusion KW - power spectrum KW - random diffusivity KW - single trajectories Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-476960 SN - 1866-8372 IS - 999 ER -