TY - GEN A1 - Granado, Felipe Le Vot A1 - Abad, Enrique A1 - Metzler, Ralf A1 - Yuste, Santos B. T1 - Continuous time random walk in a velocity field BT - role of domain growth, Galilei-invariant advection-diffusion, and kinetics of particle mixing T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We consider the emerging dynamics of a separable continuous time random walk (CTRW) in the case when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid vesicles, biofilms and tissues, but also macroscopic systems such as expanding aquifers during rainy periods, or the expanding Universe. The CTRW in this study can be subdiffusive, normal diffusive or superdiffusive, including the particular case of a Lévy flight. We first consider the case when the velocity field is absent. In the subdiffusive case, we reveal an interesting time dependence of the kurtosis of the particle probability density function. In particular, for a suitable parameter choice, we find that the propagator, which is fat tailed at short times, may cross over to a Gaussian-like propagator. We subsequently incorporate the effect of the velocity field and derive a bi-fractional diffusion-advection equation encoding the time evolution of the particle distribution. We apply this equation to study the mixing kinetics of two diffusing pulses, whose peaks move towards each other under the action of velocity fields acting in opposite directions. This deterministic motion of the peaks, together with the diffusive spreading of each pulse, tends to increase particle mixing, thereby counteracting the peak separation induced by the domain growth. As a result of this competition, different regimes of mixing arise. In the case of Lévy flights, apart from the non-mixing regime, one has two different mixing regimes in the long-time limit, depending on the exact parameter choice: in one of these regimes, mixing is mainly driven by diffusive spreading, while in the other mixing is controlled by the velocity fields acting on each pulse. Possible implications for encounter–controlled reactions in real systems are discussed. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1005 KW - diffusion KW - expanding medium KW - continuous time random walk Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-479997 SN - 1866-8372 IS - 1005 SP - 28 ER - TY - JOUR A1 - Granado, Felipe Le Vot A1 - Abad, Enrique A1 - Metzler, Ralf A1 - Yuste, Santos B. T1 - Continuous time random walk in a velocity field BT - role of domain growth, Galilei-invariant advection-diffusion, and kinetics of particle mixing JF - New Journal of Physics N2 - We consider the emerging dynamics of a separable continuous time random walk (CTRW) in the case when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid vesicles, biofilms and tissues, but also macroscopic systems such as expanding aquifers during rainy periods, or the expanding Universe. The CTRW in this study can be subdiffusive, normal diffusive or superdiffusive, including the particular case of a Lévy flight. We first consider the case when the velocity field is absent. In the subdiffusive case, we reveal an interesting time dependence of the kurtosis of the particle probability density function. In particular, for a suitable parameter choice, we find that the propagator, which is fat tailed at short times, may cross over to a Gaussian-like propagator. We subsequently incorporate the effect of the velocity field and derive a bi-fractional diffusion-advection equation encoding the time evolution of the particle distribution. We apply this equation to study the mixing kinetics of two diffusing pulses, whose peaks move towards each other under the action of velocity fields acting in opposite directions. This deterministic motion of the peaks, together with the diffusive spreading of each pulse, tends to increase particle mixing, thereby counteracting the peak separation induced by the domain growth. As a result of this competition, different regimes of mixing arise. In the case of Lévy flights, apart from the non-mixing regime, one has two different mixing regimes in the long-time limit, depending on the exact parameter choice: in one of these regimes, mixing is mainly driven by diffusive spreading, while in the other mixing is controlled by the velocity fields acting on each pulse. Possible implications for encounter–controlled reactions in real systems are discussed. KW - diffusion KW - expanding medium KW - continuous time random walk Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/ab9ae2 SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - GEN