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Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Die vorliegende Arbeit beschäftigt sich mit der Charakterisierung von Seismizität anhand von Erdbebenkatalogen. Es werden neue Verfahren der Datenanalyse entwickelt, die Aufschluss darüber geben sollen, ob der seismischen Dynamik ein stochastischer oder ein deterministischer Prozess zugrunde liegt und was daraus für die Vorhersagbarkeit starker Erdbeben folgt. Es wird gezeigt, dass seismisch aktive Regionen häufig durch nichtlinearen Determinismus gekennzeichent sind. Dies schließt zumindest die Möglichkeit einer Kurzzeitvorhersage ein. Das Auftreten seismischer Ruhe wird häufig als Vorläuferphaenomen für starke Erdbeben gedeutet. Es wird eine neue Methode präsentiert, die eine systematische raumzeitliche Kartierung seismischer Ruhephasen ermöglicht. Die statistische Signifikanz wird mit Hilfe des Konzeptes der Ersatzdaten bestimmt. Als Resultat erhält man deutliche Korrelationen zwischen seismischen Ruheperioden und starken Erdbeben. Gleichwohl ist die Signifikanz dafür nicht hoch genug, um eine Vorhersage im Sinne einer Aussage über den Ort, die Zeit und die Stärke eines zu erwartenden Hauptbebens zu ermöglichen.

The occurrence of earthquakes is characterized by a high degree of spatiotemporal complexity. Although numerous patterns, e.g. fore- and aftershock sequences, are well-known, the underlying mechanisms are not observable and thus not understood. Because the recurrence times of large earthquakes are usually decades or centuries, the number of such events in corresponding data sets is too small to draw conclusions with reasonable statistical significance. Therefore, the present study combines both, numerical modeling and analysis of real data in order to unveil the relationships between physical mechanisms and observational quantities. The key hypothesis is the validity of the so-called "critical point concept" for earthquakes, which assumes large earthquakes to occur as phase transitions in a spatially extended many-particle system, similar to percolation models. New concepts are developed to detect critical states in simulated and in natural data sets. The results indicate that important features of seismicity like the frequency-size distribution and the temporal clustering of earthquakes depend on frictional and structural fault parameters. In particular, the degree of quenched spatial disorder (the "roughness") of a fault zone determines whether large earthquakes occur quasiperiodically or more clustered. This illustrates the power of numerical models in order to identify regions in parameter space, which are relevant for natural seismicity. The critical point concept is verified for both, synthetic and natural seismicity, in terms of a critical state which precedes a large earthquake: a gradual roughening of the (unobservable) stress field leads to a scale-free (observable) frequency-size distribution. Furthermore, the growth of the spatial correlation length and the acceleration of the seismic energy release prior to large events is found. The predictive power of these precursors is, however, limited. Instead of forecasting time, location, and magnitude of individual events, a contribution to a broad multiparameter approach is encouraging.

In this work, some new results to exploit the recurrence properties of quasiperiodic dynamical systems are presented by means of a two dimensional visualization technique, Recurrence Plots(RPs). Quasiperiodicity is the simplest form of dynamics exhibiting nontrivial recurrences, which are common in many nonlinear systems. The concept of recurrence was introduced to study the restricted three body problem and it is very useful for the characterization of nonlinear systems. I have analyzed in detail the recurrence patterns of systems with quasiperiodic dynamics both analytically and numerically. Based on a theoretical analysis, I have proposed a new procedure to distinguish quasiperiodic dynamics from chaos. This algorithm is particular useful in the analysis of short time series. Furthermore, this approach demonstrates to be efficient in recognizing regular and chaotic trajectories of dynamical systems with mixed phase space. Regarding the application to real situations, I have shown the capability and validity of this method by analyzing time series from fluid experiments.

This work incorporates three treatises which are commonly concerned with a stochastic theory of the Lyapunov exponents. With the help of this theory universal scaling laws are investigated which appear in coupled chaotic and disordered systems. First, two continuous-time stochastic models for weakly coupled chaotic systems are introduced to study the scaling of the Lyapunov exponents with the coupling strength (coupling sensitivity of chaos). By means of the the Fokker-Planck formalism scaling relations are derived, which are confirmed by results of numerical simulations. Next, coupling sensitivity is shown to exist for coupled disordered chains, where it appears as a singular increase of the localization length. Numerical findings for coupled Anderson models are confirmed by analytic results for coupled continuous-space Schrödinger equations. The resulting scaling relation of the localization length resembles the scaling of the Lyapunov exponent of coupled chaotic systems. Finally, the statistics of the exponential growth rate of the linear oscillator with parametric noise are studied. It is shown that the distribution of the finite-time Lyapunov exponent deviates from a Gaussian one. By means of the generalized Lyapunov exponents the parameter range is determined where the non-Gaussian part of the distribution is significant and multiscaling becomes essential.

