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Levy walks are continuous-time random-walk processes with a spatiotemporal coupling of jump lengths and waiting times. We here apply the Hermite polynomial method to study the behavior of LWs with power-law walking time density for four different cases. First we show that the known result for the infinite density of an unconfined, unbiased LW is consistently recovered. We then derive the asymptotic behavior of the probability density function (PDF) for LWs in a constant force field, and we obtain the corresponding qth-order moments. In a harmonic external potential we derive the relaxation dynamic of the LW. For the case of a Poissonian walking time an exponential relaxation behavior is shown to emerge. Conversely, a power-law decay is obtained when the mean walking time diverges. Finally, we consider the case of an unconfined, unbiased LW with decaying speed v(r ) = v0/./r. When the mean walking time is finite, a universal Gaussian law for the position-PDF of the walker is obtained explicitly.
Various mathematical Black-Scholes-Merton-like models of option pricing employ the paradigmatic stochastic process of geometric Brownian motion (GBM). The innate property of such models and of real stock-market prices is the roughly exponential growth of prices with time [on average, in crisis-free times]. We here explore the ensemble- and time averages of a multiplicative-noise stochastic process with power-law-like time-dependent volatility, sigma(t) similar to t(alpha), named scaled GBM (SGBM). For SGBM, the mean-squared displacement (MSD) computed for an ensemble of statistically equivalent trajectories can grow faster than exponentially in time, while the time-averaged MSD (TAMSD)-based on a sliding-window averaging along a single trajectory-is always linear at short lag times Delta. The proportionality factor between these the two averages of the time series is Delta/T at short lag times, where T is the trajectory length, similarly to GBM. This discrepancy of the scaling relations and pronounced nonequivalence of the MSD and TAMSD at Delta/T << 1 is a manifestation of weak ergodicity breaking for standard GBM and for SGBM with s (t)-modulation, the main focus of our analysis. The analytical predictions for the MSD and mean TAMSD for SGBM are in quantitative agreement with the results of stochastic computer simulations.
Self-organized coherence-incoherence patterns, called chimera states, have first been reported in systems of Kuramoto oscillators. For coupled excitable units, similar patterns where coherent units are at rest are called bump states. Here, we study bumps in an array of active rotators coupled by nonlocal attraction and global repulsion. We demonstrate how they can emerge in a supercritical scenario from completely coherent Turing patterns: a single incoherent unit appears in a homoclinic bifurcation, undergoing subsequent transitions to quasiperiodic and chaotic behavior, which eventually transforms into extensive chaos with many incoherent units. We present different types of transitions and explain the formation of coherence-incoherence patterns according to the classical paradigm of short-range activation and long-range inhibition.
We derive. the ensemble-and time-averaged mean-squared displacements (MSD, TAMSD) for Poisson-reset geometric Brownian motion (GBM), in agreement with simulations. We find MSD and TAMSD saturation for frequent resetting, quantify the spread of TAMSDs via the ergodicity-breaking parameter and compute distributions of prices. General MSD-TAMSD nonequivalence proves reset GBM nonergodic.
Hydrogels with a hierarchical structure were prepared from a new highly water-soluble crosslinker N,N,N',N'-tetramethyl-N,N'-bis(2-ethylmethacrylate)-propyl-1,3-diammonium dibromide and from the sulfobetaine monomer 2-(N-3-sulfopropyl-N,N-dimethyl ammonium)ethyl methacrylate. The free radical polymerization of the two compounds is rapid and yields near-transparent hydrogels with sizes up to 5 cm in diameter. Rheology shows a clear correlation between the monomer-to-crosslinker ratio and the storage and loss moduli of the hydrogels. Cryo-scanning electron microscopy, low-field nuclear magnetic resonance (NMR) spectroscopy, and small-angle X-ray scattering show that the gels have a hierarchical structure with features spanning the nanometer to the sub-millimeter scale. The NMR study is challenged by the marked inhomogeneity of the gels and the complex chemical structure of the sulfobetaine monomer. NMR spectroscopy shows how these complications can be addressed via a novel fitting approach that considers the mobility gradient along the side chain of methacrylate-based monomers.
Using magneto-optical Faraday and Kerr measurements, we investigate the magnetic and magnetooptical properties of a thick Bi-substituted gadolinium iron garnet film over a broad range of wavelengths (250-850 nm) and temperatures (150-300 K), including the magnetization compensation point, TM. We observe an exchange-bias-like effect in the vicinity of TM. By slightly changing the sample temperature, we can precisely tune the bias field, which reaches a magnitude 6 times higher than the coercive field. We explain this phenomenon by considering the short-range superexchange interaction and a change in the magnetic behavior when moving from the surface to the bulk of the film. This finding may lead to the development of single-film magneto-optical devices based on the exchange-bias effect.
