TY  - JOUR
A1  - Seiß, Martin
A1  - Albers, Nicole
A1  - Sremčević, Miodrag
A1  - Schmidt, Jürgen
A1  - Salo, Heikki
A1  - Seiler, Michael
A1  - Hoffmann, Holger
A1  - Spahn, Frank
T1  - Hydrodynamic Simulations of Moonlet-induced Propellers in Saturn's Rings
BT  - Application to Bleriot
JF  - The astronomical journal
N2  - One of the biggest successes of the Cassini mission is the detection of small moons (moonlets) embedded in Saturns rings that cause S-shaped density structures in their close vicinity, called propellers. Here, we present isothermal hydrodynamic simulations of moonlet-induced propellers in Saturn's A ring that denote a further development of the original model. We find excellent agreement between these new hydrodynamic and corresponding N-body simulations. Furthermore, the hydrodynamic simulations confirm the predicted scaling laws and the analytical solution for the density in the propeller gaps. Finally, this mean field approach allows us to simulate the pattern of the giant propeller Blériot, which is too large to be modeled by direct N-body simulations. Our results are compared to two stellar occultation observations by the Cassini Ultraviolet Imaging Spectrometer (UVIS), which intersect the propeller Blériot. Best fits to the UVIS optical depth profiles are achieved for a Hill radius of 590 m, which implies a moonlet diameter of about 860 m. Furthermore, the model favors a kinematic shear viscosity of the surrounding ring material of ν0 = 340 cm2 s−1, a dispersion velocity in the range of 0.3 cm s−1 < c0 < 1.5 cm s−1, and a fairly high bulk viscosity 7 < ξ0/ν0 < 17. These large transport values might be overestimated by our isothermal ring model and should be reviewed by an extended model including thermal fluctuations.
KW  - diffusion
KW  - hydrodynamics
KW  - planets and satellites: rings
Y1  - 2018
U6  - https://doi.org/10.3847/1538-3881/aaed44
SN  - 0004-6256
SN  - 1538-3881
VL  - 157
IS  - 1
PB  - IOP Publishing Ltd.
CY  - Bristol
ER  - 
TY  - JOUR
A1  - Abdalla, Hassan E.
A1  - Aharonian, Felix A.
A1  - Benkhali, F. Ait
A1  - Angüner, Ekrem Oǧuzhan
A1  - Arakawa, M.
A1  - Arcaro, C.
A1  - Armand, C.
A1  - Arrieta, M.
A1  - Backes, M.
A1  - Barnard, M.
A1  - Becherini, Y.
A1  - Tjus, J. Becker
A1  - Berge, D.
A1  - Bernloehr, K.
A1  - Blackwell, R.
A1  - Bottcher, M.
A1  - Boisson, C.
A1  - Bolmont, J.
A1  - Bonnefoy, S.
A1  - Bordas, Pol
A1  - Bregeon, J.
A1  - Brun, F.
A1  - Brun, P.
A1  - Bryan, M.
A1  - Buechele, M.
A1  - Bulik, T.
A1  - Bylund, T.
A1  - Capasso, M.
A1  - Caroff, S.
A1  - Carosi, A.
A1  - Casanova, Sabrina
A1  - Cerruti, M.
A1  - Chakraborty, N.
A1  - Chand, T.
A1  - Chandra, S.
A1  - Chaves, R. C. G.
A1  - Chen, A.
A1  - Colafrancesco, S.
A1  - Condon, B.
A1  - Davids, I. D.
A1  - Deil, C.
A1  - Devin, J.
A1  - deWilt, P.
A1  - Dirson, L.
A1  - Djannati-Atai, A.
A1  - Dmytriiev, A.
A1  - Donath, A.
A1  - Doroshenko, V
A1  - Dyks, J.
A1  - Egberts, Kathrin
A1  - Emery, G.
A1  - Ernenwein, J-P
A1  - Eschbach, S.
A1  - Fegan, S.
A1  - Fiasson, A.
A1  - Fontaine, G.
A1  - Funk, S.
A1  - Fuessling, M.
A1  - Gabici, S.
A1  - Gallant, Y. A.
A1  - Gate, F.
A1  - Giavitto, G.
A1  - Glawion, D.