Two-dimensional bouyancy-driven convection in a horizontal fluid layer with stress-free boundary conditions at top and bottom and periodic boundary conditions in the horizontal direction is investigated by means of numerical simulation and bifurcation-analysis techniques. As the bouyancy forces increase, the primary stationary and symmetric convection rolls undergo successive Hopf bifurcations, bifurcations to traveling waves, and phase lockings. We pay attention to symmetry breaking and its connection with the generation of large-scale horizontal flows. Calculations of Lyapunov exponents indicate that at a Rayleigh number of 2.3×105 no temporal chaos is reached yet, but the system moves nonchaotically on a 4-torus in phase space.

Concerns have been raised that anthropogenic climate change could lead to large-scale singular climate events, i.e., abrupt nonlinear climate changes with repercussions on regional to global scales. One central goal of this thesis is the development of models of two representative components of the climate system that could exhibit singular behavior: the Atlantic thermohaline circulation (THC) and the Indian monsoon. These models are conceived so as to fulfill the main requirements of integrated assessment modeling, i.e., reliability, computational efficiency, transparency and flexibility. The model of the THC is an interhemispheric four-box model calibrated against data generated with a coupled climate model of intermediate complexity. It is designed to be driven by global mean temperature change which is translated into regional fluxes of heat and freshwater through a linear down-scaling procedure. Results of a large number of transient climate change simulations indicate that the reduced-form THC model is able to emulate key features of the behavior of comprehensive climate models such as the sensitivity of the THC to the amount, regional distribution and rate of change in the heat and freshwater fluxes. The Indian monsoon is described by a novel one-dimensional box model of the tropical atmosphere. It includes representations of the radiative and surface fluxes, the hydrological cycle and surface hydrology. Despite its high degree of idealization, the model satisfactorily captures relevant aspects of the observed monsoon dynamics, such as the annual course of precipitation and the onset and withdrawal of the summer monsoon. Also, the model exhibits the sensitivity to changes in greenhouse gas and sulfate aerosol concentrations that are known from comprehensive models. A simplified version of the monsoon model is employed for the identification of changes in the qualitative system behavior against changes in boundary conditions. The most notable result is that under summer conditions a saddle-node bifurcation occurs at critical values of the planetary albedo or insolation. Furthermore, the system exhibits two stable equilibria: besides the wet summer monsoon, a stable state exists which is characterized by a weak hydrological cycle. These results are remarkable insofar, as they indicate that anthropogenic perturbations of the planetary albedo such as sulfur emissions and/or land-use changes could destabilize the Indian summer monsoon. The reduced-form THC model is employed in an exemplary integrated assessment application. Drawing on the conceptual and methodological framework of the tolerable windows approach, emissions corridors (i.e., admissible ranges of CO2- emissions) are derived that limit the risk of a THC collapse while considering expectations about the socio-economically acceptable pace of emissions reductions. Results indicate, for example, a large dependency of the width of the emissions corridor on climate and hydrological sensitivity: for low values of climate and/or hydrological sensitivity, the corridor boundaries are far from being transgressed by any plausible emissions scenario for the 21st century. In contrast, for high values of both quantities low non-intervention scenarios leave the corridor already in the early decades of the 21st century. This implies that if the risk of a THC collapse is to be kept low, business-as-usual paths would need to be abandoned within the next two decades. All in all, this thesis highlights the value of reduced-form modeling by presenting a number of applications of this class of models, ranging from sensitivity and bifurcation analysis to integrated assessment. The results achieved and conclusions drawn provide a useful contribution to the scientific and policy debate about the consequences of anthropogenic climate change and the long-term goals of climate protection. --- Anmerkung: Die Autorin ist Trägerin des von der Mathematisch-Naturwissenschaftlichen Fakultät der Universität Potsdam vergebenen Michelson-Preises für die beste Promotion des Jahres 2003/2004.

