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Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes.
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.
Complementarity in single photon interference – the role of the mode function and vacuum fields
(2017)
Background
In earlier experiments the role of the vacuum fields could be demonstrated as the source of complementarity with respect to the temporal properties (Heuer et al., Phys. Rev. Lett. 114:053601, 2015).
Methods
Single photon first order interferences of spatially separated regions from the cone structure of spontaneous parametric down conversion allow for analyzing the role of the mode function in quantum optics regarding the complementarity principle.
Results
Here the spatial coherence properties of these vacuum fields are demonstrated as the physical reason for complementarity in these single photon quantum optical experiments. These results are directly connected to the mode picture in classical optics.
Conclusion
The properties of the involved vacuum fields selected via the measurement process are the physical background of the complementarity principle in quantum optics.
The results of the theoretical consideration of stochastic resonance in overdamped bistable oscillators are given. These results are founded not on the model of two states as in [McNamara B, Wiesenfeld K. Theory of stochastic resonance. Phys Rev A 1989;39:4854-69], but on splitting of motion into regular and random and the rigorous solution of the Fokker-Planck equation for the random component. We show that this resonance is caused by a change, under the influence of noise, of the system's effective stiffness and damping factor contained in the equation for the regular component. For a certain value of the noise intensity the effective stiffness is minimal, and this fact causes non-monotonic change of the output signal amplitude as the noise intensity changes. It is important that the location of the minimum and its value depend essentially on the signal frequency.
Motivated by the successful Karlsruhe dynamo experiment, a relatively low-dimensional dynamo model is proposed. It is based on a strong truncation of the magnetohydrodynamic (MHD) equations with an external forcing of the Roberts type and the requirement that the model system satisfies the symmetries of the full MHD system, so that the first symmetry-breaking bifurcations can be captured. The backbone of the Roberts dynamo is formed by the Roberts flow, a helical mean magnetic field and another part of the magnetic field coupled to these two by triadic mode interactions. A minimum truncation model (MTM) containing only these energetically dominating primary mode triads is fully equivalent to the widely used first-order smoothing approximation. However, it is shown that this approach works only in the limit of small wave numbers of the excited magnetic field or small magnetic Reynolds numbers ($Rm ll 1$). To obtain dynamo action under more general conditions, secondary mode
Recent progress towards a quantum theory of laser-induced desorption and related phenomena is reviewed, for specific examples. These comprise the photodesorption of NO from Pt(111), the scanning tunnelling microscope and laser- induced desorption and switching of H at Si(100), and the electron stimulated desorption and dissociation of CO at Ru(0001). The theoretical methods used for nuclear dynamics range from open-system density matrix theory over nonadiabatically coupled multi-state models to electron-nuclear wavepackets. Also, aspects of time-dependent spectroscopy to probe ultrafast nonadiabatic processes at surfaces will be considered for the example of two-photon photoemission of solvated electrons in ice layers on Cu(111)
The title compounds, [(1R,3R,4R,5R,6S)-4,5-bis(acetyloxy)-7-oxo-2-oxabicyclo-
[4.2.0]octan-3-yl]methyl acetate, C14H18O8, (I), [(1S,4R,5S,6R)-5-acetyloxy-7-
hydroxyimino-2-oxobicyclo[4.2.0]octan-4-yl acetate, C11H15NO6, (II), and
[(3aR,5R,6R,7R,7aS)-6,7-bis(acetyloxy)-2-oxooctahydropyrano[3,2-b]pyrrol-5-
yl]methyl acetate, C14H19NO8, (III), are stable bicyclic carbohydrate derivatives.
They can easily be synthesized in a few steps from commercially available
glycals. As a result of the ring strain from the four-membered rings in (I) and
(II), the conformations of the carbohydrates deviate strongly from the ideal
chair form. Compound (II) occurs in the boat form. In the five-membered
lactam (III), on the other hand, the carbohydrate adopts an almost ideal chair
conformation. As a result of the distortion of the sugar rings, the configurations
of the three bicyclic carbohydrate derivatives could not be determined from
their NMR coupling constants. From our three crystal structure determinations,
we were able to establish for the first time the absolute configurations of all new
stereocenters of the carbohydrate rings.
The strong adhesion of sub-micron sized particles to surfaces is a nuisance, both for removing contaminating colloids from surfaces and for conscious manipulation of particles to create and test novel micro/nano-scale assemblies. The obvious idea of using detergents to ease these processes suffers from a lack of control: the action of any conventional surface-modifying agent is immediate and global. With photosensitive azobenzene containing surfactants we overcome these limitations. Such photo-soaps contain optical switches (azobenzene molecules), which upon illumination with light of appropriate wavelength undergo reversible trans-cis photo-isomerization resulting in a subsequent change of the physico-chemical molecular properties. In this work we show that when a spatial gradient in the composition of trans- and cis- isomers is created near a solid-liquid interface, a substantial hydrodynamic flow can be initiated, the spatial extent of which can be set, e.g., by the shape of a laser spot. We propose the concept of light induced diffusioosmosis driving the flow, which can remove, gather or pattern a particle assembly at a solid-liquid interface. In other words, in addition to providing a soap we implement selectivity: particles are mobilized and moved at the time of illumination, and only across the illuminated area.
We study the adsorption–desorption transition of polyelectrolyte chains onto planar, cylindrical and spherical surfaces with arbitrarily high surface charge densities by massive Monte Carlo computer simulations. We examine in detail how the well known scaling relations for the threshold transition—demarcating the adsorbed and desorbed domains of a polyelectrolyte near weakly charged surfaces—are altered for highly charged interfaces. In virtue of high surface potentials and large surface charge densities, the Debye–Hückel approximation is often not feasible and the nonlinear Poisson–Boltzmann approach should be implemented. At low salt conditions, for instance, the electrostatic potential from the nonlinear Poisson–Boltzmann equation is smaller than the Debye–Hückel result, such that the required critical surface charge density for polyelectrolyte adsorption σc increases. The nonlinear relation between the surface charge density and electrostatic potential leads to a sharply increasing critical surface charge density with growing ionic strength, imposing an additional limit to the critical salt concentration above which no polyelectrolyte adsorption occurs at all. We contrast our simulations findings with the known scaling results for weak critical polyelectrolyte adsorption onto oppositely charged surfaces for the three standard geometries. Finally, we discuss some applications of our results for some physical–chemical and biophysical systems.
We present a temperature and fluence dependent Ultrafast X-Ray Diffraction study of a laser-heated antiferromagnetic dysprosium thin film. The loss of antiferromagnetic order is evidenced by a pronounced lattice contraction. We devise a method to determine the energy flow between the phonon and spin system from calibrated Bragg peak positions in thermal equilibrium. Reestablishing the magnetic order is much slower than the cooling of the lattice, especially around the Néel temperature. Despite the pronounced magnetostriction, the transfer of energy from the spin system to the phonons in Dy is slow after the spin-order is lost.