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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.
While branched polyglycerol (PG)-based molecules are well established as hydrophilic particles, the capacity of utilizing PG in bulk materials and opportunities arising by their further surface functionalization have only recently been considered. Here we investigated how the mold used in PG network synthesis may affect surface composition and how the permeability of substances through PG can be controlled by altering network structure, i.e. introducing 20mol% oligoethylene glycol (OEG) bifunctional spacer molecules. Overall, PG-based bulk network materials were shown to be tailorable, hydrophilic, low swelling and relatively stiff polyether-based materials, with low impact of salt onto material properties. Based on these features, but also on the principal capacity of free hydroxyl groups to be used for functionalization reactions, these materials may be an interesting platform for medical and technical applications, e.g. as diffusion-rate controlling membrane in aqueous environment. Copyright (c) 2016 John Wiley & Sons, Ltd.
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.
Signaling pathways in biological systems rely on specific interactions between multiple biomolecules. Fluorescence fluctuation spectroscopy provides a powerful toolbox to quantify such interactions directly in living cells. Cross-correlation analysis of spectrally separated fluctuations provides information about intermolecular interactions but is usually limited to two fluorophore species. Here, we present scanning fluorescence spectral correlation spectroscopy (SFSCS), a versatile approach that can be implemented on commercial confocal microscopes, allowing the investigation of interactions between multiple protein species at the plasma membrane. We demonstrate that SFSCS enables cross-talk-free cross-correlation, diffusion, and oligomerization analysis of up to four protein species labeled with strongly overlapping fluorophores. As an example, we investigate the interactions of influenza A virus (IAV) matrix protein 2 with two cellular host factors simultaneously. We furthermore apply raster spectral image correlation spectroscopy for the simultaneous analysis of up to four species and determine the stoichiometry of ternary IAV polymerase complexes in the cell nucleus.
The agricultural transition profoundly changed human societies. We sequenced and analysed the first genome (1.39x) of an early Neolithic woman from Ganj Dareh, in the Zagros Mountains of Iran, a site with early evidence for an economy based on goat herding, ca. 10,000 BP. We show that Western Iran was inhabited by a population genetically most similar to hunter-gatherers from the Caucasus, but distinct from the Neolithic Anatolian people who later brought food production into Europe. The inhabitants of Ganj Dareh made little direct genetic contribution to modern European populations, suggesting those of the Central Zagros were somewhat isolated from other populations of the Fertile Crescent. Runs of homozygosity are of a similar length to those from Neolithic farmers, and shorter than those of Caucasus and Western Hunter-Gatherers, suggesting that the inhabitants of Ganj Dareh did not undergo the large population bottleneck suffered by their northern neighbours. While some degree of cultural diffusion between Anatolia, Western Iran and other neighbouring regions is possible, the genetic dissimilarity between early Anatolian farmers and the inhabitants of Ganj Dareh supports a model in which Neolithic societies in these areas were distinct.
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.
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.
Diffusive search for a static target is a common problem in statistical physics with numerous applications in chemistry and biology.
We look at this problem from a different perspective and investigate the statistics of encounters between the diffusing particle and the target. While an exact solution of this problem was recently derived in the form of a spectral expansion over the eigenbasis of the Dirichlet-to-Neumann operator, the latter is generally difficult to access for an arbitrary target.
In this paper, we present three complementary approaches to approximate the probability density of the rescaled number of encounters with a small target in a bounded confining domain. In particular, we derive a simple fully explicit approximation, which depends only on a few geometric characteristics such as the surface area and the harmonic capacity of the target, and the volume of the confining domain.
We discuss the advantages and limitations of three approaches and check their accuracy.
We also deduce an explicit approximation for the distribution of the first-crossing time, at which the number of encounters exceeds a prescribed threshold. Its relations to common first-passage time problems are discussed.
We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted 'onion-shell' geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes.
We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted 'onion-shell' geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes.
