@misc{GrebenkovMetzlerOshanin2021,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Distribution of first-reaction times with target regions on boundaries of shell-like domains},
  series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-55754},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-557542},
  pages     = {1 -- 23},
  year      = {2021},
  abstract  = {We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted 'onion-shell' geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2021,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Distribution of first-reaction times with target regions on boundaries of shell-like domains},
  series = {New Journal of Physics (NJP)},
  volume    = {2021},
  journal   = {New Journal of Physics (NJP)},
  edition   = {23},
  publisher = {IOP Publishing},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ac4282},
  pages     = {1 -- 23},
  year      = {2021},
  abstract  = {We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted 'onion-shell' geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes.},
  language  = {en}
}
@misc{GrebenkovMetzlerOshanin2019,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Strong defocusing of molecular reaction times results from an interplay of geometry and reaction control},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {527},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-42298},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-422989},
  pages     = {12},
  year      = {2019},
  abstract  = {Textbook concepts of diffusion-versus kinetic-control are well-defined for reaction-kinetics involving macroscopic concentrations of diffusive reactants that are adequately described by rate-constants—the inverse of the mean-first-passage-time to the reaction-event. In contradiction, an open important question is whether the mean-first-passage-time alone is a sufficient measure for biochemical reactions that involve nanomolar reactant concentrations. Here, using a simple yet generic, exactly solvable model we study the effect of diffusion and chemical reaction-limitations on the full reaction-time distribution. We show that it has a complex structure with four distinct regimes delineated by three characteristic time scales spanning a window of several decades. Consequently, the reaction-times are defocused: no unique time-scale characterises the reaction-process, diffusion- and kinetic-control can no longer be disentangled, and it is imperative to know the full reaction-time distribution. We introduce the concepts of geometry- and reaction-control, and also quantify each regime by calculating the corresponding reaction depth.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2021,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {A molecular relay race: sequential first-passage events to the terminal reaction centre in a cascade of diffusion controlled processes},
  series = {New Journal of Physics (NJP)},
  volume    = {23},
  journal   = {New Journal of Physics (NJP)},
  publisher = {IOP - Institute of Physics Publishing},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ac1e42},
  pages     = {18},
  year      = {2021},
  abstract  = {We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction setting encountered in diverse molecular biology systems, in which, e.g. a signal transduction proceeds via a series of consecutive 'messengers': the first messenger has to find its respective immobile target site triggering a launch of the second messenger, the second messenger seeks its own target site and provokes a launch of the third messenger and so on, resembling a relay race in human competitions. For such a molecular relay race taking place in infinite one-, two- and three-dimensional systems, we find exact expressions for the probability density function of the time instant of the terminal reaction event, conditioned on preceding successful reaction events on an ordered array of target sites. The obtained expressions pertain to the most general conditions: number of intermediate stages and the corresponding diffusion coefficients, the sizes of the target sites, the distances between them, as well as their reactivities are arbitrary.},
  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}
}
@article{GrebenkovMetzlerOshanin2017,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Effects of the target aspect ratio and intrinsic reactivity onto diffusive search in bounded domains},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {19},
  journal   = {New journal of physics : the open-access journal for physics},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aa8ed9},
  pages     = {11},
  year      = {2017},
  abstract  = {We study 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. A similar 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. We analyse 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.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2020,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {From single-particle stochastic kinetics to macroscopic reaction rates},
  series = {New Journal of Physics},
  volume    = {22},
  journal   = {New Journal of Physics},
  publisher = {Dt. Physikalische Ges.},
  address   = {Bad Honnef},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/abb1de},
  pages     = {28},
  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{GrebenkovMetzlerOshanin2019,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Full distribution of first exit times in the narrow escape problem},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {810},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-44288},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-442883},
