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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.
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.
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.
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.
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.
Understanding of wave environments is critical for the understanding of how particles are accelerated and lost in space. This study shows that in the vicinity of Europa and Ganymede, that respectively have induced and internal magnetic fields, chorus wave power is significantly increased. The observed enhancements are persistent and exceed median values of wave activity by up to 6 orders of magnitude for Ganymede. Produced waves may have a pronounced effect on the acceleration and loss of particles in the Jovian magnetosphere and other astrophysical objects. The generated waves are capable of significantly modifying the energetic particle environment, accelerating particles to very high energies, or producing depletions in phase space density. Observations of Jupiter's magnetosphere provide a unique opportunity to observe how objects with an internal magnetic field can interact with particles trapped in magnetic fields of larger scale objects.
The isotopic composition of water in ice sheets is extensively used to infer past climate changes. In low-accumulation regions their interpretation is, however, challenged by poorly constrained effects that may influence the initial isotope signal during and after deposition of the snow. This is reflected in snow-pit isotope data from Kohnen Station, Antarctica, which exhibit a seasonal cycle but also strong interannual variations that contradict local temperature observations. These inconsistencies persist even after averaging many profiles and are thus not explained by local stratigraphic noise. Previous studies have suggested that post-depositional processes may significantly influence the isotopic composition of East Antarctic firn. Here, we investigate the importance of post-depositional processes within the open-porous firn (greater than or similar to 10 cm depth) at Kohnen Station by separating spatial from temporal variability. To this end, we analyse 22 isotope profiles obtained from two snow trenches and examine the temporal isotope modifications by comparing the new data with published trench data extracted 2 years earlier. The initial isotope profiles undergo changes over time due to downward advection, firn diffusion and densification in magnitudes consistent with independent estimates. Beyond that, we find further modifications of the original isotope record to be unlikely or small in magnitude (<< 1 parts per thousand RMSD). These results show that the discrepancy between local temperatures and isotopes most likely originates from spatially coherent processes prior to or during deposition, such as precipitation intermittency or systematic isotope modifications acting on drifting or loose surface snow.
In low-accumulation regions, the reliability of delta O-18-derived temperature signals from ice cores within the Holocene is unclear, primarily due to the small climate changes relative to the intrinsic noise of the isotopic signal. In order to learn about the representativity of single ice cores and to optimise future ice-core-based climate reconstructions, we studied the stable-water isotope composition of firn at Kohnen Station, Dronning Maud Land, Antarctica. Analysing delta O-18 in two 50m long snow trenches allowed us to create an unprecedented, two-dimensional image characterising the isotopic variations from the centimetre to the 100-metre scale. Our results show seasonal layering of the isotopic composition but also high horizontal isotopic variability caused by local stratigraphic noise. Based on the horizontal and vertical structure of the isotopic variations, we derive a statistical noise model which successfully explains the trench data. The model further allows one to determine an upper bound for the reliability of climate reconstructions conducted in our study region at seasonal to annual resolution, depending on the number and the spacing of the cores taken.
Innerhalb dieser Doktorarbeit wurde eine neuartige Mikromanipulationstechnik für die lokale Flüssigkeitsabgabe am komplexen Drüsengewebe der Schabe P. americana charakterisiert und für die damit verbundene gezielte Manipulation von einzelnen Zellen in einem Zellkomplex (Gewebe) angewandt. Bei dieser Mikromanipulationstechnik handelt es sich um die seit 2009 bekannte nanofluidische Rasterkraftmikroskopie (FluidFM = fluidic force microscopy). Dabei werden sehr kleine mikrokanälige Rasterkraftspitzen bzw. Mikro-/Nanopipetten mit einer Öffnung zwischen 300 nm und 2 µm verwendet, mit denen es möglich ist, sehr kleine Volumina im Pikoliter- bis Femtoliter-Bereich (10-12 L – 10-15 L) gezielt und ortsgenau abzugeben. Das Ziel dieser Arbeit war die Analyse zellulärer Prozesse, wie z. B. Zell-Zell-Kommunikation oder Signalweiterleitung, zwischen benachbarten Zellen unter Zuhilfenahme der Fluoreszenzmikroskopie. Mit dieser Methode können die Zellen und ihre Bestandteile mittels vorheriger Farbstoffbeladung unter einem Mikroskop mit hohem Kontrast optisch dargestellt werden. Mit Hilfe der Fluoreszenzmikroskopie sollten schlussendlich die zellulären Reaktionen innerhalb des Gewebes nach der lokalen Manipulation visualisiert werden.
Zunächst wurde die Anwendung des Systems an Luft und wässriger Umgebung beschrieben. In diesem Zusammenhang wurde eine Reinigungs- und Beladungsmethode entwickelt, mit der es möglich war, die kostspieligen Mikro-/Nanopipetten zu reinigen und anschließend mehrmals wiederzuverwenden. Hierzu wurde eine alternative Methode getestet, mit der das Diffusionsverhalten von Farbstoffmolekülen in unterschiedlichen Medien untersucht werden kann. Des Weiteren wurden die Systemparameter optimiert, welche nötig sind, um zwischen der Probenoberfläche und der Pipette einen guten Pipettenöffnungs-abschluss zu erhalten. Dieser Abschluss ist essentiell, damit die abgegebene Flüssigkeit ausschließlich in der Abgaberegion mit der Probe wechselwirkt und die darauffolgenden Reaktionen nur innerhalb des Gewebes erfolgen, da ansonsten die Zell-Zell-Signalweiterleitung zwischen den Zellen nicht eindeutig nachvollzogen werden kann. Diese interzelluläre Kommunikation wurde anhand zweier sekundärer Botenstoffe (Ca2+ und NO) untersucht. Hierbei war es möglich einzelne lokale Reaktionen zu detektieren, welche sich über weitere Zellen ausbreiteten. Schlussendlich wurde die Fertigung einer speziellen Injektionspipette beschrieben, welche an zwei biologischen Systemen getestet wurde.
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.