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, A.
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, E.
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  - Beta, Carsten
T1  - To turn or not to turn?
JF  - NEW JOURNAL OF PHYSICS
N2  - Bacteria typically swim in straight runs, interruped by sudden turning events. In particular, some species are limited to a reversal in the swimming direction as the only turning maneuver at their disposal. In a recent article, Grossmann et al (2016 New J. Phys. 18 043009) introduce a theoretical framework to analyze the diffusive properties of active particles following this type of run-and-reverse pattern. Based on a stochastic clock model to mimic the regulatory pathway that triggers reversal events, they show that a run-and-reverse swimmer can optimize its diffusive spreading by tuning the reversal rate according to the level of rotational noise. With their approach, they open up promising new perspectives of how to incorporate the dynamics of intracellular signaling into coarse-grained active particle descriptions.
KW  - bacterial swimming
KW  - random walks
KW  - diffusion
KW  - stochastic models
Y1  - 2016
U6  - https://doi.org/10.1088/1367-2630/18/5/051003
SN  - 1367-2630
VL  - 18
SP  - 1
EP  - 17
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  - 
TY  - JOUR
A1  - Chechkin, Aleksei V.
A1  - Lenz, F.
A1  - Klages, Rainer
T1  - Normal and anomalous fluctuation relations for gaussian stochastic dynamics
JF  - Journal of statistical mechanics: theory and experiment
N2  - We study transient work fluctuation relations (FRs) for Gaussian stochastic systems generating anomalous diffusion. For this purpose we use a Langevin approach by employing two different types of additive noise: (i) internal noise where the fluctuation dissipation relation of the second kind (FDR II) holds, and (ii) external noise without FDR II. For internal noise we demonstrate that the existence of FDR II implies the existence of the fluctuation dissipation relation of the first kind (FDR I), which in turn leads to conventional (normal) forms of transient work FRs. For systems driven by external noise we obtain violations of normal FRs, which we call anomalous FRs. We derive them in the long-time limit and demonstrate the existence of logarithmic factors in FRs for intermediate times. We also outline possible experimental verifications.
KW  - stochastic particle dynamics (theory)
KW  - fluctuations (theory)
KW  - stochastic processes (theory)
KW  - diffusion
Y1  - 2012
U6  - https://doi.org/10.1088/1742-5468/2012/11/L11001
SN  - 1742-5468
IS  - 4
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  - 
TY  - JOUR
A1  - Chen, Xuhui
A1  - Pohl, Martin
A1  - Bottcher, Markus
A1  - Gao, Shan
T1  - Particle diffusion and localized acceleration in inhomogeneous AGN jets - II. Stochastic variation
JF  - Monthly notices of the Royal Astronomical Society
N2  - We study the stochastic variation of blazar emission under a 2D spatially resolved leptonic jet model we previously developed. Random events of particle acceleration and injection in small zones within the emission region are assumed to be responsible for flux variations. In addition to producing spectral energy distributions that describe the observed flux of Mrk 421, we further analyse the timing properties of the simulated light curves, such as the power spectral density (PSD) at different bands, flux-flux correlations, aswell as the cross-correlation function between X-rays and TeV gamma-rays. We find spectral breaks in the PSD at a time-scale comparable to the dominant characteristic time-scale in the system, which is usually the predefined decay time-scale of an acceleration event. Cooling imposes a delay, and so PSDs taken at lower energy bands in each emission component (synchrotron or inverse Compton) generally break at longer time-scales. The flux-flux correlation between X-rays and TeV gamma-rays can be either quadratic or linear, depending on whether or not there are large variation of the injection into the particle acceleration process. When the relationship is quadratic, the TeV flares lag the X-ray flares, and the optical and GeV flares are large enough to be comparable to the ones in X-ray. When the relationship is linear, the lags are insignificant, and the optical and GeV flares are small.
KW  - acceleration of particles
KW  - diffusion
KW  - radiation mechanisms: non-thermal
KW  - galaxies: active
KW  - BL Lacertae objects: individual: Mrk 421
KW  - galaxies: jets
Y1  - 2016
U6  - https://doi.org/10.1093/mnras/stw528
SN  - 0035-8711
SN  - 1365-2966
VL  - 458
SP  - 3260
EP  - 3271
PB  - Oxford Univ. Press
CY  - Oxford
ER  - 
TY  - JOUR
A1  - Chen, Xuhui
A1  - Pohl, Martin
A1  - Böttcher, Markus
T1  - Particle diffusion and localized acceleration in inhomogeneous AGN jets - I. Steady-state spectra
JF  - Monthly notices of the Royal Astronomical Society
N2  - We study the acceleration, transport, and emission of particles in relativistic jets. Localized stochastic particle acceleration, spatial diffusion, and synchrotron as well as synchrotron self-Compton (SSC) emission are considered in a leptonic model. To account for inhomogeneity, we use a 2D axisymmetric cylindrical geometry for both relativistic electrons and magnetic field. In this first phase of our work, we focus on steady-state spectra that develop from a time-dependent model. We demonstrate that small isolated acceleration region in a much larger emission volume are sufficient to accelerate particles to high energy. Diffusive escape from these small regions provides a natural explanation for the spectral form of the jet emission. The location of the acceleration regions within the jet is found to affect the cooling break of the spectrum in this diffusive model. Diffusion-caused energy-dependent inhomogeneity in the jets predicts that the SSC spectrum is harder than the synchrotron spectrum. There can also be a spectral hardening towards the high-energy section of the synchrotron spectrum, if particle escape is relatively slow. These two spectral hardening effects indicate that the jet inhomogeneity might be a natural explanation for the unexpected hard. gamma-ray spectra observed in some blazars.
