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A considerable number of systems have recently been reported in which
Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential(Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.
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.
Fixational eye movements show scaling behaviour of the positional mean-squared displacement with a characteristic transition from persistence to antipersistence for increasing time-lag. These statistical patterns were found to be mainly shaped by microsaccades (fast, small-amplitude movements). However, our re-analysis of fixational eye-movement data provides evidence that the slow component (physiological drift) of the eyes exhibits scaling behaviour of the mean-squared displacement that varies across human participants. These results suggest that drift is a correlated movement that interacts with microsaccades. Moreover, on the long time scale, the mean-squared displacement of the drift shows oscillations, which is also present in the displacement auto-correlation function. This finding lends support to the presence of time-delayed feedback in the control of drift movements. Based on an earlier non-linear delayed feedback model of fixational eye movements, we propose and discuss different versions of a new model that combines a self-avoiding walk with time delay. As a result, we identify a model that reproduces oscillatory correlation functions, the transition from persistence to antipersistence, and microsaccades.
Effects of the target aspect ratio and intrinsic reactivity onto diffusive search in bounded domains
(2017)
Westudy the mean first passage time (MFPT) to a reaction event on a specific site in a cylindrical geometry—characteristic, for instance, for bacterial cells, with a concentric inner cylinder representing the nuclear region of the bacterial cell. Asimilar problem emerges in the description of a diffusive search by a transcription factor protein for a specific binding region on a single strand of DNA.We develop a unified theoretical approach to study the underlying boundary value problem which is based on a self-consistent approximation of the mixed boundary condition. Our approach permits us to derive explicit, novel, closed-form expressions for the MFPT valid for a generic setting with an arbitrary relation between the system parameters.Weanalyse this general result in the asymptotic limits appropriate for the above-mentioned biophysical problems. Our investigation reveals the crucial role of the target aspect ratio and of the intrinsic reactivity of the binding region, which were disregarded in previous studies. Theoretical predictions are confirmed by numerical simulations.
Molecules often fragment after photoionization in the gas phase. Usually, this process can only be investigated spectroscopically as long as there exists electron correlation between the photofragments. Important parameters, like their kinetic energy after separation, cannot be investigated. We are reporting on a femtosecond time-resolved Auger electron spectroscopy study concerning the photofragmentation dynamics of thymine. We observe the appearance of clearly distinguishable signatures from thymine′s neutral photofragment isocyanic acid. Furthermore, we observe a time-dependent shift of its spectrum, which we can attribute to the influence of the charged fragment on the Auger electron. This allows us to map our time-dependent dataset onto the fragmentation coordinate. The time dependence of the shift supports efficient transformation of the excess energy gained from photoionization into kinetic energy of the fragments. Our method is broadly applicable to the investigation of photofragmentation processes.
We consider synchronization properties of arrays of spin-torque nano-oscillators coupled via an RC load. We show that while the fully synchronized state of identical oscillators may be locally stable in some parameter range, this synchrony is not globally attracting. Instead, regimes of different levels of compositional complexity are observed. These include chimera states (a part of the array forms a cluster while other units are desynchronized), clustered chimeras (several clusters plus desynchronized oscillators), cluster state (all oscillators form several clusters), and partial synchronization (no clusters but a nonvanishing mean field). Dynamically, these states are also complex, demonstrating irregular and close to quasiperiodic modulation. Remarkably, when heterogeneity of spin-torque oscillators is taken into account, dynamical complexity even increases: close to the onset of a macroscopic mean field, the dynamics of this field is rather irregular.
Passive coherent combination of several discrete low power laser diodes is a promising way to overcome the issue of degrading beam quality when scaling single emitters to > 10W output power. Such systems would be an efficient alternative to current high power sources, yet they suffer from fatal coherence loss when operated well above threshold. We present a new way to obtain detailed coherence information for laser diode arrays using a spatial light modulator to help identify the underlying decoherence processes. Reconstruction tests of the emitted far-field distribution are conducted to evaluate the performance of our setup.
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.