A1 - Makwana, Kirit D. A1 - Yan, Huirong T1 - Properties of magnetohydrodynamic modes in compressively driven plasma turbulence T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We study properties of magnetohydrodynamic (MHD) eigenmodes by decomposing the data of MHD simulations into linear MHD modes-namely, the Alfven, slow magnetosonic, and fast magnetosonic modes. We drive turbulence with a mixture of solenoidal and compressive driving while varying the Alfven Mach number (M-A), plasma beta, and the sonic Mach number from subsonic to transsonic. We find that the proportion of fast and slow modes in the mode mixture increases with increasing compressive forcing. This proportion of the magnetosonic modes can also become the dominant fraction in the mode mixture. The anisotropy of the modes is analyzed by means of their structure functions. The Alfven-mode anisotropy is consistent with the Goldreich-Sridhar theory. We find a transition from weak to strong Alfvenic turbulence as we go from low to high M-A. The slow-mode properties are similar to the Alfven mode. On the other hand, the isotropic nature of fast modes is verified in the cases where the fast mode is a significant fraction of the mode mixture. The fast-mode behavior does not show any transition in going from low to high M-A. We find indications that there is some interaction between the different modes, and the properties of the dominant mode can affect the properties of the weaker modes. This work identifies the conditions under which magnetosonic modes can be a major fraction of turbulent astrophysical plasmas, including the regime of weak turbulence. Important astrophysical implications for cosmic-ray transport and magnetic reconnection are discussed. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1225 KW - mhd turbulence KW - star formation KW - simulations KW - Anisotropy KW - diffusion Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-531607 SN - 1866-8372 VL - 10 IS - 3 PB - American Physical Society (APS) CY - College Park ER - TY - GEN A1 - Li, Yongge A1 - Mei, Ruoxing A1 - Xu, Yong A1 - Kurths, Jürgen A1 - Duan, Jinqiao A1 - Metzler, Ralf T1 - Particle dynamics and transport enhancement in a confined channel with position-dependent diffusivity T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the Itô calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 974 KW - diffusion KW - channel KW - space-dependent diffusivity Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-474542 SN - 1866-8372 IS - 974 ER - TY - JOUR A1 - Li, Yongge A1 - Mei, Ruoxing A1 - Xu, Yong A1 - Kurths, Jürgen A1 - Duan, Jinqiao A1 - Metzler, Ralf T1 - Particle dynamics and transport enhancement in a confined channel with position-dependent diffusivity JF - New Journal of Physics N2 - This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the Itô calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed. KW - diffusion KW - channel KW - space-dependent diffusivity Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/ab81b9 SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - THES A1 - Sposini, Vittoria T1 - The random diffusivity approach for diffusion in heterogeneous systems N2 - The two hallmark features of Brownian motion are the linear growth < x2(t)> = 2Ddt of the mean squared displacement (MSD) with diffusion coefficient D in d spatial dimensions, and the Gaussian distribution of displacements. With the increasing complexity of the studied systems deviations from these two central properties have been unveiled over the years. Recently, a large variety of systems have been reported in which the MSD exhibits the linear growth in time of Brownian (Fickian) transport, however, the distribution of displacements is pronouncedly non-Gaussian (Brownian yet non-Gaussian, BNG). A similar behaviour is also observed for viscoelastic-type motion where an anomalous trend of the MSD, i.e., ~ ta, is combined with a priori unexpected non-Gaussian distributions (anomalous yet non-Gaussian, ANG). This kind of behaviour observed in BNG and ANG diffusions has been related to the presence of heterogeneities in the systems and a common approach has been established to address it, that is, the random diffusivity approach. This dissertation explores extensively the field of random diffusivity models. Starting from a chronological description of all the main approaches used as an attempt of describing BNG and ANG diffusion, different mathematical methodologies are defined for the resolution and study of these models. The processes