A1  - Glicenstein, J. F.
A1  - Gottschall, D.
A1  - Grondin, M-H
A1  - Hahn, J.
A1  - Haupt, M.
A1  - Heinzelmann, G.
A1  - Henri, G.
A1  - Hermann, G.
A1  - Hinton, James Anthony
A1  - Hofmann, W.
A1  - Hoischen, Clemens
A1  - Holch, Tim Lukas
A1  - Holler, M.
A1  - Horns, D.
A1  - Huber, D.
A1  - Iwasaki, H.
A1  - Jacholkowska, A.
A1  - Jamrozy, M.
A1  - Jankowsky, D.
A1  - Jankowsky, F.
A1  - Jouvin, L.
A1  - Jung-Richardt, I
A1  - Kastendieck, M. A.
A1  - Katarzynski, K.
A1  - Katsuragawa, M.
A1  - Katz, U.
A1  - Kerszberg, D.
A1  - Khangulyan, D.
A1  - Khelifi, B.
A1  - King, J.
A1  - Klepser, S.
A1  - Kluzniak, W.
A1  - Komin, Nu
A1  - Kosack, K.
A1  - Kraus, M.
A1  - Lamanna, G.
A1  - Lau, J.
A1  - Lefaucheur, J.
A1  - Lemiere, A.
A1  - Lemoine-Goumard, M.
A1  - Lenain, J-P
A1  - Leser, Eva
A1  - Lohse, T.
A1  - Lopez-Coto, R.
A1  - Lypova, I
A1  - Malyshev, D.
A1  - Marandon, V
A1  - Marcowith, Alexandre
A1  - Mariaud, C.
A1  - Marti-Devesa, G.
A1  - Marx, R.
A1  - Maurin, G.
A1  - Meintjes, P. J.
A1  - Mitchell, A. M. W.
A1  - Moderski, R.
A1  - Mohamed, M.
A1  - Mohrmann, L.
A1  - Moore, C.
A1  - Moulin, Emmanuel
A1  - Murach, T.
A1  - Nakashima, S.
A1  - de Naurois, M.
A1  - Ndiyavala, H.
A1  - Niederwanger, F.
A1  - Niemiec, J.
A1  - Oakes, L.
A1  - Odaka, H.
A1  - Ohm, S.
A1  - Ostrowski, M.
A1  - Oya, I
A1  - Panter, M.
A1  - Parsons, R. D.
A1  - Perennes, C.
A1  - Petrucci, P-O
A1  - Peyaud, B.
A1  - Piel, Q.
A1  - Pita, S.
A1  - Poireau, V
A1  - Noel, A. Priyana
A1  - Prokhorov, D. A.
A1  - Prokoph, H.
A1  - Puehlhofer, G.
A1  - Punch, M.
A1  - Quirrenbach, A.
A1  - Raab, S.
A1  - Rauth, R.
A1  - Reimer, A.
A1  - Reimer, O.
A1  - Renaud, M.
A1  - Rieger, F.
A1  - Rinchiuso, L.
A1  - Romoli, C.
A1  - Rowell, G.
A1  - Rudak, B.
A1  - Ruiz-Velasco, E.
A1  - Sahakian, V
A1  - Saito, S.
A1  - Sanchez, David M.
A1  - Santangelo, A.
A1  - Sasaki, M.
A1  - Schlickeiser, R.
A1  - Schussler, F.
A1  - Schulz, A.
A1  - Schutte, H.
A1  - Schwanke, U.
A1  - Schwemmer, S.
A1  - Seglar-Arroyo, M.
A1  - Senniappan, M.
A1  - Seyffert, A. S.
A1  - Shafi, N.
A1  - Shilon, I
A1  - Shiningayamwe, K.
A1  - Simoni, R.
A1  - Sinha, A.
A1  - Sol, H.
A1  - Specovius, A.
A1  - Spir-Jacob, M.
A1  - Stawarz, L.
A1  - Steenkamp, R.
A1  - Stegmann, Christian
A1  - Steppa, Constantin Beverly
A1  - Takahashi, T.
A1  - Tavernet, J-P
A1  - Tavernier, T.
A1  - Taylor, A. M.
A1  - Terrier, R.
A1  - Tibaldo, L.