  pages     = {24},
  year      = {2019},
  abstract  = {In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small 'escape window' in the otherwise impermeable boundary, once it arrives to this window and crosses an entropic barrier at the entrance to it. This generic problem is mathematically identical to that of a diffusion-mediated reaction with a partially-reactive site on the container's boundary. Considerable knowledge is available on the dependence of the mean first-reaction time (FRT) on the pertinent parameters. We here go a distinct step further and derive the full FRT distribution for the NEP. We demonstrate that typical FRTs may be orders of magnitude shorter than the mean one, thus resulting in a strong defocusing of characteristic temporal scales. We unveil the geometry-control of the typical times, emphasising the role of the initial distance to the target as a decisive parameter. A crucial finding is the further FRT defocusing due to the barrier, necessitating repeated escape or reaction attempts interspersed with bulk excursions. These results add new perspectives and offer a broad comprehension of various features of the by-now classical NEP that are relevant for numerous biological and technological systems.},
  language  = {en}
}
@misc{GrebenkovMetzlerOshanin2017,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Effects of the target aspect ratio and intrinsic reactivity onto diffusive search in bounded domains},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-403726},
  pages     = {11},
  year      = {2017},
  abstract  = {We study 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.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2017,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Effects of the target aspect ratio and intrinsic reactivity onto diffusive search in bounded domains},
  series = {New journal of physics},
  volume    = {19},
  journal   = {New journal of physics},
  publisher = {IOP},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aa8ed9},
  pages     = {1 -- 11},
  year      = {2017},
  abstract  = {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.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2018,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Strong defocusing of molecular reaction times results from an interplay of geometry and reaction control},
  series = {Communications Chemistry},
  volume    = {1},
  journal   = {Communications Chemistry},
  publisher = {Macmillan Publishers Limited},
  address   = {London},
  issn      = {2399-3669},
  doi       = {10.1038/s42004-018-0096-x},
  pages     = {12},
  year      = {2018},
  abstract  = {Textbook concepts of diffusion-versus kinetic-control are well-defined for reaction-kinetics involving macroscopic concentrations of diffusive reactants that are adequately described by rate-constants—the inverse of the mean-first-passage-time to the reaction-event. In contradiction, an open important question is whether the mean-first-passage-time alone is a sufficient measure for biochemical reactions that involve nanomolar reactant concentrations. Here, using a simple yet generic, exactly solvable model we study the effect of diffusion and chemical reaction-limitations on the full reaction-time distribution. We show that it has a complex structure with four distinct regimes delineated by three characteristic time scales spanning a window of several decades. Consequently, the reaction-times are defocused: no unique time-scale characterises the reaction-process, diffusion- and kinetic-control can no longer be disentangled, and it is imperative to know the full reaction-time distribution. We introduce the concepts of geometry- and reaction-control, and also quantify each regime by calculating the corresponding reaction depth.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2019,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Full distribution of first exit times in the narrow escape problem},
  series = {New Journal of Physics},
  volume    = {21},
  journal   = {New Journal of Physics},
  publisher = {Dt. Physikalische Ges.},
  address   = {Bad Honnef},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ab5de4},
  pages     = {23},
  year      = {2019},
  abstract  = {In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small 'escape window' in the otherwise impermeable boundary, once it arrives to this window and crosses an entropic barrier at the entrance to it. This generic problem is mathematically identical to that of a diffusion-mediated reaction with a partially-reactive site on the container's boundary. Considerable knowledge is available on the dependence of the mean first-reaction time (FRT) on the pertinent parameters. We here go a distinct step further and derive the full FRT distribution for the NEP. We demonstrate that typical FRTs may be orders of magnitude shorter than the mean one, thus resulting in a strong defocusing of characteristic temporal scales. We unveil the geometry-control of the typical times, emphasising the role of the initial distance to the target as a decisive parameter. A crucial finding is the further FRT defocusing due to the barrier, necessitating repeated escape or reaction attempts interspersed with bulk excursions. These results add new perspectives and offer a broad comprehension of various features of the by-now classical NEP that are relevant for numerous biological and technological systems.},