that are reported in this work can be classified in three subcategories, i) randomly-scaled Gaussian processes, ii) superstatistical models and iii) diffusing diffusivity models, all belonging to the more general class of random diffusivity models. Eventually, the study focuses more on BNG diffusion, which is by now well-established and relatively well-understood. Nevertheless, many examples are discussed for the description of ANG diffusion, in order to highlight the possible scenarios which are known so far for the study of this class of processes. The second part of the dissertation deals with the statistical analysis of random diffusivity processes. A general description based on the concept of moment-generating function is initially provided to obtain standard statistical properties of the models. Then, the discussion moves to the study of the power spectral analysis and the first passage statistics for some particular random diffusivity models. A comparison between the results coming from the random diffusivity approach and the ones for standard Brownian motion is discussed. In this way, a deeper physical understanding of the systems described by random diffusivity models is also outlined. To conclude, a discussion based on the possible origins of the heterogeneity is sketched, with the main goal of inferring which kind of systems can actually be described by the random diffusivity approach. N2 - Die zwei grundlegenden Eigenschaften der Brownschen Molekularbewegung sind das lineare Wachstum < x2(t)> = 2Ddt der mittleren quadratischen Verschiebung (mean squared displacement, MSD) mit dem Diffusionskoeffizienten D in Dimension d und die Gauß Verteilung der räumlichen Verschiebung. Durch die zunehmende Komplexität der untersuchten Systeme wurden in den letzten Jahren Abweichungen von diesen zwei grundlegenden Eigenschaften gefunden. Hierbei, wurde über eine große Anzahl von Systemen berichtet, in welchen die MSD das lineare Wachstum der Brownschen Bewegung (Ficksches Gesetzt) zeigt, jedoch die Verteilung der Verschiebung nicht einer Gaußverteilung folgt (Brownian yet non-Gaussian, BNG). Auch in viskoelastischen Systemen Bewegung wurde ein analoges Verhalten beobachtet. Hier ist ein anomales Verhalten des MSD, ~ ta, in Verbindung mit einer a priori unerwarteten nicht gaußchen Verteilung (anomalous yet non-Gaussian, ANG). Dieses Verhalten, welches sowohl in BNG- als auch in ANG-Diffusion beobachtet wird, ist auf eine Heterogenität in den Systemen zurückzuführen. Um diese Systeme zu beschreiben, wurde ein einheitlicher Ansatz, basierend auf den Konzept der zufälligen Diffusivität, entwickelt. Die vorliegende Dissertation widmet sich ausführlich Modellen mit zufälligen Diffusivität. Ausgehend von einem chronologischen Überblick der grundlegenden Ansätze der Beschreibung der BNG- und ANG-Diffusion werden mathematische Methoden entwickelt, um die verschiedenen Modelle zu untersuchen. Die in dieser Arbeit diskutierten Prozesse können in drei Kategorien unterteil werden: i) randomly-scaled Gaussian processes, ii) superstatistical models und iii) diffusing diffusivity models, welche alle zu den allgemeinen Modellen mit zufälligen Diffusivität gehören. Der Hauptteil dieser Arbeit ist die Untersuchung auf die BNG Diffusion, welche inzwischen relativ gut verstanden ist. Dennoch werden auch viele Beispiele für die Beschreibung von ANG-Diffusion diskutiert, um die Möglichkeiten der Analyse solcher Prozesse aufzuzeigen. Der zweite Teil der Dissertation widmet sich der statistischen Analyse von Modellen mit zufälligen Diffusivität. Eine allgemeine Beschreibung basierend auf dem Konzept der momenterzeugenden Funktion wurde zuerst herangezogen, um grundsätzliche statistische Eigenschaften der Modelle zu erhalten. Anschließend konzentriert sich die Diskussion auf die Analyse der spektralen Leistungsdichte und der first passage Statistik für einige spezielle Modelle mit zufälligen Diffusivität. Diese Ergebnisse werden mit jenen der normalen Brownschen Molekularbewegung verglichen. Dadurch wird ein tiefergehendes physikalisches Verständnis über die Systeme erlangt, welche durch ein Modell mit zufälligen Diffusivität beschrieben werden. Abschließend, zeigt eine Diskussion mögliche Ursachen für die Heterogenität auf, mit dem Ziel darzustellen, welche Arten von Systemen durch den Zufalls-Diffusivitäts-Ansatz beschrieben werden können. N2 - Las dos características distintivas del movimiento Browniano son el crecimiento lineal < x2(t)> = 2Ddt del desplazamiento cuadrático medio (mean squared displacement}, MSD) con el