@misc{PalyulinBlackburnLomholtetal.2019, author = {Palyulin, Vladimir V and Blackburn, George and Lomholt, Michael A and Watkins, Nicholas W and Metzler, Ralf and Klages, Rainer and Chechkin, Aleksei V.}, title = {First passage and first hitting times of L{\´e}vy flights and L{\´e}vy walks}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {785}, issn = {1866-8372}, doi = {10.25932/publishup-43983}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-439832}, pages = {25}, year = {2019}, abstract = {For both L{\´e}vy flight and L{\´e}vy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For L{\´e}vy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ('leapovers'), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the L{\´e}vy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.}, language = {en} } @misc{PalyulinAlaNissilaMetzler2014, author = {Palyulin, Vladimir V. and Ala-Nissila, Tapio and Metzler, Ralf}, title = {Polymer translocation: the first two decades and the recent diversification}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-76287}, pages = {9016 -- 9037}, year = {2014}, abstract = {Probably no other field of statistical physics at the borderline of soft matter and biological physics has caused such a flurry of papers as polymer translocation since the 1994 landmark paper by Bezrukov, Vodyanoy, and Parsegian and the study of Kasianowicz in 1996. Experiments, simulations, and theoretical approaches are still contributing novel insights to date, while no universal consensus on the statistical understanding of polymer translocation has been reached. We here collect the published results, in particular, the famous-infamous debate on the scaling exponents governing the translocation process. We put these results into perspective and discuss where the field is going. In particular, we argue that the phenomenon of polymer translocation is non-universal and highly sensitive to the exact specifications of the models and experiments used towards its analysis.}, language = {en} } @misc{MetzlerBauerRasmussenetal.2015, author = {Metzler, Ralf and Bauer, Maximilian and Rasmussen, Emil S. and Lomholt, Michael A.}, title = {Real sequence effects on the search dynamics of transcription factors on DNA}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-79411}, year = {2015}, abstract = {Recent experiments show that transcription factors (TFs) indeed use the facilitated diffusion mechanism to locate their target sequences on DNA in living bacteria cells: TFs alternate between sliding motion along DNA and relocation events through the cytoplasm. From simulations and theoretical analysis we study the TF-sliding motion for a large section of the DNA-sequence of a common E. coli strain, based on the two-state TF-model with a fast-sliding search state and a recognition state enabling target detection. For the probability to detect the target before dissociating from DNA the TF-search times self-consistently depend heavily on whether or not an auxiliary operator (an accessible sequence similar to the main operator) is present in the genome section. Importantly, within our model the extent to which the interconversion rates between search and recognition states depend on the underlying nucleotide sequence is varied. A moderate dependence maximises the capability to distinguish between the main operator and similar sequences. Moreover, these auxiliary operators serve as starting points for DNA looping with the main operator, yielding a spectrum of target detection times spanning several orders of magnitude. Auxiliary operators are shown to act as funnels facilitating target detection by TFs.}, language = {en} } @misc{GhoshCherstvyPetrovetal.2016, author = {Ghosh, Surya K. and Cherstvy, Andrey G. and Petrov, Eugene P. and Metzler, Ralf}, title = {Interactions of rod-like particles on responsive elastic sheets}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-95882}, year = {2016}, abstract = {What are the physical laws of the mutual interactions of objects bound to cell membranes, such as various membrane proteins or elongated virus particles? To rationalise this, we here investigate by extensive computer simulations mutual interactions of rod-like particles adsorbed on the surface of responsive elastic two-dimensional sheets. Specifically, we quantify sheet deformations as a response to adhesion of such filamentous particles. We demonstrate that tip-to-tip contacts of rods are favoured for relatively soft sheets, while side-by-side contacts are preferred for stiffer elastic substrates. These attractive orientation-dependent substrate-mediated interactions between the rod-like particles on responsive sheets can drive their aggregation and self-assembly. The optimal orientation of the membrane-bound rods is established via responding to the elastic energy profiles created around the particles. We unveil the phase diagramme of attractive-repulsive rod-rod interactions in the plane of their separation and mutual orientation. Applications of our results to other systems featuring membrane-associated particles are also discussed.}, language = {en} } @misc{CherstvyMetzler2016, author = {Cherstvy, Andrey G. and Metzler, Ralf}, title = {Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-95901}, pages = {23840 -- 23852}, year = {2016}, abstract = {We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The investigation of the resulting diffusion is performed for unconfined and confined motion.}, language = {en} } @misc{deCarvalhoMetzlerCherstvy2016, author = {de Carvalho, Sidney J. and Metzler, Ralf and Cherstvy, Andrey G.