  language  = {en}
}
@misc{GrebenkovMetzlerOshanin2021,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {A molecular relay race: sequential first-passage events to the terminal reaction centre in a cascade of diffusion controlled processes},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-52194},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-521942},
  pages     = {20},
  year      = {2021},
  abstract  = {We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction setting encountered in diverse molecular biology systems, in which, e.g. a signal transduction proceeds via a series of consecutive 'messengers': the first messenger has to find its respective immobile target site triggering a launch of the second messenger, the second messenger seeks its own target site and provokes a launch of the third messenger and so on, resembling a relay race in human competitions. For such a molecular relay race taking place in infinite one-, two- and three-dimensional systems, we find exact expressions for the probability density function of the time instant of the terminal reaction event, conditioned on preceding successful reaction events on an ordered array of target sites. The obtained expressions pertain to the most general conditions: number of intermediate stages and the corresponding diffusion coefficients, the sizes of the target sites, the distances between them, as well as their reactivities are arbitrary.},
  language  = {en}
}
@article{GrebenkovMetzlerOshanin2018,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Towards a full quantitative description of single-molecule reaction kinetics in biological cells},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {20},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  number    = {24},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/c8cp02043d},
  pages     = {16393 -- 16401},
  year      = {2018},
  abstract  = {The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of instances when biomolecules in a biological cell reach their specific binding sites and trigger cellular regulation. Typically, the first-passage properties are given in terms of mean first-passage times. However, modern experiments now monitor single-molecular binding-processes in living cells and thus provide access to the full statistics of the underlying first-passage events, in particular, inherent cell-to-cell fluctuations. We here present a robust explicit approach for obtaining the distribution of FPTs to a small partially reactive target in cylindrical-annulus domains, which represent typical bacterial and neuronal cell shapes. We investigate various asymptotic behaviours of this FPT distribution and show that it is typically very broad in many biological situations, thus, the mean FPT can differ from the most probable FPT by orders of magnitude. The most probable FPT is shown to strongly depend only on the starting position within the geometry and to be almost independent of the target size and reactivity. These findings demonstrate the dramatic relevance of knowing the full distribution of FPTs and thus open new perspectives for a more reliable description of many intracellular processes initiated by the arrival of one or few biomolecules to a small, spatially localised region inside the cell.},
  language  = {en}
}
@article{GrebenkovMetzlerOshaninetal.2019,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb and Dagdug, Leonardo and Berezhkovskii, Alexander M. and Skvortsov, Alexei T.},
  title     = {Trapping of diffusing particles by periodic absorbing rings on a cylindrical tube},
  series = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  volume    = {150},
  journal   = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  number    = {20},
  publisher = {American Institute of Physics},
  address   = {Melville},
  issn      = {0021-9606},
  doi       = {10.1063/1.5098390},
  pages     = {2},
  year      = {2019},
  language  = {en}
}
@article{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 = {New Journal of Physics},
  volume    = {23},
  journal   = {New Journal of Physics},
  publisher = {Dt. Physikalische Ges.},
  address   = {Bad Honnef},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/abd313},
  pages     = {23},
  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{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}
}
@article{KrapfLukatMarinarietal.2019,
  author    = {Krapf, Diego and Lukat, Nils and Marinari, Enzo and Metzler, Ralf and Oshanin, Gleb and Selhuber-Unkel, Christine and Squarcini, Alessio and Stadler, Lorenz and Weiss, Matthias and Xu, Xinran},
  title     = {Spectral Content of a Single Non-Brownian Trajectory},
  series = {Physical review : X, Expanding access},
  volume    = {9},
  journal   = {Physical review : X, Expanding access},
  number    = {1},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2160-3308},
  doi       = {10.1103/PhysRevX.9.011019},
  pages     = {13},
  year      = {2019},
