@misc{GranadoAbadMetzleretal.2020, author = {Granado, Felipe Le Vot and Abad, Enrique and Metzler, Ralf and Yuste, Santos B.}, title = {Continuous time random walk in a velocity field}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1005}, issn = {1866-8372}, doi = {10.25932/publishup-47999}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-479997}, pages = {28}, year = {2020}, abstract = {We consider the emerging dynamics of a separable continuous time random walk (CTRW) in the case when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid vesicles, biofilms and tissues, but also macroscopic systems such as expanding aquifers during rainy periods, or the expanding Universe. The CTRW in this study can be subdiffusive, normal diffusive or superdiffusive, including the particular case of a L{\´e}vy flight. We first consider the case when the velocity field is absent. In the subdiffusive case, we reveal an interesting time dependence of the kurtosis of the particle probability density function. In particular, for a suitable parameter choice, we find that the propagator, which is fat tailed at short times, may cross over to a Gaussian-like propagator. We subsequently incorporate the effect of the velocity field and derive a bi-fractional diffusion-advection equation encoding the time evolution of the particle distribution. We apply this equation to study the mixing kinetics of two diffusing pulses, whose peaks move towards each other under the action of velocity fields acting in opposite directions. This deterministic motion of the peaks, together with the diffusive spreading of each pulse, tends to increase particle mixing, thereby counteracting the peak separation induced by the domain growth. As a result of this competition, different regimes of mixing arise. In the case of L{\´e}vy flights, apart from the non-mixing regime, one has two different mixing regimes in the long-time limit, depending on the exact parameter choice: in one of these regimes, mixing is mainly driven by diffusive spreading, while in the other mixing is controlled by the velocity fields acting on each pulse. Possible implications for encounter-controlled reactions in real systems are discussed.}, language = {en} } @misc{GrebenkovMetzlerOshanin2020, author = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb}, title = {From single-particle stochastic kinetics to macroscopic reaction rates}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1018}, issn = {1866-8372}, doi = {10.25932/publishup-48405}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-484059}, pages = {29}, year = {2020}, abstract = {We consider the first-passage problem for N identical independent particles that are initially released uniformly in a finite domain Ω and then diffuse toward a reactive area Γ, which can be part of the outer boundary of Ω or a reaction centre in the interior of Ω. For both cases of perfect and partial reactions, we obtain the explicit formulas for the first two moments of the fastest first-passage time (fFPT), i.e., the time when the first out of the N particles reacts with Γ. Moreover, we investigate the full probability density of the fFPT. We discuss a significant role of the initial condition in the scaling of the average fFPT with the particle number N, namely, a much stronger dependence (1/N and 1/N² for partially and perfectly reactive targets, respectively), in contrast to the well known inverse-logarithmic behaviour found when all particles are released from the same fixed point. We combine analytic solutions with scaling arguments and stochastic simulations to rationalise our results, which open new perspectives for studying the relevance of multiple searchers in various situations of molecular reactions, in particular, in living cells.}, language = {en} } @misc{GrebenkovSposiniMetzleretal.2020, author = {Grebenkov, Denis S. and Sposini, Vittoria and Metzler, Ralf and Oshanin, Gleb and Seno, Flavio}, title = {Exact distributions of the maximum and range of random diffusivity processes}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1142}, issn = {1866-8372}, doi = {10.25932/publishup-50397}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-503976}, pages = {24}, year = {2020}, abstract = {We study the extremal properties of a stochastic process xt defined by the Langevin equation ẋₜ =√2Dₜ ξₜ, in which ξt is a Gaussian white noise with zero mean and Dₜ is a stochastic'diffusivity', defined as a functional of independent Brownian motion Bₜ.We focus on threechoices for the random diffusivity Dₜ: cut-off Brownian motion, Dₜt ∼ Θ(Bₜ), where Θ(x) is the Heaviside step function; geometric Brownian motion, Dₜ ∼ exp(-Bₜ); and a superdiffusive process based on squared Brownian motion, Dₜ ∼ B²ₜ. For these cases we derive exact expressions for the probability density functions of the maximal positive displacement and of the range of the process xₜ on the time interval ₜ ∈ (0, T).We discuss the asymptotic behaviours of the associated probability density functions, compare these against the behaviour of the corresponding properties of standard Brownian motion with constant diffusivity (Dₜ = D0) and also analyse the typical behaviour of the probability density functions which is observed for a majority of realisations of the stochastic diffusivity process.