A1  - Tiziani, D.
A1  - Tluczykont, M.
A1  - Trichard, C.
A1  - Tsirou, M.
A1  - Tsuji, N.
A1  - Tuffs, R.
A1  - Uchiyama, Y.
A1  - van der Walt, D. J.
A1  - van Eldik, C.
A1  - van Rensburg, C.
A1  - van Soelen, B.
A1  - Vasileiadis, G.
A1  - Veh, J.
A1  - Venter, C.
A1  - Vincent, P.
A1  - Vink, J.
A1  - Voisin, F.
A1  - Voelk, H. J.
A1  - Vuillaume, T.
A1  - Wadiasingh, Z.
A1  - Wagner, S. J.
A1  - Wagner, R. M.
A1  - White, R.
A1  - Wierzcholska, A.
A1  - Yang, R.
A1  - Yoneda, H.
A1  - Zaborov, D.
A1  - Zacharias, M.
A1  - Zanin, R.
A1  - Zdziarski, A. A.
A1  - Zech, Alraune
A1  - Zefi, F.
A1  - Ziegler, A.
A1  - Zorn, J.
A1  - Zywucka, N.
T1  - Particle transport within the pulsar wind nebula HESS J1825-137
JF  - Astronomy and astrophysics : an international weekly journal
N2  - Context. We present a detailed view of the pulsar wind nebula (PWN) HESS J1825-137. We aim to constrain the mechanisms dominating the particle transport within the nebula, accounting for its anomalously large size and spectral characteristics. Aims. The nebula was studied using a deep exposure from over 12 years of H.E.S.S. I operation, together with data from H.E.S.S. II that improve the low-energy sensitivity. Enhanced energy-dependent morphological and spatially resolved spectral analyses probe the very high energy (VHE, E > 0.1 TeV) gamma-ray properties of the nebula. Methods. The nebula emission is revealed to extend out to 1.5 degrees from the pulsar, similar to 1.5 times farther than previously seen, making HESS J1825-137, with an intrinsic diameter of similar to 100 pc, potentially the largest gamma-ray PWN currently known. Characterising the strongly energy-dependent morphology of the nebula enables us to constrain the particle transport mechanisms. A dependence of the nebula extent with energy of R proportional to E alpha with alpha = -0.29 +/- 0.04(stat) +/- 0.05(sys) disfavours a pure diffusion scenario for particle transport within the nebula. The total gamma-ray flux of the nebula above 1 TeV is found to be (1.12 +/- 0.03(stat) +/- 0.25(sys)) +/- 10(-11) cm(-2) s(-1), corresponding to similar to 64% of the flux of the Crab nebula. Results. HESS J1825-137 is a PWN with clearly energy-dependent morphology at VHE gamma-ray energies. This source is used as a laboratory to investigate particle transport within intermediate-age PWNe. Based on deep observations of this highly spatially extended PWN, we produce a spectral map of the region that provides insights into the spectral variation within the nebula.
KW  - gamma rays: general
KW  - acceleration of particles
KW  - convection
KW  - diffusion
KW  - pulsars: general
Y1  - 2019
U6  - https://doi.org/10.1051/0004-6361/201834335
SN  - 1432-0746
VL  - 621
PB  - EDP Sciences
CY  - Les Ulis
ER  - 
TY  - JOUR
A1  - Grätz, Fabio M.