We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction setting encountered in diverse molecular biology systems, in which, e.g. a signal transduction proceeds via a series of consecutive 'messengers': the first messenger has to find its respective immobile target site triggering a launch of the second messenger, the second messenger seeks its own target site and provokes a launch of the third messenger and so on, resembling a relay race in human competitions. For such a molecular relay race taking place in infinite one-, two- and three-dimensional systems, we find exact expressions for the probability density function of the time instant of the terminal reaction event, conditioned on preceding successful reaction events on an ordered array of target sites. The obtained expressions pertain to the most general conditions: number of intermediate stages and the corresponding diffusion coefficients, the sizes of the target sites, the distances between them, as well as their reactivities are arbitrary.
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.
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.
We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction setting encountered in diverse molecular biology systems, in which, e.g. a signal transduction proceeds via a series of consecutive 'messengers': the first messenger has to find its respective immobile target site triggering a launch of the second messenger, the second messenger seeks its own target site and provokes a launch of the third messenger and so on, resembling a relay race in human competitions. For such a molecular relay race taking place in infinite one-, two- and three-dimensional systems, we find exact expressions for the probability density function of the time instant of the terminal reaction event, conditioned on preceding successful reaction events on an ordered array of target sites. The obtained expressions pertain to the most general conditions: number of intermediate stages and the corresponding diffusion coefficients, the sizes of the target sites, the distances between them, as well as their reactivities are arbitrary.
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.
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.
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.
We develop an axisymmetric diffusion model to describe radial density profiles in the vicinity of tiny moons embedded in planetary rings. Our diffusion model accounts for the gravitational scattering of the ring particles by an embedded moon and for the viscous diffusion of the ring matter back into the gap. With test particle simulations, we show that the scattering of the ring particles passing the moon is larger for small impact parameters than estimated by Goldreich & Tremaine and Namouni. This is significant for modeling the Keeler gap. We apply our model to the gaps of the moons Pan and Daphnis embedded in the outer A ring of Saturn with the aim to estimate the shear viscosity of the ring in the vicinity of the Encke and Keeler gap. In addition, we analyze whether tiny icy moons whose dimensions lie below Cassini's resolution capabilities would be able to explain the gap structure of the C ring and the Cassini division.
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
We study the diffusive motion of a particle in a subharmonic potential of the form U(x) = |x|( c ) (0 < c < 2) driven by long-range correlated, stationary fractional Gaussian noise xi ( alpha )(t) with 0 < alpha <= 2. In the absence of the potential the particle exhibits free fractional Brownian motion with anomalous diffusion exponent alpha. While for an harmonic external potential the dynamics converges to a Gaussian stationary state, from extensive numerical analysis we here demonstrate that stationary states for shallower than harmonic potentials exist only as long as the relation c > 2(1 - 1/alpha) holds. We analyse the motion in terms of the mean squared displacement and (when it exists) the stationary probability density function. Moreover we discuss analogies of non-stationarity of Levy flights in shallow external potentials.
Humankind and their environment need to be protected from the harmful effects of spent nuclear fuel, and therefore disposal in deep geological formations is favoured worldwide. Suitability of potential host rocks is evaluated, among others, by the retention capacity with respect to radionuclides. Safety assessments are based on the quantification of radionuclide migration lengths with numerical simulations as experiments cannot cover the required temporal (1 Ma) and spatial scales (>100 m).
Aim of the present thesis is to assess the migration of uranium, a geochemically complex radionuclide, in the potential host rock Opalinus Clay. Radionuclide migration in clay formations is governed by diffusion due to their low permeability and retarded by sorption. Both processes highly depend on pore water geochemistry and mineralogy that vary between different facies. Diffusion is quantified with the single-component (SC) approach using one diffusion coefficient for all species and the process-based multi-component (MC) option. With this, each species is assigned its own diffusion coefficient and the interaction with the diffuse double layer is taken into account. Sorption is integrated via a bottom-up approach using mechanistic surface complexation models and cation exchange. Therefore, reactive transport simulations are conducted with the geochemical code PHREEQC to quantify uranium migration, i.e. diffusion and sorption, as a function of mineralogical and geochemical heterogeneities on the host rock scale.