Microfabricated solid-state surfaces, also called atom chip', have become a well-established technique to trap and manipulate atoms. This has simplified applications in atom interferometry, quantum information processing, and studies of many-body systems. Magnetic trapping potentials with arbitrary geommetries are generated with atom chip by miniaturized current-carrying conductors integrated on a solid substrate. Atoms can be trapped and cooled to microKelvin and even nanoKelvin temperatures in such microchip trap. However, cold atoms can be significantly perturbed by the chip surface, typically held at room temperature. The magnetic field fluctuations generated by thermal currents in the chip elements may induce spin flips of atoms and result in loss, heating and decoherence. In this thesis, we extend previous work on spin flip rates induced by magnetic noise and consider the more complex geometries that are typically encountered in atom chips: layered structures and metallic wires of finite cross-section. We also discuss a few aspects of atom chips traps built with superconducting structures that have been suggested as a means to suppress magnetic field fluctuations. The thesis describes calculations of spin flip rates based on magnetic Green functions that are computed analytically and numerically. For a chip with a top metallic layer, the magnetic noise depends essentially on the thickness of that layer, as long as the layers below have a much smaller conductivity. Based on this result, scaling laws for loss rates above a thin metallic layer are derived. A good agreement with experiments is obtained in the regime where the atom-surface distance is comparable to the skin depth of metal. Since in the experiments, metallic layers are always etched to separate wires carrying different currents, the impact of the finite lateral wire size on the magnetic noise has been taken into account. The local spectrum of the magnetic field near a metallic microstructure has been investigated numerically with the help of boundary integral equations. The magnetic noise significantly depends on polarizations above flat wires with finite lateral width, in stark contrast to an infinitely wide wire. Correlations between multiple wires are also taken into account. In the last part, superconducting atom chips are considered. Magnetic traps generated by superconducting wires in the Meissner state and the mixed state are studied analytically by a conformal mapping method and also numerically. The properties of the traps created by superconducting wires are investigated and compared to normal conducting wires: they behave qualitatively quite similar and open a route to further trap miniaturization, due to the advantage of low magnetic noise. We discuss critical currents and fields for several geometries.

The mammalian brain is, with its numerous neural elements and structured complex connectivity, one of the most complex systems in nature. Recently, large-scale corticocortical connectivities, both structural and functional, have received a great deal of research attention, especially using the approach of complex networks. Here, we try to shed some light on the relationship between structural and functional connectivities by studying synchronization dynamics in a realistic anatomical network of cat cortical connectivity. We model the cortical areas by a subnetwork of interacting excitable neurons (multilevel model) and by a neural mass model (population model). With weak couplings, the multilevel model displays biologically plausible dynamics and the synchronization patterns reveal a hierarchical cluster organization in the network structure. We can identify a group of brain areas involved in multifunctional tasks by comparing the dynamical clusters to the topological communities of the network. With strong couplings of multilevel model and by using neural mass model, the dynamics are characterized by well-defined oscillations. The synchronization patterns are mainly determined by the node intensity (total input strengths of a node); the detailed network topology is of secondary importance. The biologically improved multilevel model exhibits similar dynamical patterns in the two regimes. Thus, the study of synchronization in a multilevel complex network model of cortex can provide insights into the relationship between network topology and functional organization of complex brain networks.

The recent discovery of an intricate and nontrivial interaction topology among the elements of a wide range of natural systems has altered the manner we understand complexity. For example, the axonal fibres transmitting electrical information between cortical regions form a network which is neither regular nor completely random. Their structure seems to follow functional principles to balance between segregation (functional specialisation) and integration. Cortical regions are clustered into modules specialised in processing different kinds of information, e.g. visual or auditory. However, in order to generate a global perception of the real world, the brain needs to integrate the distinct types of information. Where this integration happens, nobody knows. We have performed an extensive and detailed graph theoretical analysis of the cortico-cortical organisation in the brain of cats, trying to relate the individual and collective topological properties of the cortical areas to their function. We conclude that the cortex possesses a very rich communication structure, composed of a mixture of parallel and serial processing paths capable of accommodating dynamical processes with a wide variety of time scales. The communication paths between the sensory systems are not random, but largely mediated by a small set of areas. Far from acting as mere transmitters of information, these central areas are densely connected to each other, strongly indicating their functional role as integrators of the multisensory information. In the quest of uncovering the structure-function relationship of cortical networks, the peculiarities of this network have led us to continuously reconsider the stablished graph measures. For example, a normalised formalism to identify the “functional roles” of vertices in networks with community structure is proposed. The tools developed for this purpose open the door to novel community detection techniques which may also characterise the overlap between modules. The concept of integration has been revisited and adapted to the necessities of the network under study. Additionally, analytical and numerical methods have been introduced to facilitate understanding of the complicated statistical interrelations between the distinct network measures. These methods are helpful to construct new significance tests which may help to discriminate the relevant properties of real networks from side-effects of the evolutionary-growth processes.