A1  - Seiß, Martin
A1  - Schmidt, Jürgen
A1  - Colwell, Joshua
A1  - Spahn, Frank
T1  - Sharp Gap Edges in Dense Planetary Rings
BT  - an Axisymmetric Diffusion Model
JF  - The astrophysical journal : an international review of spectroscopy and astronomical physics
N2  - One of the most intriguing facets of Saturn's rings are the sharp edges of gaps in the rings where the surface density abruptly drops to zero. This is despite of the fact that the range over which a moon transfers angular momentum onto the ring material is much larger. Recent UVIS-scans of the edges of the Encke and Keeler gap show that this drop occurs over a range approximately equal to the rings' thickness. Borderies et al. show that this striking feature is likely related to the local reversal of the usually outward directed viscous transport of angular momentum in strongly perturbed regions. In this article we revise the Borderies et al. model using a granular flow model to define the shear and bulk viscosities, ν and ζ, and incorporate the angular momentum flux reversal effect into the axisymmetric diffusion model we developed for gaps in dense planetary rings. Finally, we apply our model to the Encke and Keeler division in order to estimate the shear and bulk viscosities in the vicinity of both gaps
KW  - celestial mechanics
KW  - diffusion
KW  - hydrodynamics
KW  - planets and satellites: rings
KW  - scattering
Y1  - 2019
U6  - https://doi.org/10.3847/1538-4357/ab007e
SN  - 0004-637X
SN  - 1538-4357
VL  - 872
IS  - 2
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  - 
TY  - JOUR
A1  - Pohlenz, Philipp
A1  - Niedermeier, Frank
T1  - The Bologna Process and the harmonisation of higher education systems in other world regions
BT  - a case from Southeast Asia
JF  - Innovation : the European journal of social sciences
N2  - The Bologna Process has inspired harmonisation strategies for higher education systems in other parts of the world. However, developments in other contexts are not much under review in the European debate. The present article describes the case of Southeast Asia and the attempt to promote harmonisation of its higher education systems. It further compares the processes in ASEAN and the European Higher Education Area to then discuss open questions for future comparative research. To do so the authors re-contextualise data from a study in ASEAN against the background of future research needs in the field of higher education harmonisation.
KW  - ASEAN
KW  - Bologna Process
KW  - European Higher Education Area
KW  - higher education
KW  - quality assurance
KW  - harmonisation
KW  - regionalisation
KW  - diffusion
KW  - mobility
Y1  - 2019
U6  - https://doi.org/10.1080/13511610.2019.1637248
SN  - 1351-1610
SN  - 1469-8412
VL  - 32
IS  - 4
SP  - 481
EP  - 494
PB  - Routledge, Taylor & Francis Group
CY  - Abingdon
ER  - 
TY  - GEN
A1  - Weber, Ariane
A1  - Bahrs, Marco
A1  - Alirezaeizanjani, Zahra
A1  - Zhang, Xingyu
A1  - Beta, Carsten
A1  - Zaburdaev, Vasily
T1  - Rectification of Bacterial Diffusion in Microfluidic Labyrinths
T2  - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe
N2  - In nature as well as in the context of infection and medical applications, bacteria often have to move in highly complex environments such as soil or tissues. Previous studies have shown that bacteria strongly interact with their surroundings and are often guided by confinements. Here, we investigate theoretically how the dispersal of swimming bacteria can be augmented by microfluidic environments and validate our theoretical predictions experimentally. We consider a system of bacteria performing the prototypical run-and-tumble motion inside a labyrinth with square lattice geometry. Narrow channels between the square obstacles limit the possibility of bacteria to reorient during tumbling events to an area where channels cross. Thus, by varying the geometry of the lattice it might be possible to control the dispersal of cells. We present a theoretical model quantifying diffusive spreading of a run-and-tumble random walker in a square lattice. Numerical simulations validate our theoretical predictions for the dependence of the diffusion coefficient on the lattice geometry. We show that bacteria moving in square labyrinths exhibit enhanced dispersal as compared to unconfined cells. Importantly, confinement significantly extends the duration of the phase with strongly non-Gaussian diffusion, when the geometry of channels is imprinted in the density profiles of spreading cells. Finally, in good agreement with our theoretical findings, we observe the predicted behaviors in experiments with E. coli bacteria swimming in a square lattice labyrinth created in amicrofluidic device. Altogether, our comprehensive understanding of bacterial dispersal in a simple two-dimensional labyrinth makes the first step toward the analysis of more complex geometries relevant for real world applications.