Sorption processes are facies dependent. Migration lengths vary between the Opalinus Clay facies by up to 10 m. Thereby, the geochemistry of the pore water, in particular the partial pressure of carbon dioxide (pCO2), is more decisive for the sorption capacity than the amount of clay minerals. Nevertheless, higher clay mineral quantities compensate geochemical variations. Consequently, sorption processes must be quantified as a function of pore water geochemistry in contact with the mineral assemblage.
Uranium diffusion in the Opalinus Clay is facies independent. Speciation is dominated by aqueous ternary complexes of U(VI) with calcium and carbonate. Differences in the migration lengths between SC and MC diffusion are with +/-5 m negligible. Further, the application of the MC approach highly depends on the quality and availability of the underlying data. Therefore, diffusion processes can be adequately quantified with the SC approach using experimentally determined diffusion coefficients.
The hydrogeological system governs pore water geochemistry within the formation rather than the mineralogy. Diffusive exchange with the adjacent aquifers established geochemical gradients over geological time scales that can enhance migration by up to 25 m. Consequently, uranium sorption processes must be quantified following the identified priority: pCO2 > hydrogeology > mineralogy.
The presented research provides a workflow and orientation for other potential disposal sites with similar pore water geochemistry due to the identified mechanisms and dependencies. With a maximum migration length of 70 m, the retention capacity of the Opalinus Clay with respect to uranium is sufficient to fulfill the German legal minimum requirement of a thickness of at least 100 m.
Transport properties of potential host rocks for nuclear waste disposal are typically determined in laboratory or in-situ experiments under geochemically controlled and constant conditions. Such a homogeneous assumption is no longer applicable on the host rock scale as can be seen from the pore water profiles of the potential host rock Opalinus Clay at Mont Terri (Switzerland). The embedding aquifers are the hydro-geological boundaries, that established gradients in the 210 m thick low permeable section through diffusive exchange over millions of years. Present-day pore water profiles were confirmed by a data-driven as well as by a conceptual scenario. Based on the modelled profiles, the influence of the geochemical gradient on uranium migration was quantified by comparing the distances after one million years with results of common homogeneous models. Considering the heterogeneous system, uranium migrated up to 24 m farther through the formation depending on the source term position within the gradient and on the partial pressure of carbon dioxide pCO2 of the system. Migration lengths were almost equal for single- and multicomponent diffusion. Differences can predominantly be attributed to changes in the sorption capacity, whereby pCO2 governs how strong uranium migration is affected by the geochemical gradient. Thus, the governing parameters for uranium migration in the Opalinus Clay can be ordered in descending priority: pCO2, geochemical gradients, mineralogical heterogeneity.</p>
Movements of processive cytoskeletal motors are characterized by an interplay between directed motion along filament and diffusion in the surrounding solution. In the present work, these peculiar movements are studied by modeling them as random walks on a lattice. An additional subject of our studies is the effect of motor-motor interactions on these movements. In detail, four transport phenomena are studied: (i) Random walks of single motors in compartments of various geometries, (ii) stationary concentration profiles which build up as a result of these movements in closed compartments, (iii) boundary-induced phase transitions in open tube-like compartments coupled to reservoirs of motors, and (iv) the influence of cooperative effects in motor-filament binding on the movements. All these phenomena are experimentally accessible and possible experimental realizations are discussed.
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.
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.
Geochemical homogeneity in shale is often assumed when tracing subsurface fluids and characterizing sedimentary basins. This study presents measurements of the bulk gas composition, stable isotopes, and noble gas volume fraction and isotopes for shale gas samples collected from gas wells in the Wufeng-Longmaxi Shale, the southern Sichuan Basin, China. The dryness [C-1 /(C-2 + C-3)] ranging from 166.3 to 251.2, combined with delta C-13(1) and delta DC1 that vary from -28.8 to -27.3 parts per thousand and - 153 to -145 parts per thousand, respectively, point to a late mature thermogenic origin of hydrocarbon gas. He-3/He-4 ratios of gas samples are around 0.01 times the air value suggesting dominantly crust-derived He. Ne-21/Ne-22 and Ar-40/Ar-36 ratios of many gas samples are higher than the corresponding air values indicating the mixing of crustal and atmospheric noble gases. Multiple dichotomous patterns are observed in noble gas signatures of forelimb and backlimb samples, and depression and crest samples. Ne-20/Ne-22 ratios of some crest samples are higher than that of depression samples in the backlimb, pointing to the presence of diffusion-driven fractionation that is likely caused by the long-distance migration from depression to crest. Elemental ratios of air-derived noble gas isotopes - Ne-22/Ar-36, Kr-84/Ar-36, and Xe-132/Ar-36 are compared to the recharge water values, suggesting the interactions of oil, gas, and water phases in the shale over geologic time. Forelimb samples generally display older ages than backlimb samples, indicating a larger flux of external radiogenic He-4 due to the higher density of deep faults in the forelimb area caused by the basementinvolved deformation. The basement-involved deformation also causes pore collapse especially in the forelimb leading to a lower porosity that results in a more pristine noble gas signature in the forelimb due to the reduced impact of younger recharge water.