}, language = {en} } @misc{LiMeiXuetal.2020, author = {Li, Yongge and Mei, Ruoxing and Xu, Yong and Kurths, J{\"u}rgen and Duan, Jinqiao and Metzler, Ralf}, title = {Particle dynamics and transport enhancement in a confined channel with position-dependent diffusivity}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {974}, issn = {1866-8372}, doi = {10.25932/publishup-47454}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474542}, pages = {28}, year = {2020}, abstract = {This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the It{\^o} calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed.}, language = {en} } @misc{MakwanaYan2020, author = {Makwana, Kirit D. and Yan, Huirong}, title = {Properties of magnetohydrodynamic modes in compressively driven plasma turbulence}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, volume = {10}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {3}, publisher = {American Physical Society (APS)}, address = {College Park}, issn = {1866-8372}, doi = {10.25932/publishup-53160}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-531607}, pages = {17}, year = {2020}, abstract = {We study properties of magnetohydrodynamic (MHD) eigenmodes by decomposing the data of MHD simulations into linear MHD modes-namely, the Alfven, slow magnetosonic, and fast magnetosonic modes. We drive turbulence with a mixture of solenoidal and compressive driving while varying the Alfven Mach number (M-A), plasma beta, and the sonic Mach number from subsonic to transsonic. We find that the proportion of fast and slow modes in the mode mixture increases with increasing compressive forcing. This proportion of the magnetosonic modes can also become the dominant fraction in the mode mixture. The anisotropy of the modes is analyzed by means of their structure functions. The Alfven-mode anisotropy is consistent with the Goldreich-Sridhar theory. We find a transition from weak to strong Alfvenic turbulence as we go from low to high M-A. The slow-mode properties are similar to the Alfven mode. On the other hand, the isotropic nature of fast modes is verified in the cases where the fast mode is a significant fraction of the mode mixture. The fast-mode behavior does not show any transition in going from low to high M-A. We find indications that there is some interaction between the different modes, and the properties of the dominant mode can affect the properties of the weaker modes. This work identifies the conditions under which magnetosonic modes can be a major fraction of turbulent astrophysical plasmas, including the regime of weak turbulence. Important astrophysical implications for cosmic-ray transport and magnetic reconnection are discussed.}, language = {en} } @phdthesis{Sposini2020, author = {Sposini, Vittoria}, title = {The random diffusivity approach for diffusion in heterogeneous systems}, doi = {10.25932/publishup-48780}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-487808}, school = {Universit{\"a}t Potsdam}, year = {2020}, abstract = {The two hallmark features of Brownian motion are the linear growth < x2(t)> = 2Ddt of the mean squared displacement (MSD) with diffusion coefficient D in d spatial dimensions, and the Gaussian distribution of displacements. With the increasing complexity of the studied systems deviations from these two central properties have been unveiled over the years. Recently, a large variety of systems have been reported in which the MSD exhibits the linear growth in time of Brownian (Fickian) transport, however, the distribution of displacements is pronouncedly non-Gaussian (Brownian yet non-Gaussian, BNG). A similar behaviour is also observed for viscoelastic-type motion where an anomalous trend of the MSD, i.e., ~ ta, is combined with a priori unexpected non-Gaussian distributions (anomalous yet non-Gaussian, ANG). This kind of behaviour observed in BNG and ANG diffusions has been related to the presence of heterogeneities in the systems and a common approach has been established to address it, that is, the random diffusivity approach. This dissertation explores extensively the field of random diffusivity models. Starting from a chronological description of all the main approaches used as an attempt of describing BNG and ANG diffusion, different mathematical methodologies are defined for the resolution and study of these models. The processes that are reported in this work