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DY: Fachverband Dynamik und Statistische Physik
DY 45: Brownian Motion and Anomalous Transport - organized by Ralf Metzler (Potsdam)
DY 45.6: Vortrag
Mittwoch, 24. März 2021, 15:50–16:10, DYc
Disentangling the origins of anomalous diffusion in data: the Moses/ Noah and Joseph effects — •Erez Aghion1, Philipp G. Meyer1, Vidushi Adlakha2, Holger Kantz1, and Kevin E. Bassler2 — 1Max-Planck Institute for the Physics of complex systems, Dresden, Germany — 2University of Houston, Houston Texas, USA
We study a method for detecting the precise elements that lead to anomalous diffusion, when it is observed in a experimental data, where we do not have exact knowledge about the underlying dynamics.
The reasons for anomalous diffusion are decomposed into three effects: Increment correlations are expressed by the *Joseph effect*, fat-tails of the increment probability density lead to a *Noah effect*, and non-stationarity, to the *Moses effect*. Telling these three effects apart is crucial when one tries to infer the underlying structure of the system, and build a model to describe it.
We present this decomposition method by analysing the example of a widely-applicable model for coupled Levy walk. We infer the properties of the dynamics from data using methods of time-series analysis, and compare our results with theoretical predictions.