In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations.
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.
For an effectively one-dimensional, semi-infinite disordered system connected to a reservoir of tracer particles kept at constant concentration, we provide the dynamics of the concentration profile.
Technically, we start with the Montroll-Weiss equation of a continuous time random walk with a scale-free waiting time density.
From this we pass to a formulation in terms of the fractional diffusion equation for the concentration profile C(x, t) in a semi-infinite space for the boundary condition C(0, t) = C-0, using a subordination approach.
From this we deduce the tracer flux and the so-called breakthrough curve (BTC) at a given distance from the tracer source.
In particular, BTCs are routinely measured in geophysical contexts but are also of interest in single-particle tracking experiments.
For the "residual' BTCs, given by 1- P(x, t), we demonstrate a long-time power-law behaviour that can be compared conveniently to experimental measurements.
For completeness we also derive expressions for the moments in this constant-concentration boundary condition.
This work investigates diffusion in nonlinear Hamiltonian systems. The diffusion, more precisely subdiffusion, in such systems is induced by the intrinsic chaotic behavior of trajectories and thus is called chaotic diffusion''. Its properties are studied on the example of one- or two-dimensional lattices of harmonic or nonlinear oscillators with nearest neighbor couplings. The fundamental observation is the spreading of energy for localized initial conditions. Methods of quantifying this spreading behavior are presented, including a new quantity called excitation time. This new quantity allows for a more precise analysis of the spreading than traditional methods. Furthermore, the nonlinear diffusion equation is introduced as a phenomenologic description of the spreading process and a number of predictions on the density dependence of the spreading are drawn from this equation. Two mathematical techniques for analyzing nonlinear Hamiltonian systems are introduced. The first one is based on a scaling analysis of the Hamiltonian equations and the results are related to similar scaling properties of the NDE. From this relation, exact spreading predictions are deduced. Secondly, the microscopic dynamics at the edge of spreading states are thoroughly analyzed, which again suggests a scaling behavior that can be related to the NDE. Such a microscopic treatment of chaotically spreading states in nonlinear Hamiltonian systems has not been done before and the results present a new technique of connecting microscopic dynamics with macroscopic descriptions like the nonlinear diffusion equation. All theoretical results are supported by heavy numerical simulations, partly obtained on one of Europe's fastest supercomputers located in Bologna, Italy. In the end, the highly interesting case of harmonic oscillators with random frequencies and nonlinear coupling is studied, which resembles to some extent the famous Discrete Anderson Nonlinear Schroedinger Equation. For this model, a deviation from the widely believed power-law spreading is observed in numerical experiments. Some ideas on a theoretical explanation for this deviation are presented, but a conclusive theory could not be found due to the complicated phase space structure in this case. Nevertheless, it is hoped that the techniques and results presented in this work will help to eventually understand this controversely discussed case as well.
Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
(2021)
We study the stochastic motion of a test particle in a heterogeneous medium in terms of a position dependent diffusion coefficient mimicking measured deterministic diffusivity gradients in biological cells or the inherent heterogeneity of geophysical systems. Compared to previous studies we here investigate the effect of the interplay of anomalous diffusion effected by position dependent diffusion coefficients and coloured non-Gaussian noise. The latter is chosen to be distributed according to Tsallis' q-distribution, representing a popular example for a non-extensive statistic. We obtain the ensemble and time averaged mean squared displacements for this generalised process and establish its non-ergodic properties as well as analyse the non-Gaussian nature of the associated displacement distribution. We consider both non-stratified and stratified environments.