can be classified in three subcategories, i) randomly-scaled Gaussian processes, ii) superstatistical models and iii) diffusing diffusivity models, all belonging to the more general class of random diffusivity models. Eventually, the study focuses more on BNG diffusion, which is by now well-established and relatively well-understood. Nevertheless, many examples are discussed for the description of ANG diffusion, in order to highlight the possible scenarios which are known so far for the study of this class of processes. The second part of the dissertation deals with the statistical analysis of random diffusivity processes. A general description based on the concept of moment-generating function is initially provided to obtain standard statistical properties of the models. Then, the discussion moves to the study of the power spectral analysis and the first passage statistics for some particular random diffusivity models. A comparison between the results coming from the random diffusivity approach and the ones for standard Brownian motion is discussed. In this way, a deeper physical understanding of the systems described by random diffusivity models is also outlined. To conclude, a discussion based on the possible origins of the heterogeneity is sketched, with the main goal of inferring which kind of systems can actually be described by the random diffusivity approach.}, language = {en} } @misc{SposiniGrebenkovMetzleretal.2020, author = {Sposini, Vittoria and Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb and Seno, Flavio}, title = {Universal spectral features of different classes of random-diffusivity processes}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {999}, issn = {1866-8372}, doi = {10.25932/publishup-47696}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-476960}, pages = {27}, year = {2020}, abstract = {Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random-diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a range of previously unconsidered random-diffusivity processes, for which we obtain exact forms of the probability density function. These new processes are different versions of jump processes as well as functionals of Brownian motion. The resulting behaviour subtly depends on the specific model details. Thus, the central part of the probability density function may be Gaussian or non-Gaussian, and the tails may assume Gaussian, exponential, log-normal, or even power-law forms. For all these models we derive analytically the moment-generating function for the single-trajectory power spectral density. We establish the generic 1/f²-scaling of the power spectral density as function of frequency in all cases. Moreover, we establish the probability density for the amplitudes of the random power spectral density of individual trajectories. The latter functions reflect the very specific properties of the different random-diffusivity models considered here. Our exact results are in excellent agreement with extensive numerical simulations.}, language = {en} } @misc{WangSenoSokolovetal.2020, author = {Wang, Wei and Seno, Flavio and Sokolov, Igor M. and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Unexpected crossovers in correlated random-diffusivity processes}, number = {1006}, issn = {1866-8372}, doi = {10.25932/publishup-48004}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-480049}, pages = {18}, year = {2020}, abstract = {The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by 'viscoelastic' anomalous diffusion, in which the increments of the motion feature long-ranged negative and positive correlations. While viscoelastic anomalous diffusion is typically modelled by a Gaussian process with correlated increments, so-called fractional Gaussian noise, an increasing number of systems are reported, in which viscoelastic anomalous diffusion is paired with non-Gaussian displacement distributions. Following recent advances in Brownian yet non-Gaussian diffusion we here introduce and discuss several possible versions of random-diffusivity models with long-ranged correlations. While all these models show a crossover from non-Gaussian to Gaussian distributions beyond some correlation time, their mean squared displacements exhibit strikingly different behaviours: depending on the model crossovers from anomalous to normal diffusion are observed, as well as a priori unexpected dependencies of the effective diffusion coefficient on the correlation exponent. Our observations of the non-universality of random-diffusivity viscoelastic anomalous diffusion are important for the analysis of experiments and a better understanding of the physical origins of 'viscoelastic yet non-Gaussian' diffusion.