This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g. viscoelastic) fluid environment. Analytical investigations of such systems based on non-Markovian stochastic equations are notoriously difficult. A common approximation is that of a single-exponential memory, corresponding to the introduction of one auxiliary variable coupled to the Markovian dynamics of the main variable. As a generalization, we here investigate a class of 'toy' models with altogether three degrees of freedom, giving rise to more complex forms of memory. Specifically, we consider, mainly on an analytical basis, the under- and overdamped motion of a colloidal particle coupled linearly to two auxiliary variables, where the coupling between variables can be either reciprocal or non-reciprocal. Projecting out the auxiliary variables, we obtain non-Markovian Langevin equations with friction kernels and colored noise, whose structure is similar to that of a generalized Langevin equation. For the present systems, however, the non-Markovian equations may violate the fluctuation-dissipation relation as well as detailed balance, indicating that the systems are out of equilibrium. We then study systematically the connection between the coupling topology of the underlying Markovian system and various autocorrelation functions. We demonstrate that already two auxiliary variables can generate surprisingly complex (e.g. non-monotonic or oscillatory) memory and correlation functions. Finally, we show that a minimal overdamped model with two auxiliary variables and suitable non-reciprocal coupling yields correlation functions resembling those describing hydrodynamic backflow in an optical trap.
The icosahedral non-hydrostatic large eddy model (ICON-LEM) was applied around the drift track of the Multidisciplinary Observatory Study of the Arctic (MOSAiC) in 2019 and 2020. The model was set up with horizontal grid-scales between 100m and 800m on areas with radii of 17.5km and 140 km. At its lateral boundaries, the model was driven by analysis data from the German Weather Service (DWD), downscaled by ICON in limited area mode (ICON-LAM) with horizontal grid-scale of 3 km.
The aim of this thesis was the investigation of the atmospheric boundary layer near the surface in the central Arctic during polar winter with a high-resolution mesoscale model. The default settings in ICON-LEM prevent the model from representing the exchange processes in the Arctic boundary layer in accordance to the MOSAiC observations. The implemented sea-ice scheme in ICON does not include a snow layer on sea-ice, which causes a too slow response of the sea-ice surface temperature to atmospheric changes. To allow the sea-ice surface to respond faster to changes in the atmosphere, the implemented sea-ice parameterization in ICON was extended with an adapted heat capacity term.
The adapted sea-ice parameterization resulted in better agreement with the MOSAiC observations. However, the sea-ice surface temperature in the model is generally lower than observed due to biases in the downwelling long-wave radiation and the lack of complex surface structures, like leads. The large eddy resolving turbulence closure yielded a better representation of the lower boundary layer under strongly stable stratification than the non-eddy-resolving turbulence closure. Furthermore, the integration of leads into the sea-ice surface reduced the overestimation of the sensible heat flux for different weather conditions.
The results of this work help to better understand boundary layer processes in the central Arctic during the polar night. High-resolving mesoscale simulations are able to represent temporally and spatially small interactions and help to further develop parameterizations also for the application in regional and global models.
Owing to global warming and particularly high regional ocean warming, both Thwaites and Pine Island Glaciers in the Amundsen region of the Antarctic Ice Sheet could lose their buttressing ice shelves over time. We analyse the possible consequences using the parallel ice sheet model (PISM), applying a simple cliff-calving parameterization and an ice melange-buttressing model. We find that the instantaneous loss of ice-shelf buttressing, due to enforced ice-shelf melting, initiates grounding-line retreat and triggers marine ice sheet instability (MISI). As a consequence, the grounding line progresses into the interior of the West Antarctic Ice Sheet and leads to a sea level contribution of 0.6 m within 100 a. By subjecting the exposed ice cliffs to cliff calving using our simplified parameterization, we also analyse marine ice cliff instability (MICI). In our simulations it can double or even triple the sea level contribution depending on the only loosely constrained parameter that determines the maximum cliff-calving rate. The speed of MICI depends on this upper bound of the calving rate, which is given by the ice melange buttressing the glacier. However, stabilization of MICI may occur for geometric reasons. Because the embayment geometry changes as MICI advances into the interior of the ice sheet, the upper bound on calving rates is reduced and the progress of MICI is slowed down. Although we cannot claim that our simulations bear relevant quantitative estimates of the effect of ice-melange buttressing on MICI, the mechanism has the potential to stop the instability. Further research is needed to evaluate its role for the past and future evolution of the Antarctic Ice Sheet.
Thanks to the combined effort s of scientist s in several research fields, the preceding decade has witnessed considerable progress in the use of conjugated polymers as emerging thermoelectric materials leading to significant improvements in performance and demonstration of a number of diverse applications. Despite these recent advances, systematic assessments of the impact of molecular design on thermoelectric properties are scarce. Although several reviews marginally highlight the role of chemical structure, the understanding of structure-performance relationships is still fragmented. An in-depth understanding of the relationship between molecular structure and thermoelectric properties will enable the rational design of next-generation thermoelectric polymers. To this end, this review showcases the state-of-the-art thermoelectric polymers, discusses structure-performance relationships, suggests strategies for improving thermoelectric performance that go beyond molecular design, and highlights some of the most impressive applications of thermoelectric polymers.