We study the first passage dynamics for a diffusing particle experiencing a spatially varying diffusion coefficient while driven by correlated additive Gaussian white noise and multiplicative coloured non-Gaussian noise. We consider three functional forms for position dependence of the diffusion coefficient: power-law, exponential, and logarithmic. The coloured non-Gaussian noise is distributed according to Tsallis' q-distribution. Tracks of the non-Markovian systems are numerically simulated by using the fourth-order Runge-Kutta algorithm and the first passage times (FPTs) are recorded. The FPT density is determined along with the mean FPT (MFPT). Effects of the noise intensity and self-correlation of the multiplicative noise, the intensity of the additive noise, the cross-correlation strength, and the non-extensivity parameter on the MFPT are discussed.
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.
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.
Based on the space-fractional Fokker-Planck equation with a delta-sink term, we study the efficiency of random search processes based on Levy flights with power-law distributed jump lengths in the presence of an external drift, for instance, an underwater current, an airflow, or simply the preference of the searcher based on prior experience. While Levy flights turn out to be efficient search processes when the target is upstream relative to the starting point, in the downstream scenario, regular Brownian motion turns out to be advantageous. This is caused by the occurrence of leapovers of Levy flights, due to which Levy flights typically overshoot a point or small interval. Studying the solution of the fractional Fokker-Planck equation, we establish criteria when the combination of the external stream and the initial distance between the starting point and the target favours Levy flights over the regular Brownian search. Contrary to the common belief that Levy flights with a Levy index alpha = 1 (i.e. Cauchy flights) are optimal for sparse targets, we find that the optimal value for alpha may range in the entire interval (1, 2) and explicitly include Brownian motion as the most efficient search strategy overall.
We consider the mean first-passage time of a random walker moving in a potential landscape on a finite interval, the starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate that the mean first-passage time for a piecewise linear curve between these two points is minimized by the introduction of a potential barrier. Due to thermal fluctuations, this barrier may be crossed. It turns out that the corresponding expense for this activation is less severe than the gain from an increased slope towards the end point. In particular, the resulting mean first-passage time is shorter than for a linear potential drop between the two points.
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.
Polyelectrolyte multilayer films are nowadays very attractive for bioapplications due to their tunable properties and ability to control cellular response. Here we demonstrate that multilayers made of hyaluronic acid and poly-l-lysine act as high-capacity reservoirs for small charged molecules. Strong accumulation within the film is explained by electrostatically driven binding to free charges of polyelectrolytes. Binding and release mechanisms are discussed based on charge balance and polymer dynamics in the film. Our results show that transport of molecules through the film-solution interface limits the release rate. The multilayers might serve as an effective platform for drug delivery and tissue engineering due to high potential for drug loading and controlled release.
Polymer multicomponent coatings such as multilayers mimic an extracellular, matrix (ECM) that attracts significant attention for the use of the multilayers as functional supports for advanced cell culture and tissue engineering. Herein, biodegradation and molecular transport in hyaluronan/polylysine multilayers coated with gold nanoparticles were described. Nanoparticle coating acts as a semipermeable barrier that governs molecular transport into/from the multilayers, and makes them biodegradation-resistant. Model protein lysozyme (mimics of ECM-soluble signals) diffuses into the multilayers as fast- and, slow-diffusing populations existing in an equilibrium,. Such a. composite system may have high potential to be exploited as degradation-resistant drug-delivery platforms suitable for cell-based applications.
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 analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the heterogeneous diffusion process. The heterogeneous telegrapher's process exhibits a rich variety of diffusion regimes including hyperdiffusion, ballistic motion, superdiffusion, normal diffusion and subdiffusion, and different crossover dynamics characteristic for complex systems in which anomalous diffusion is observed. The anomalous diffusion exponent in the short time limit is twice the exponent in the long time limit, in accordance to the crossover dynamics from ballistic diffusion to normal diffusion in the standard telegrapher's process. We also analyze the finite-velocity heterogeneous diffusion process in presence of stochastic Poissonian resetting. We show that the system reaches a non-equilibrium stationary state. The transition to this non-equilibrium steady state is analyzed in terms of the large deviation function.