}, title = {Critical adsorption of polyelectrolytes onto planar and convex highly charged surfaces}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-100295}, pages = {17}, year = {2016}, abstract = {We study the adsorption-desorption transition of polyelectrolyte chains onto planar, cylindrical and spherical surfaces with arbitrarily high surface charge densities by massive Monte Carlo computer simulations. We examine in detail how the well known scaling relations for the threshold transition—demarcating the adsorbed and desorbed domains of a polyelectrolyte near weakly charged surfaces—are altered for highly charged interfaces. In virtue of high surface potentials and large surface charge densities, the Debye-H{\"u}ckel approximation is often not feasible and the nonlinear Poisson-Boltzmann approach should be implemented. At low salt conditions, for instance, the electrostatic potential from the nonlinear Poisson-Boltzmann equation is smaller than the Debye-H{\"u}ckel result, such that the required critical surface charge density for polyelectrolyte adsorption σc increases. The nonlinear relation between the surface charge density and electrostatic potential leads to a sharply increasing critical surface charge density with growing ionic strength, imposing an additional limit to the critical salt concentration above which no polyelectrolyte adsorption occurs at all. We contrast our simulations findings with the known scaling results for weak critical polyelectrolyte adsorption onto oppositely charged surfaces for the three standard geometries. Finally, we discuss some applications of our results for some physical-chemical and biophysical systems.}, language = {en} } @misc{MardoukhiChechkinMetzler2020, author = {Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Spurious ergodicity breaking in normal and fractional Ornstein-Uhlenbeck process}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {981}, issn = {1866-8372}, doi = {10.25932/publishup-47487}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474875}, pages = {20}, year = {2020}, abstract = {The Ornstein-Uhlenbeck process is a stationary and ergodic Gaussian process, that is fully determined by its covariance function and mean. We show here that the generic definitions of the ensemble- and time-averaged mean squared displacements fail to capture these properties consistently, leading to a spurious ergodicity breaking. We propose to remedy this failure by redefining the mean squared displacements such that they reflect unambiguously the statistical properties of any stochastic process. In particular we study the effect of the initial condition in the Ornstein-Uhlenbeck process and its fractional extension. For the fractional Ornstein-Uhlenbeck process representing typical experimental situations in crowded environments such as living biological cells, we show that the stationarity of the process delicately depends on the initial condition.}, language = {en} } @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{SposiniMetzlerOshanin2019, author = {Sposini, Vittoria and Metzler, Ralf and Oshanin, Gleb}, title = {Single-trajectory spectral analysis of scaled Brownian motion}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {753}, issn = {1866-8372}, doi = {10.25932/publishup-43652}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-436522}, pages = {16}, year = {2019}, abstract = {Astandard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, T → ∞. In many experimental situations one is able to garner only relatively few stochastic time series of finite T, such that practically neither an ensemble average nor the asymptotic limit T → ∞ can be achieved. To accommodate for a meaningful analysis of such finite-length data we here develop the framework of single-trajectory spectral analysis for one of the standard models of anomalous diffusion, scaled Brownian motion.Wedemonstrate that the frequency dependence of the single-trajectory PSD is exactly the same as for standard Brownian motion, which may lead one to the erroneous conclusion that the observed motion is normal-diffusive. However, a distinctive feature is shown to be provided by the explicit dependence on the measurement time T, and this ageing phenomenon can be used to deduce the anomalous diffusion exponent.Wealso compare our results to the single-trajectory PSD behaviour of another standard anomalous diffusion process, fractional Brownian motion, and work out the commonalities and differences. Our results represent an important step in establishing singletrajectory PSDs as an alternative (or complement) to analyses based on the time-averaged mean squared displacement.}, language = {en} } @misc{GuggenbergerPagniniVojtaetal.2019, author = {Guggenberger, Tobias and Pagnini, Gianni and Vojta, Thomas and Metzler, Ralf}, title = {Fractional Brownian motion in a finite interval}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {755}, issn = {1866-8372}, doi = {10.25932/publishup-43666}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-436665}, pages = {13}, year = {2019}, abstract = {Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite interval with reflecting boundary conditions. The probability density function of this reflected FBM at long times converges to a stationary distribution showing distinct deviations from the fully flat distribution of amplitude 1/L in an interval of length L found for reflected normal Brownian motion. While for superdiffusion, corresponding to a mean squared displacement (MSD) 〈X² (t)〉 ⋍ tᵅ with 1 < α < 2, the probability density function is lowered in the centre of the interval and rises towards the boundaries, for subdiffusion (0 < α < 1) this behaviour is reversed and the particle density is depleted close to the boundaries. The MSD in these cases at long times converges to a stationary value, which is, remarkably, monotonically increasing with the anomalous diffusion exponent α. Our a priori surprising results may have interesting consequences for the application of FBM for processes such as molecule or tracer diffusion in the confines of living biological cells or organelles, or other viscoelastic environments such as dense liquids in microfluidic chambers.}, language = {en} }