TY - GEN
A1 - Ślęzak, Jakub
A1 - Metzler, Ralf
A1 - Magdziarz, Marcin
T1 - Superstatistical generalised Langevin equation
BT - non-Gaussian viscoelastic anomalous diffusion
N2 - 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.
T3 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 413
KW - anomalous diffusion
KW - generalised langevin equation
KW - superstatistics
KW - non-Gaussian diffusion
Y1 - 2018
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-409315
ER -
TY - JOUR
A1 - Ślęzak, Jakub
A1 - Metzler, Ralf
A1 - Magdziarz, Marcin
T1 - Superstatistical generalised Langevin equation
BT - non-Gaussian viscoelastic anomalous diffusion
JF - New Journal of Physics
N2 - 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.
KW - anomalous diffusion
KW - generalised langevin equation
KW - superstatistics
KW - non-Gaussian diffusion
Y1 - 2018
U6 - http://dx.doi.org/10.1088/1367-2630/aaa3d4
SN - (online) 1367-2630
VL - 20
IS - 023026
SP - 1
EP - 25
PB - Deutsche Physikalische Gesellschaft / Institute of Physics
CY - Bad Honnef und London
ER -
TY - JOUR
A1 - Sposini, Vittoria
A1 - Chechkin, Aleksei V.
A1 - Seno, Flavio
A1 - Pagnini, Gianni
A1 - Metzler, Ralf
T1 - Random diffusivity from stochastic equations
BT - comparison of two models for Brownian yet non-Gaussian diffusion
JF - New Journal of Physics
N2 - 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.
Y1 - 2018
U6 - http://dx.doi.org/10.1088/1367-2630/aab696
SN - (online) 1367-2630
SP - 1
EP - 33
PB - Deutsche Physikalische Gesellschaft / Institute of Physics
CY - Bad Honnef und London
ER -
TY - GEN
A1 - Sposini, Vittoria
A1 - Chechkin, Aleksei V.
A1 - Flavio, Seno
A1 - Pagnini, Gianni
A1 - Metzler, Ralf
T1 - Random diffusivity from stochastic equations
BT - comparison of two models for Brownian yet non-Gaussian diffusion
T2 - New Journal of Physics
N2 - 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.
T3 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 416
Y1 - 2018
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-409743
ER -
TY - JOUR
A1 - Schwarzl, Maria
A1 - Godec, Aljaž
A1 - Metzler, Ralf
T1 - Quantifying non-ergodicity of anomalous diffusion with higher order moments
JF - Scientific reports
N2 - 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.
Y1 - 2017
U6 - http://dx.doi.org/10.1038/s41598-017-03712-x
VL - 7
PB - Macmillan Publishers Limited
CY - London
ER -
TY - GEN
A1 - Schwarzl, Maria
A1 - Godec, Aljaž
A1 - Metzler, Ralf
T1 - Quantifying non-ergodicity of anomalous diffusion with higher order moments
N2 - 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.
T3 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 382
Y1 - 2017
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-402109
ER -
TY - JOUR
A1 - Pulkkinen, Otto
A1 - Metzler, Ralf
T1 - Variance-corrected Michaelis-Menten equation predicts transient rates of single-enzyme reactions and response times in bacterial gene-regulation
JF - Scientific reports
N2 - Many chemical reactions in biological cells occur at very low concentrations of constituent molecules. Thus, transcriptional gene-regulation is often controlled by poorly expressed transcription-factors, such as E.coli lac repressor with few tens of copies. Here we study the effects of inherent concentration fluctuations of substrate-molecules on the seminal Michaelis-Menten scheme of biochemical reactions. We present a universal correction to the Michaelis-Menten equation for the reaction-rates. The relevance and validity of this correction for enzymatic reactions and intracellular gene-regulation is demonstrated. Our analytical theory and simulation results confirm that the proposed variance-corrected Michaelis-Menten equation predicts the rate of reactions with remarkable accuracy even in the presence of large non-equilibrium concentration fluctuations. The major advantage of our approach is that it involves only the mean and variance of the substrate-molecule concentration. Our theory is therefore accessible to experiments and not specific to the exact source of the concentration fluctuations.
Y1 - 2015
U6 - http://dx.doi.org/10.1038/srep17820
SN - 2045-2322 (online)
IS - 5
PB - Nature Publishing Group
CY - London
ER -
TY - JOUR
A1 - Palyulin, Vladimir V.
A1 - Ala-Nissila, Tapio
A1 - Metzler, Ralf
ED - Metzler, Ralf
T1 - Polymer translocation: the first two decades and the recent diversification
JF - Soft matter
N2 - 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.
KW - solid-state nanopores
KW - single-stranded-dna
KW - posttranslational protein translocation
KW - anomalous diffusion
KW - monte-carlo
KW - structured polynucleotides
KW - dynamics simulation
KW - equation approach
KW - osmotic-pressure
KW - membrane channel
Y1 - 2014
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-76266
SN - 1744-683X
VL - 45
IS - 10
SP - 9016
EP - 9037
PB - the Royal Society of Chemistry
CY - Cambridge
ER -
TY - GEN
A1 - Palyulin, Vladimir V.
A1 - Ala-Nissila, Tapio
A1 - Metzler, Ralf
T1 - Polymer translocation: the first two decades and the recent diversification
N2 - 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.
T3 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 179
KW - solid-state nanopores
KW - single-stranded-dna
KW - posttranslational protein translocation
KW - anomalous diffusion
KW - monte-carlo
KW - structured polynucleotides
KW - dynamics simulation
KW - equation approach
KW - osmotic-pressure
KW - membrane channel
Y1 - 2014
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-76287
SP - 9016
EP - 9037
ER -
TY - JOUR
A1 - Molina-Garcia, Daniel
A1 - Sandev, Trifce
A1 - Safdari, Hadiseh
A1 - Pagnini, Gianni
A1 - Chechkin, Aleksei
A1 - Metzler, Ralf
T1 - Crossover from anomalous to normal diffusion
BT - truncated power-law noise correlations and applications to dynamics in lipid bilayers
JF - New Journal of Physics
N2 - Abstract
The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive–diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive–diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion–diffusion and subdiffusion–subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.
KW - anomalous diffusion
KW - truncated power-law correlated noise
KW - lipid bilayer membrane dynamics
Y1 - 2018
U6 - http://dx.doi.org/10.1088/1367-2630/aae4b2
SN - 1367-2630
VL - 20
PB - IOP Publishing Ltd
CY - London und Bad Honnef
ER -