Parts without a whole?
(2015)
This explorative study gives a descriptive overview of what organizations do and experience when they say they practice design thinking. It looks at how the concept has been appropriated in organizations and also describes patterns of design thinking adoption. The authors use a mixed-method research design fed by two sources: questionnaire data and semi-structured personal expert interviews. The study proceeds in six parts: (1) design thinking¹s entry points into organizations; (2) understandings of the descriptor; (3) its fields of application and organizational localization; (4) its perceived impact; (5) reasons for its discontinuation or failure; and (6) attempts to measure its success. In conclusion the report challenges managers to be more conscious of their current design thinking practice. The authors suggest a co-evolution of the concept¹s introduction with innovation capability building and the respective changes in leadership approaches. It is argued that this might help in unfolding design thinking¹s hidden potentials as well as preventing unintended side-effects such as discontented teams or the dwindling authority of managers.
A single predator charging a herd of prey: effects of self volume and predator-prey decision-making
(2016)
We study the degree of success of a single predator hunting a herd of prey on a two-dimensional square lattice landscape. We explicitly consider the self volume of the prey restraining their dynamics on the lattice. The movement of both predator and prey is chosen to include an intelligent, decision making step based on their respective sighting ranges, the radius in which they can detect the other species (prey cannot recognise each other besides the self volume interaction): after spotting each other the motion of prey and predator turns from a nearest neighbour random walk into directed escape or chase, respectively. We consider a large range of prey densities and sighting ranges and compute the mean first passage time for a predator to catch a prey as well as characterise the effective dynamics of the hunted prey. We find that the prey's sighting range dominates their life expectancy and the predator profits more from a bad eyesight of the prey than from his own good eye sight. We characterise the dynamics in terms of the mean distance between the predator and the nearest prey. It turns out that effectively the dynamics of this distance coordinate can be captured in terms of a simple Ornstein–Uhlenbeck picture. Reducing the many-body problem to a simple two-body problem by imagining predator and nearest prey to be connected by an effective Hookean bond, all features of the model such as prey density and sighting ranges merge into the effective binding constant.
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.
We study the dynamics of polymer chains in a bath of self-propelled particles (SPP) by extensive Langevin dynamics simulations in a two-dimensional model system. Specifically, we analyse the polymer looping properties versus the SPP activity and investigate how the presence of the active particles alters the chain conformational statistics. We find that SPPs tend to extend flexible polymer chains, while they rather compactify stiffer semiflexible polymers, in agreement with previous results. Here we show that higher activities of SPPs yield a higher effective temperature of the bath and thus facilitate the looping kinetics of a passive polymer chain. We explicitly compute the looping probability and looping time in a wide range of the model parameters. We also analyse the motion of a monomeric tracer particle and the polymer's centre of mass in the presence of the active particles in terms of the time averaged mean squared displacement, revealing a giant diffusivity enhancement for the polymer chain via SPP pooling. Our results are applicable to rationalising the dimensions and looping kinetics of biopolymers at constantly fluctuating and often actively driven conditions inside biological cells or in suspensions of active colloidal particles or bacteria cells.
Organic solar cells have the potential to become the cheapest form of electricity. Rapid increase in the power conversion efficiency of organic solar cells (OSCs) has been achieved with the development of non-fullerene small-molecule acceptors. Next generation photovoltaics based upon environmentally benign "green solvent" processing of organic semiconductors promise a step-change in the adaptability and versatility of solar technologies and promote sustainable development. However, high-performing OSCs are still processed by halogenated (non-environmentally friendly) solvents, so hindering their large-scale manufacture. In this perspective, we discuss the recent progress in developing highly efficient OSCs processed from eco-compatible solvents, and highlight research challenges that should be addressed for the future development of high power conversion efficiencies devices.
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.
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).