  abstract  = {Time-dependent processes are often analyzed using the power spectral density (PSD) calculated by taking an appropriate Fourier transform of individual trajectories and finding the associated ensemble average. Frequently, the available experimental datasets are too small for such ensemble averages, and hence, it is of a great conceptual and practical importance to understand to which extent relevant information can be gained from S(f, T), the PSD of a single trajectory. Here we focus on the behavior of this random, realization-dependent variable parametrized by frequency f and observation time T, for a broad family of anomalous diffusions-fractional Brownian motion with Hurst index H-and derive exactly its probability density function. We show that S(f, T) is proportional-up to a random numerical factor whose universal distribution we determine-to the ensemble-averaged PSD. For subdiffusion (H < 1/2), we find that S(f, T) similar to A/f(2H+1) with random amplitude A. In sharp contrast, for superdiffusion (H > 1/2) S(f, T) similar to BT2H-1/f(2) with random amplitude B. Remarkably, for H > 1/2 the PSD exhibits the same frequency dependence as Brownian motion, a deceptive property that may lead to false conclusions when interpreting experimental data. Notably, for H > 1/2 the PSD is ageing and is dependent on T. Our predictions for both sub-and superdiffusion are confirmed by experiments in live cells and in agarose hydrogels and by extensive simulations.},
  language  = {en}
}
@article{KrapfMarinariMetzleretal.2018,
  author    = {Krapf, Diego and Marinari, Enzo and Metzler, Ralf and Oshanin, Gleb and Xu, Xinran and Squarcini, Alessio},
  title     = {Power spectral density of a single Brownian trajectory},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {20},
  journal   = {New journal of physics : the open-access journal for physics},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aaa67c},
  pages     = {30},
  year      = {2018},
  abstract  = {The power spectral density (PSD) of any time-dependent stochastic processX (t) is ameaningful feature of its spectral content. In its text-book definition, the PSD is the Fourier transform of the covariance function of X-t over an infinitely large observation timeT, that is, it is defined as an ensemble-averaged property taken in the limitT -> infinity. Alegitimate question is what information on the PSD can be reliably obtained from single-trajectory experiments, if one goes beyond the standard definition and analyzes the PSD of a single trajectory recorded for a finite observation timeT. In quest for this answer, for a d-dimensional Brownian motion (BM) we calculate the probability density function of a single-trajectory PSD for arbitrary frequency f, finite observation time T and arbitrary number k of projections of the trajectory on different axes. We show analytically that the scaling exponent for the frequency-dependence of the PSD specific to an ensemble of BM trajectories can be already obtained from a single trajectory, while the numerical amplitude in the relation between the ensemble-averaged and single-trajectory PSDs is afluctuating property which varies from realization to realization. The distribution of this amplitude is calculated exactly and is discussed in detail. Our results are confirmed by numerical simulations and single-particle tracking experiments, with remarkably good agreement. In addition we consider a truncated Wiener representation of BM, and the case of a discrete-time lattice random walk. We highlight some differences in the behavior of a single-trajectory PSD for BM and for the two latter situations. The framework developed herein will allow for meaningful physical analysis of experimental stochastic trajectories.},
  language  = {en}
}
@misc{KrapfMarinariMetzleretal.2018,
  author    = {Krapf, Diego and Marinari, Enzo and Metzler, Ralf and Oshanin, Gleb and Xu, Xinran and Squarcini, Alessio},
  title     = {Power spectral density of a single Brownian trajectory},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {655},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-42429},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-424296},
  pages     = {31},
  year      = {2018},
  abstract  = {The power spectral density (PSD) of any time-dependent stochastic processX (t) is ameaningful feature of its spectral content. In its text-book definition, the PSD is the Fourier transform of the covariance function of X-t over an infinitely large observation timeT, that is, it is defined as an ensemble-averaged property taken in the limitT -> infinity. Alegitimate question is what information on the PSD can be reliably obtained from single-trajectory experiments, if one goes beyond the standard definition and analyzes the PSD of a single trajectory recorded for a finite observation timeT. In quest for this answer, for a d-dimensional Brownian motion (BM) we calculate the probability density function of a single-trajectory PSD for arbitrary frequency f, finite observation time T and arbitrary number k of projections of the trajectory on different axes. We show analytically that the scaling exponent for the frequency-dependence of the PSD specific to an ensemble of BM trajectories can be already obtained from a single trajectory, while the numerical amplitude in the relation between the ensemble-averaged and single-trajectory PSDs is afluctuating property which varies from realization to realization. The distribution of this amplitude is calculated exactly and is discussed in detail. Our results are confirmed by numerical simulations and single-particle tracking experiments, with remarkably good agreement. In addition we consider a truncated Wiener representation of BM, and the case of a discrete-time lattice random walk. We highlight some differences in the behavior of a single-trajectory PSD for BM and for the two latter situations. The framework developed herein will allow for meaningful physical analysis of experimental stochastic trajectories.},
  language  = {en}
}