T3  - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 801 
KW  - diffusion
KW  - rectification
KW  - random walk
KW  - bacteria
KW  - confinement
Y1  - 2019
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-441222
SN  - 1866-8372
IS  - 801
ER  - 
TY  - JOUR
A1  - Weber, Ariane
A1  - Bahrs, Marco
A1  - Alirezaeizanjani, Zahra
A1  - Zhang, Xingyu
A1  - Beta, Carsten
A1  - Zaburdaev, Vasily
T1  - Rectification of Bacterial Diffusion in Microfluidic Labyrinths
JF  - Frontiers in Physics
N2  - In nature as well as in the context of infection and medical applications, bacteria often have to move in highly complex environments such as soil or tissues. Previous studies have shown that bacteria strongly interact with their surroundings and are often guided by confinements. Here, we investigate theoretically how the dispersal of swimming bacteria can be augmented by microfluidic environments and validate our theoretical predictions experimentally. We consider a system of bacteria performing the prototypical run-and-tumble motion inside a labyrinth with square lattice geometry. Narrow channels between the square obstacles limit the possibility of bacteria to reorient during tumbling events to an area where channels cross. Thus, by varying the geometry of the lattice it might be possible to control the dispersal of cells. We present a theoretical model quantifying diffusive spreading of a run-and-tumble random walker in a square lattice. Numerical simulations validate our theoretical predictions for the dependence of the diffusion coefficient on the lattice geometry. We show that bacteria moving in square labyrinths exhibit enhanced dispersal as compared to unconfined cells. Importantly, confinement significantly extends the duration of the phase with strongly non-Gaussian diffusion, when the geometry of channels is imprinted in the density profiles of spreading cells. Finally, in good agreement with our theoretical findings, we observe the predicted behaviors in experiments with E. coli bacteria swimming in a square lattice labyrinth created in amicrofluidic device. Altogether, our comprehensive understanding of bacterial dispersal in a simple two-dimensional labyrinth makes the first step toward the analysis of more complex geometries relevant for real world applications.
KW  - diffusion
KW  - rectification
KW  - random walk
KW  - bacteria
KW  - confinement
Y1  - 2019
U6  - https://doi.org/10.3389/fphy.2019.00148
SN  - 2296-424X
SN  - 0429-7725
VL  - 7
PB  - Frontiers Media
CY  - Lausanne
ER  - 
TY  - GEN
A1  - Ślęzak, Jakub
A1  - Burnecki, Krzysztof
A1  - Metzler, Ralf
T1  - Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems
T2  - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe
N2  - Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is ascribed to the heterogeneity of the medium and is captured by random parameter models such as ‘superstatistics’ or ‘diffusing diffusivity’. Independently, scientists working in the area of time series analysis and statistics have studied a class of discrete-time processes with similar properties, namely, random coefficient autoregressive models. In this work we try to reconcile these two approaches and thus provide a bridge between physical stochastic processes and autoregressive models.Westart from the basic Langevin equation of motion with time-varying damping or diffusion coefficients and establish the link to random coefficient autoregressive processes. By exploring that link we gain access to efficient statistical methods which can help to identify data exhibiting Brownian yet non-Gaussian diffusion.
T3  - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 765 
KW  - diffusion
KW  - Langevin equation
KW  - Brownian yet non-Gaussian diffusion
KW  - diffusing diffusivity
KW  - superstatistics
KW  - autoregressive models
KW  - time series analysis
KW  - codifference
Y1  - 2019
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-437923
SN  - 1866-8372
IS  - 765
ER  - 
TY  - JOUR
A1  - Ślęzak, Jakub
A1  - Burnecki, Krzysztof
A1  - Metzler, Ralf
T1  - Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems
JF  - New Journal of Physics
N2  - Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is ascribed to the heterogeneity of the medium and is captured by random parameter models such as ‘superstatistics’ or ‘diffusing diffusivity’. Independently, scientists working in the area of time series analysis and statistics have studied a class of discrete-time processes with similar properties, namely, random coefficient autoregressive models. In this work we try to reconcile these two approaches and thus provide a bridge between physical stochastic processes and autoregressive models.Westart from the basic Langevin equation of motion with time-varying damping or diffusion coefficients and establish the link to random coefficient autoregressive processes. By exploring that link we gain access to efficient statistical methods which can help to identify data exhibiting Brownian yet non-Gaussian diffusion.