Li and B in ascending magmas: an experimental study on their mobility and isotopic fractionation
(2022)
This research study focuses on the behaviour of Li and B during magmatic ascent, and decompression-driven degassing related to volcanic systems. The main objective of this dissertation is to determine whether it is possible to use the diffusion properties of the two trace elements as a tool to trace magmatic ascent rate. With this objective, diffusion-couple and decompression experiments have been performed in order to study Li and B mobility in intra-melt conditions first, and then in an evolving system during decompression-driven degassing.
Synthetic glasses were prepared with rhyolitic composition and an initial water content of 4.2 wt%, and all the experiments were performed using an internally heated pressure vessel, in order to ensure a precise control on the experimental parameters such as temperature and pressure.
Diffusion-couple experiments were performed with a fix pressure 300 MPa. The temperature was varied in the range of 700-1250 °C with durations between 0 seconds and 24 hours. The diffusion-couple results show that Li diffusivity is very fast and starts already at very low temperature. Significant isotopic fractionation occurs due to the faster mobility of 6Li compared to 7Li. Boron diffusion is also accelerated by the presence of water, but the results of the isotopic ratios are unclear, and further investigation would be necessary to well constrain the isotopic fractionation process of boron in hydrous silicate melts. The isotopic ratios results show that boron isotopic fractionation might be affected by the speciation of boron in the silicate melt structure, as 10B and 11B tend to have tetrahedral and trigonal coordination, respectively.
Several decompression experiments were performed at 900 °C and 1000 °C, with pressures going from 300 MPa to 71-77 MPa and durations of 30 minutes, two, five and ten hours, in order to trigger water exsolution and the formation of vesicles in the sample. Textural observations and the calculation of the bubble number density confirmed that the bubble size and distribution after decompression is directly proportional to the decompression rate.
The overall SIMS results of Li and B show that the two trace elements tend to progressively decrease their concentration with decreasing decompression rates. This is explained because for longer decompression times, the diffusion of Li and B into the bubbles has more time to progress and the melt continuously loses volatiles as the bubbles expand their volumes.
For fast decompression, Li and B results show a concentration increase with a δ7Li and δ11B decrease close to the bubble interface, related to the sudden formation of the gas bubble, and the occurrence of a diffusion process in the opposite direction, from the bubble meniscus to the unaltered melt. When the bubble growth becomes dominant and Li and B start to exsolve into the gas phase, the silicate melt close to the bubble gets depleted in Li and B, because of a stronger diffusion of the trace elements into the bubble.
Our data are being applied to different models, aiming to combine the dynamics of bubble nucleation and growth with the evolution of trace elements concentration and isotopic ratios. Here, first considerations on these models will be presented, giving concluding remarks on this research study. All in all, the final remarks constitute a good starting point for further investigations. These results are a promising base to continue to study this process, and Li and B can indeed show clear dependences on decompression-related magma ascent rates in volcanic systems.
Lithium and boron are trace components of magmas, released during exsolution of a gas phase during volcanic activity.
In this study, we determine the diffusivity and isotopic fractionation of Li and B in hydrous silicate melts.
Two glasses were synthesized with the same rhyolitic composition (4.2 wt% water), having different Li and B contents; these were studied in diffusion-couple experiments that were performed using an internally heated pressure vessel, operated at 300 MPa in the temperature range 700-1250 degrees C for durations from 0 s to 24 h. From this we determined activation energies for Li and B diffusion of 57 +/- 4 kJ/mol and 152 +/- 15 kJ/mol with pre-exponential factors of 1.53 x 10(-7) m(2)/s and 3.80 x 10(-8) m(2)/s, respectively.
Lithium isotopic fractionation during diffusion gave beta values between 0.15 and 0.20, whereas B showed no clear isotopic fractionation.
Our Li diffusivities and isotopic fractionation results differ somewhat from earlier published values, but overall confirm that Li diffusivity increases with water content. Our results on B diffusion show that similarly to Li, B mobility increases in the presence of water.
By applying the Eyring relation, we confirm that B diffusivity is limited by viscous flow in silicate melts.
Our results on Li and B diffusion present a new tool for understanding degassing-related processes, offering a potential geospeedometer to measure volcanic ascent rates.