}, language = {en} } @phdthesis{Šustr2020, author = {Šustr, David}, title = {Molecular diffusion in polyelectrolyte multilayers}, doi = {10.25932/publishup-48903}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-489038}, school = {Universit{\"a}t Potsdam}, pages = {106}, year = {2020}, abstract = {Research on novel and advanced biomaterials is an indispensable step towards their applications in desirable fields such as tissue engineering, regenerative medicine, cell culture, or biotechnology. The work presented here focuses on such a promising material: polyelectrolyte multilayer (PEM) composed of hyaluronic acid (HA) and poly(L-lysine) (PLL). This gel-like polymer surface coating is able to accumulate (bio-)molecules such as proteins or drugs and release them in a controlled manner. It serves as a mimic of the extracellular matrix (ECM) in composition and intrinsic properties. These qualities make the HA/PLL multilayers a promising candidate for multiple bio-applications such as those mentioned above. The work presented aims at the development of a straightforward approach for assessment of multi-fractional diffusion in multilayers (first part) and at control of local molecular transport into or from the multilayers by laser light trigger (second part). The mechanism of the loading and release is governed by the interaction of bioactives with the multilayer constituents and by the diffusion phenomenon overall. The diffusion of a molecule in HA/PLL multilayers shows multiple fractions of different diffusion rate. Approaches, that are able to assess the mobility of molecules in such a complex system, are limited. This shortcoming motivated the design of a novel evaluation tool presented here. The tool employs a simulation-based approach for evaluation of the data acquired by fluorescence recovery after photobleaching (FRAP) method. In this approach, possible fluorescence recovery scenarios are primarily simulated and afterwards compared with the data acquired while optimizing parameters of a model until a sufficient match is achieved. Fluorescent latex particles of different sizes and fluorescein in an aqueous medium are utilized as test samples validating the analysis results. The diffusion of protein cytochrome c in HA/PLL multilayers is evaluated as well. This tool significantly broadens the possibilities of analysis of spatiotemporal FRAP data, which originate from multi-fractional diffusion, while striving to be widely applicable. This tool has the potential to elucidate the mechanisms of molecular transport and empower rational engineering of the drug release systems. The second part of the work focuses on the fabrication of such a spatiotemporarily-controlled drug release system employing the HA/PLL multilayer. This release system comprises different layers of various functionalities that together form a sandwich structure. The bottom layer, which serves as a reservoir, is formed by HA/PLL PEM deposited on a planar glass substrate. On top of the PEM, a layer of so-called hybrids is deposited. The hybrids consist of thermoresponsive poly(N-isopropylacrylamide) (PNIPAM) -based hydrogel microparticles with surface-attached gold nanorods. The layer of hybrids is intended to serve as a gate that controls the local molecular transport through the PEM-solution-interface. The possibility of stimulating the molecular transport by near-infrared (NIR) laser irradiation is being explored. From several tested approaches for the deposition of hybrids onto the PEM surface, the drying-based approach was identified as optimal. Experiments, that examine the functionality of the fabricated sandwich at elevated temperature, document the reversible volume phase transition of the PEM-attached hybrids while sustaining the sandwich stability. Further, the gold nanorods were shown to effectively absorb light radiation in the tissue- and cell-friendly NIR spectral region while transducing the energy of light into heat. The rapid and reversible shrinkage of the PEM-attached hybrids was thereby achieved. Finally, dextran was employed as a model transport molecule. It loads into the PEM reservoir in a few seconds with the partition constant of 2.4, while it spontaneously releases in a slower, sustained manner. The local laser irradiation of the sandwich, which contains the fluorescein isothiocyanate tagged dextran, leads to a gradual reduction of fluorescence intensity in the irradiated region. The release system fabricated employs renowned photoresponsivity of the hybrids in an innovative setting. The results of the research are a step towards a spatially-controlled on-demand drug release system that paves the way to spatiotemporally controlled drug release. The approaches developed in this work have the potential to elucidate the molecular dynamics in ECM and to foster engineering of multilayers with properties tuned to mimic the ECM. The work aims at spatiotemporal control over the diffusion of bioactives and their presentation to the cells.}, language = {en} }