coeficiente de difusión D en dimensiones espaciales d, y la distribución Gaussiana de los desplazamientos. Con los continuos avances en tecnologías experimentales y potencia de cálculo, se logra estudiar con mayor detalle sistemas cada vez más complejos y algunos sistemas revelan desviaciones de estas dos propiedades centrales. En los últimos años se ha observado una gran variedad de sistemas en los que el MSD presenta un crecimiento lineal en el tiempo (típico del transporte Browniano), no obstante, la distribución de los desplazamientos es pronunciadamente no Gaussiana (Brownian yet non-Gaussian diffusion}, BNG). Un comportamiento similar se observa asimismo en el caso del movimiento de tipo viscoelástico, en el que se combina una tendencia anómala del MSD, es decir, ~ ta, con a, con distribuciones inesperadamente no Gaussianas (Anomalous yet non-Gaussian diffusion, ANG). Este tipo de comportamiento observado en las difusiones BNG y ANG se ha relacionado con la presencia de heterogeneidades en los sistemas y se ha establecido un enfoque común para abordarlo: el enfoque de difusividad aleatoria. En la primera parte de esta disertación se explora extensamente el área de los modelos de difusividad aleatoria. A través de una descripción cronológica de los principales enfoques utilizados para caracterizar las difusiones BNG y ANG, se definen diferentes metodologías matemáticas para la resolución y el estudio de estos modelos. Los procesos expuestos en este trabajo, pertenecientes a la clase más general de modelos de difusividad aleatoria, pueden clasificarse en tres subcategorías: i) randomly-scaled Gaussian processes, ii) superstatistical models y iii) diffusing diffusivity models. Fundamentalmente el enfoque de este trabajo se centra en la difusión BNG, bien establecida y ampliamente estudiada en los últimos años. No obstante, múltiples ejemplos son examinados para la descripción de la difusión ANG, a fin de remarcar los diferentes modelos de estudio disponibles hasta el momento. En la segunda parte de la disertación se desarolla el análisis estadístico de los procesos de difusividad aleatoria. Inicialmente se expone una descripción general basada en el concepto de la función generadora de momentos para obtener las propiedades estadísticas estándar de los modelos. A continuación, la discusión aborda el estudio de la densidad espectral de potencia y la estadística del tiempo de primer paso para algunos modelos de difusividad aleatoria. Adicionalmente, los resultados del método de difusividad aleatoria se comparan junto a los de movimiento browniano estándar. Como resultado, se obtiene una mayor comprensión física de los sistemas descritos por los modelos de difusividad aleatoria. Para concluir, se presenta una discusión acerca de los posibles orígenes de la heterogeneidad, con el objetivo principal de inferir qué tipo de sistemas pueden describirse apropiadamente según el enfoque de la difusividad aleatoria. KW - diffusion KW - non-gaussianity KW - random diffusivity KW - power spectral analysis KW - first passage KW - Diffusion KW - zufälligen Diffusivität KW - spektrale Leistungsdichte KW - first passage KW - Heterogenität Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-487808 ER - TY - GEN A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - From single-particle stochastic kinetics to macroscopic reaction rates BT - fastest first-passage time of N random walkers T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We consider the first-passage problem for N identical independent particles that are initially released uniformly in a finite domain Ω and then diffuse toward a reactive area Γ, which can be part of the outer boundary of Ω or a reaction centre in the interior of Ω. For both cases of perfect and partial reactions, we obtain the explicit formulas for the first two moments of the fastest first-passage time (fFPT), i.e., the time when the first out of the N particles reacts with Γ. Moreover, we investigate the full probability density of the fFPT. We discuss a significant role of the initial condition in the scaling of the average fFPT with the particle number N, namely, a much stronger dependence (1/N and 1/N² for partially and perfectly reactive targets, respectively), in contrast to the well known inverse-logarithmic behaviour found when all particles are released from the same fixed point. We combine analytic solutions with scaling arguments and stochastic simulations to rationalise our results, which open new perspectives for studying the relevance of multiple searchers in various situations of molecular reactions, in particular, in living cells. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1018 KW - diffusion KW - first-passage KW - fastest first-passage time of N walkers Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-484059 SN - 1866-8372 IS - 1018 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 - TY - JOUR A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - From single-particle stochastic kinetics to macroscopic reaction rates BT - fastest first-passage time of N random walkers JF - New Journal of Physics N2 - We consider the first-passage problem for N identical independent particles that are initially released uniformly in a finite domain Ω and then diffuse toward a reactive area Γ, which can be part of the outer boundary of Ω or a reaction centre in the interior of Ω. For both cases of perfect and partial reactions, we obtain the explicit formulas for the first two moments of the fastest first-passage time (fFPT), i.e., the time when the first out of the N particles reacts with Γ. Moreover, we investigate the full probability density of the fFPT. We discuss a significant role of the initial condition in the scaling of the average fFPT with the particle number N, namely, a much stronger dependence (1/N and 1/N² for partially and perfectly reactive targets, respectively), in contrast to the well known inverse-logarithmic behaviour found when all particles are released from the same fixed point. We combine analytic solutions with scaling arguments and stochastic simulations to rationalise our results, which open new perspectives for studying the relevance of multiple searchers in various situations of molecular reactions, in particular, in living cells. KW - diffusion KW - first-passage KW - fastest first-passage time of N walkers Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/abb1de SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - JOUR A1 - Grebenkov, Denis S. A1 - Sposini, Vittoria A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Seno, Flavio T1 - Exact distributions of the maximum and range of random diffusivity processes JF - New Journal of Physics N2 - We study the extremal properties of a stochastic process xt defined by the Langevin equation ẋₜ =√2Dₜ ξₜ, in which ξt is a Gaussian white noise with zero mean and Dₜ is a stochastic‘diffusivity’, defined as a functional of independent Brownian motion Bₜ.We focus on threechoices for the random diffusivity Dₜ: cut-off Brownian motion, Dₜt ∼ Θ(Bₜ), where Θ(x) is the Heaviside step function; geometric Brownian motion, Dₜ ∼ exp(−Bₜ); and a superdiffusive process based on squared Brownian motion, Dₜ ∼ B²ₜ. For these cases we derive exact expressions for the probability density functions of the maximal positive displacement and of the range of the process xₜ on the time interval ₜ ∈ (0, T).We discuss the asymptotic behaviours of the associated probability density functions, compare these against the behaviour of the corresponding properties of standard Brownian motion with constant diffusivity (Dₜ = D0) and also analyse the typical behaviour of the probability density functions which is observed for a majority of realisations of the stochastic diffusivity process. KW - random diffusivity KW - extremal values KW - maximum and range KW - diffusion KW - Brownian motion Y1 - 2021 U6 - https://doi.org/10.1088/1367-2630/abd313 SN - 1367-2630 VL - 23 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - GEN A1 - Grebenkov, Denis S. A1 - Sposini, Vittoria A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Seno, Flavio T1 - Exact distributions of the maximum and range of random diffusivity processes T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We study the extremal properties of a stochastic process xt defined by the Langevin equation ẋₜ =√2Dₜ ξₜ, in which ξt is a Gaussian white noise with zero mean and Dₜ is a stochastic‘diffusivity’, defined as a functional of independent Brownian motion Bₜ.We focus on threechoices for the random diffusivity Dₜ: cut-off Brownian motion, Dₜt ∼ Θ(Bₜ), where Θ(x) is the Heaviside step function; geometric Brownian motion, Dₜ ∼ exp(−Bₜ); and a superdiffusive process based on squared Brownian motion, Dₜ ∼ B²ₜ. For these cases we derive exact expressions for the probability density functions of the maximal positive displacement and of the range of the process xₜ on the time interval ₜ ∈ (0, T).We discuss the asymptotic behaviours of the associated probability density functions, compare these against the behaviour of the corresponding properties of standard Brownian motion with constant diffusivity (Dₜ = D0) and also analyse the typical behaviour of the probability density functions which is observed for a majority of realisations of the stochastic diffusivity process. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1142 KW - random diffusivity KW - extremal values KW - maximum and range KW - diffusion KW - Brownian motion Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-503976 SN - 1866-8372 IS - 1142 ER - TY - JOUR A1 - Wang, Wei A1 - Seno, Flavio A1 - Sokolov, Igor M. A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Unexpected crossovers in correlated random-diffusivity processes JF - New Journal of Physics N2 - The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by 'viscoelastic' anomalous diffusion, in which the increments of the motion feature long-ranged negative and positive correlations. While viscoelastic anomalous diffusion is typically modelled by a Gaussian process with correlated increments, so-called fractional Gaussian noise, an increasing number of systems are reported, in which viscoelastic anomalous diffusion is paired with non-Gaussian displacement distributions. Following recent advances in Brownian yet non-Gaussian diffusion we here introduce and discuss several possible versions of random-diffusivity models with long-ranged correlations. While all these models show a crossover from non-Gaussian to Gaussian distributions beyond some correlation time, their mean squared displacements exhibit strikingly different behaviours: depending on the model crossovers from anomalous to normal diffusion are observed, as well as a priori unexpected dependencies of the effective diffusion coefficient on the correlation exponent. Our observations of the non-universality of random-diffusivity viscoelastic anomalous diffusion are important for the analysis of experiments and a better understanding of the physical origins of 'viscoelastic yet non-Gaussian' diffusion. KW - diffusion KW - anomalous diffusion KW - non-Gaussianity KW - fractional Brownian motion Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/aba390 SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - GEN A1 - Wang, Wei A1 - Seno, Flavio A1 - Sokolov, Igor M. A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Unexpected crossovers in correlated random-diffusivity processes N2 - The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by 'viscoelastic' anomalous diffusion, in which the increments of the motion feature long-ranged negative and positive correlations. While viscoelastic anomalous diffusion is typically modelled by a Gaussian process with correlated increments, so-called fractional Gaussian noise, an increasing number of systems are reported, in which viscoelastic anomalous diffusion is paired with non-Gaussian displacement distributions. Following recent advances in Brownian yet non-Gaussian diffusion we here introduce and discuss several possible versions of random-diffusivity models with long-ranged correlations. While all these models show a crossover from non-Gaussian to Gaussian distributions beyond some correlation time, their mean squared displacements exhibit strikingly different behaviours: depending on the model crossovers from anomalous to normal diffusion are observed, as well as a priori unexpected dependencies of the effective diffusion coefficient on the correlation exponent. Our observations of the non-universality of random-diffusivity viscoelastic anomalous diffusion are important for the analysis of experiments and a better understanding of the physical origins of 'viscoelastic yet non-Gaussian' diffusion. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1006 KW - diffusion KW - anomalous diffusion KW - non-Gaussianity KW - fractional Brownian motion Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-480049 SN - 1866-8372 IS - 1006 ER - TY - THES A1 - Grätz, Fabio M. T1 - Nonlinear diffusion in granular gases and dense planetary rings N2 - Small moonlets or moons embedded in dense planetary rings create S-shaped density modulations called propellers if their masses are smaller than a certain threshold, alternatively they create a circumferential gap in the disk if the embedded body’s mass exceeds this threshold (Spahn and Sremčević, 2000). The gravitational perturber scatters the ring particles, depletes the disk’s density, and, thus, clears a gap, whereas counteracting viscous diffusion of the ring material has the tendency to close the created gap, thereby forming a propeller. Propeller objects were predicted by Spahn and