KW  - diffusion
KW  - Langevin equation
KW  - Brownian yet non-Gaussian diffusion
KW  - diffusing diffusivity
KW  - superstatistics
KW  - autoregressive models
KW  - time series analysis
KW  - codifference
Y1  - 2019
U6  - https://doi.org/10.1088/1367-2630/ab3366
SN  - 1367-2630
VL  - 21
PB  - Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics
CY  - Bad Honnef und London
ER  - 
TY  - GEN
A1  - Sposini, Vittoria
A1  - Metzler, Ralf
A1  - Oshanin, Gleb
T1  - Single-trajectory spectral analysis of scaled Brownian motion
T2  - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe
N2  - Astandard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, T → ∞. In many experimental situations one is able to garner only relatively few stochastic time series of finite T, such that practically neither an ensemble average nor the asymptotic limit T → ∞ can be achieved. To accommodate for a meaningful analysis of such finite-length data we here develop the framework of single-trajectory spectral analysis for one of the standard models of anomalous diffusion, scaled Brownian motion.Wedemonstrate that the frequency dependence of the single-trajectory PSD is exactly the same as for standard Brownian motion, which may lead one to the erroneous conclusion that the observed motion is normal-diffusive. However, a distinctive feature is shown to be provided by the explicit dependence on the measurement time T, and this ageing phenomenon can be used to deduce the anomalous diffusion exponent.Wealso compare our results to the single-trajectory PSD behaviour of another standard anomalous diffusion process, fractional Brownian motion, and work out the commonalities and differences. Our results represent an important step in establishing singletrajectory PSDs as an alternative (or complement) to analyses based on the time-averaged mean squared displacement.
T3  - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 753 
KW  - diffusion
KW  - anomalous diffusion
KW  - power spectral analysis
KW  - single trajectory analysis
Y1  - 2019
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-436522
SN  - 1866-8372
IS  - 753
ER  - 
TY  - JOUR
A1  - Sposini, Vittoria
A1  - Metzler, Ralf
A1  - Oshanin, Gleb
T1  - Single-trajectory spectral analysis of scaled Brownian motion
JF  - New Journal of Physics
N2  - Astandard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, T → ∞. In many experimental situations one is able to garner only relatively few stochastic time series of finite T, such that practically neither an ensemble average nor the asymptotic limit T → ∞ can be achieved. To accommodate for a meaningful analysis of such finite-length data we here develop the framework of single-trajectory spectral analysis for one of the standard models of anomalous diffusion, scaled Brownian motion.Wedemonstrate that the frequency dependence of the single-trajectory PSD is exactly the same as for standard Brownian motion, which may lead one to the erroneous conclusion that the observed motion is normal-diffusive. However, a distinctive feature is shown to be provided by the explicit dependence on the measurement time T, and this ageing phenomenon can be used to deduce the anomalous diffusion exponent.Wealso compare our results to the single-trajectory PSD behaviour of another standard anomalous diffusion process, fractional Brownian motion, and work out the commonalities and differences. Our results represent an important step in establishing singletrajectory PSDs as an alternative (or complement) to analyses based on the time-averaged mean squared displacement.
KW  - diffusion
KW  - anomalous diffusion
KW  - power spectral analysis
KW  - single trajectory analysis
Y1  - 2019
U6  - https://doi.org/10.1088/1367-2630/ab2f52
SN  - 1367-2630
VL  - 21
PB  - Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics
CY  - Bad Honnef und London
ER  - 
TY  - GEN
A1  - Ślęzak, Jakub
A1  - Metzler, Ralf
A1  - Magdziarz, Marcin
T1  - Codifference can detect ergodicity breaking and non-Gaussianity
T2  - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe
N2  - We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. We also discuss a related measure of dispersion, which is a nonlinear analogue of the mean squared displacement.
T3  - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 748 
KW  - diffusion
KW  - anomalous diffusion
KW  - stochastic time series
Y1  - 2019
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-436178
IS  - 748
ER  - 
TY  - JOUR
A1  - Ślęzak, Jakub
A1  - Metzler, Ralf
A1  - Magdziarz, Marcin
T1  - Codifference can detect ergodicity breaking and non-Gaussianity
JF  - New Journal of Physics
N2  - We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. We also discuss a related measure of dispersion, which is a nonlinear analogue of the mean squared displacement.
KW  - diffusion
KW  - stochastic time series
KW  - anomalous diffusion
Y1  - 2019
U6  - https://doi.org/10.1088/1367-2630/ab13f3
SN  - 1367-2630
VL  - 21
PB  - Deutsche Physikalische Gesellschaft
CY  - Bad Honnef
ER  -