KW  - acceleration of particles
KW  - diffusion
KW  - radiation mechanisms: non-thermal
KW  - galaxies:active
KW  - galaxies: jets
Y1  - 2015
U6  - https://doi.org/10.1093/mnras/stu2438
SN  - 0035-8711
SN  - 1365-2966
VL  - 447
IS  - 1
SP  - 530
EP  - 544
PB  - Oxford Univ. Press
CY  - Oxford
ER  - 
TY  - JOUR
A1  - Cherstvy, Andrey G.
A1  - Metzler, Ralf
T1  - Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity
JF  - Journal of statistical mechanics: theory and experiment
N2  - We study generalized anomalous diffusion processes whose diffusion coefficient D(x, t) similar to D-0x(alpha)t(beta) depends on both the position x of the test particle and the process time t. This process thus combines the features of scaled Brownian motion and heterogeneous diffusion parent processes. We compute the ensemble and time averaged mean squared displacements of this generalized diffusion process. The scaling exponent of the ensemble averaged mean squared displacement is shown to be the product of the critical exponents of the parent processes, and describes both subdiffusive and superdiffusive systems. We quantify the amplitude fluctuations of the time averaged mean squared displacement as function of the length of the time series and the lag time. In particular, we observe a weak ergodicity breaking of this generalized diffusion process: even in the long time limit the ensemble and time averaged mean squared displacements are strictly disparate. When we start to observe this process some time after its initiation we observe distinct features of ageing. We derive a universal ageing factor for the time averaged mean squared displacement containing all information on the ageing time and the measurement time. External confinement is shown to alter the magnitudes and statistics of the ensemble and time averaged mean squared displacements.
KW  - diffusion
Y1  - 2015
U6  - https://doi.org/10.1088/1742-5468/2015/05/P05010
SN  - 1742-5468
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  - 
TY  - JOUR
A1  - Cherstvy, Andrey G.
A1  - Vinod, Deepak
A1  - Aghion, Erez
A1  - Chechkin, Aleksei V.
A1  - Metzler, Ralf
T1  - Time averaging, ageing and delay analysis of financial time series
JF  - New journal of physics
N2  - We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black–Scholes–Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.
KW  - time averaging
KW  - diffusion
KW  - geometric Brownian motion
KW  - financial time series
Y1  - 2017
U6  - https://doi.org/10.1088/1367-2630/aa7199
SN  - 1367-2630
VL  - 19
SP  - 1
EP  - 11
PB  - IOP
CY  - London
ER  - 
TY  - GEN
A1  - Cherstvy, Andrey G.
A1  - Vinod, Deepak
A1  - Aghion, Erez
A1  - Chechkin, Aleksei V.
A1  - Metzler, Ralf
T1  - Time averaging, ageing and delay analysis of financial time series
N2  - We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black–Scholes–Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.
T3  - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 347 
KW  - diffusion
KW  - financial time series
KW  - geometric Brownian motion
KW  - time averaging
Y1  - 2017
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-400541
ER  - 
TY  - JOUR
A1  - Cherstvy, Andrey G.
A1  - Vinod, Deepak
A1  - Aghion, Erez
A1  - Chechkin, Aleksei V.
A1  - Metzler, Ralf
T1  - Time averaging, ageing and delay analysis of financial time series
JF  - New journal of physics : the open-access journal for physics
N2  - We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.
KW  - time averaging
KW  - diffusion
KW  - geometric Brownian motion
KW  - financial time series
Y1  - 2017
U6  - https://doi.org/10.1088/1367-2630/aa7199
SN  - 1367-2630
VL  - 19
SP  - 135
EP  - 147
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  - 
TY  - JOUR
A1  - Doerries, Timo J.
A1  - Chechkin, Aleksei V.
A1  - Metzler, Ralf
T1  - Apparent anomalous diffusion and non-Gaussian distributions in a simple mobile-immobile transport model with Poissonian switching
JF  - Interface : journal of the Royal Society
N2  - We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching, we unveil a rich transport dynamics including significant transient anomalous diffusion and non-Gaussian displacement distributions. Our discussion is based on experimental parameters for tau proteins in neuronal cells, but the results obtained here are expected to be of relevance for a broad class of processes in complex systems. Specifically, we obtain that, when the mean binding time is significantly longer than the mean mobile time, transient anomalous diffusion is observed at short and intermediate time scales, with a strong dependence on the fraction of initially mobile and immobile particles. We unveil a Laplace distribution of particle displacements at relevant intermediate time scales. For any initial fraction of mobile particles, the respective mean squared displacement (MSD) displays a plateau. Moreover, we demonstrate a short-time cubic time dependence of the MSD for immobile tracers when initially all particles are immobile.
KW  - diffusion
KW  - mobile-immobile model
KW  - tau proteins
Y1  - 2022
U6  - https://doi.org/10.1098/rsif.2022.0233
SN  - 1742-5689
SN  - 1742-5662
VL  - 19
IS  - 192
PB  - Royal Society
CY  - London
ER  -