Sremčević (2000) and Sremčević et al. (2002) and were later discovered by the Cassini space probe (Tiscareno et al., 2006, Sremčević et al., 2007, Tiscareno et al., 2008, and Tiscareno et al., 2010). The ring moons Pan and Daphnis are massive enough to maintain the circumferential Encke and Keeler gaps in Saturn’s A ring and were detected by Showalter (1991) and Porco (2005) in Voyager and Cassini images, respectively. In this thesis, a nonlinear axisymmetric diffusion model is developed to describe radial density profiles of circumferential gaps in planetary rings created by embedded moons (Grätz et al., 2018). The model accounts for the gravitational scattering of the ring particles by the embedded moon and for the counteracting viscous diffusion of the ring matter back into the gap. With test particle simulations it is shown that the scattering of the ring particles passing the moon is larger for small impact parameters than estimated by Goldreich and Tremaine (1980). This is especially significant for the modeling of the Keeler gap. The model is applied to the Encke and Keeler gaps with the aim to estimate the shear viscosity of the ring in their vicinities. In addition, the model is used to analyze whether tiny icy moons whose dimensions lie below Cassini’s resolution capabilities would be able to cause the poorly understood gap structure of the C ring and the Cassini Division. One of the most intriguing facets of Saturn’s rings are the extremely sharp edges of the Encke and Keeler gaps: UVIS-scans of their gap edges show that the optical depth drops from order unity to zero over a range of far less than 100 m, a spatial scale comparable to the ring’s vertical extent. This occurs despite the fact that the range over which a moon transfers angular momentum onto the ring material is much larger. Borderies et al. (1982, 1989) have shown 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. We have revised the Borderies et al. (1989) model using a granular flow model to define the shear and bulk viscosities, ν and ζ, in order to incorporate the angular momentum flux reversal effect into the axisymmetric diffusion model for circumferential gaps presented in this thesis (Grätz et al., 2019). The sharp Encke and Keeler gap edges are modeled and conclusions regarding the shear and bulk viscosities of the ring are discussed. Finally, we explore the question of whether the radial density profile of the central and outer A ring, recently measured by Tiscareno and Harris (2018) in the highest resolution to date, and in particular, the sharp outer A ring edge can be modeled consistently from the balance of gravitational scattering by several outer moons and the mass and momentum transport. To this aim, the developed model is extended to account for the inward drifts caused by multiple discrete and overlapping resonances with multiple outer satellites and is then used to hydrodynamically simulate the normalized surface mass density profile of the A ring. This section of the thesis is based on studies by Tajeddine et al. (2017a) who recently discussed the common misconception that the 7:6 resonance with Janus alone maintains the outer A ring edge, showing that the combined effort of several resonances with several outer moons is required to confine the A ring as observed by the Cassini spacecraft. KW - celestial mechanics KW - diffusion KW - hydrodynamics KW - planets and satellites: rings KW - scattering Y1 - 2020 ER - TY - JOUR A1 - Singh, Rishu Kumar A1 - Metzler, Ralf A1 - Sandev, Trifce T1 - Resetting dynamics in a confining potential JF - Journal of physics : A, Mathematical and theoretical N2 - We study Brownian motion in a confining potential under a constant-rate resetting to a reset position x(0). The relaxation of this system to the steady-state exhibits a dynamic phase transition, and is achieved in a light cone region which grows linearly with time. When an absorbing boundary is introduced, effecting a symmetry breaking of the system, we find that resetting aids the barrier escape only when the particle starts on the same side as the barrier with respect to the origin. We find that the optimal resetting rate exhibits a continuous phase transition with critical exponent of unity. Exact expressions are derived for the mean escape time, the second moment, and the coefficient of variation (CV). KW - diffusion KW - resetting KW - barrier escape KW - first-passage Y1 - 2020 U6 - https://doi.org/10.1088/1751-8121/abc83a SN - 1751-8113 SN - 1751-8121 VL - 53 IS - 50 PB - IOP Publ. Ltd. CY - Bristol ER -