Institut für Physik und Astronomie
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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., <x2(t)> ~ 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.
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.
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.
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.