@misc{ŚlęzakMetzlerMagdziarz2019,
author = {Ślęzak, Jakub and Metzler, Ralf and Magdziarz, Marcin},
title = {Codifference can detect ergodicity breaking and non-Gaussianity},
series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
number = {748},
doi = {10.25932/publishup-43617},
url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-436178},
pages = {25},
year = {2019},
abstract = {We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. We also discuss a related measure of dispersion, which is a nonlinear analogue of the mean squared displacement.},
language = {en}
}
@article{ŚlęzakMetzlerMagdziarz2019,
author = {Ślęzak, Jakub and Metzler, Ralf and Magdziarz, Marcin},
title = {Codifference can detect ergodicity breaking and non-Gaussianity},
series = {New Journal of Physics},
volume = {21},
journal = {New Journal of Physics},
publisher = {Deutsche Physikalische Gesellschaft},
address = {Bad Honnef},
issn = {1367-2630},
doi = {10.1088/1367-2630/ab13f3},
pages = {25},
year = {2019},
abstract = {We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. We also discuss a related measure of dispersion, which is a nonlinear analogue of the mean squared displacement.},
language = {en}
}
@article{SposiniMetzlerOshanin2019,
author = {Sposini, Vittoria and Metzler, Ralf and Oshanin, Gleb},
title = {Single-trajectory spectral analysis of scaled Brownian motion},
series = {New Journal of Physics},
volume = {21},
journal = {New Journal of Physics},
publisher = {Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics},
address = {Bad Honnef und London},
issn = {1367-2630},
doi = {10.1088/1367-2630/ab2f52},
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{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}
}
@misc{MolinaGarciaSandevSafdarietal.2019,
author = {Molina-Garcia, Daniel and Sandev, Trifce and Safdari, Hadiseh and Pagnini, Gianni and Chechkin, Aleksei and Metzler, Ralf},
title = {Crossover from anomalous to normal diffusion},
series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
number = {507},
issn = {1866-8372},
doi = {10.25932/publishup-42259},
url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-422590},
pages = {28},
year = {2019},
abstract = {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.},
language = {en}
}
@article{ŚlęzakBurneckiMetzler2019,
author = {Ślęzak, Jakub and Burnecki, Krzysztof and Metzler, Ralf},
title = {Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems},
series = {New Journal of Physics},
volume = {21},
journal = {New Journal of Physics},
publisher = {Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics},
address = {Bad Honnef und London},
issn = {1367-2630},
doi = {10.1088/1367-2630/ab3366},
pages = {18},
year = {2019},
abstract = {Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is ascribed to the heterogeneity of the medium and is captured by random parameter models such as 'superstatistics' or 'diffusing diffusivity'. Independently, scientists working in the area of time series analysis and statistics have studied a class of discrete-time processes with similar properties, namely, random coefficient autoregressive models. In this work we try to reconcile these two approaches and thus provide a bridge between physical stochastic processes and autoregressive models.Westart from the basic Langevin equation of motion with time-varying damping or diffusion coefficients and establish the link to random coefficient autoregressive processes. By exploring that link we gain access to efficient statistical methods which can help to identify data exhibiting Brownian yet non-Gaussian diffusion.},
language = {en}
}
@article{KindlerPulkkinenCherstvyetal.2019,
author = {Kindler, Oliver and Pulkkinen, Otto and Cherstvy, Andrey G. and Metzler, Ralf},
title = {Burst Statistics in an Early Biofilm Quorum Sensing Mode},
series = {Scientific Reports},
volume = {9},
journal = {Scientific Reports},
publisher = {Macmillan Publishers Limited part of Springer Nature},
address = {London},
issn = {2045-2322},
doi = {10.1038/s41598-019-48525-2},
pages = {19},
year = {2019},
abstract = {Quorum-sensing bacteria in a growing colony of cells send out signalling molecules (so-called "autoinducers") and themselves sense the autoinducer concentration in their vicinity. Once—due to increased local cell density inside a "cluster" of the growing colony—the concentration of autoinducers exceeds a threshold value, cells in this clusters get "induced" into a communal, multi-cell biofilm-forming mode in a cluster-wide burst event. We analyse quantitatively the influence of spatial disorder, the local heterogeneity of the spatial distribution of cells in the colony, and additional physical parameters such as the autoinducer signal range on the induction dynamics of the cell colony. Spatial inhomogeneity with higher local cell concentrations in clusters leads to earlier but more localised induction events, while homogeneous distributions lead to comparatively delayed but more concerted induction of the cell colony, and, thus, a behaviour close to the mean-field dynamics. We quantify the induction dynamics with quantifiers such as the time series of induction events and burst sizes, the grouping into induction families, and the mean autoinducer concentration levels. Consequences for different scenarios of biofilm growth are discussed, providing possible cues for biofilm control in both health care and biotechnology.},
language = {en}
}
@article{GuggenbergerPagniniVojtaetal.2019,
author = {Guggenberger, Tobias and Pagnini, Gianni and Vojta, Thomas and Metzler, Ralf},
title = {Fractional Brownian motion in a finite interval},
series = {New Journal of Physics},
volume = {21},
journal = {New Journal of Physics},
publisher = {Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics},
address = {Bad Honnef und London},
issn = {1367-2630},
doi = {10.1088/1367-2630/ab075f},
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}
}
@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}
}
@misc{KindlerPulkkinenCherstvyetal.2019,
author = {Kindler, Oliver and Pulkkinen, Otto and Cherstvy, Andrey G. and Metzler, Ralf},
title = {Burst Statistics in an Early Biofilm Quorum Sensing Mode},
series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
number = {777},
issn = {1866-8372},
doi = {10.25932/publishup-43909},
url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-439099},
pages = {21},
year = {2019},
abstract = {Quorum-sensing bacteria in a growing colony of cells send out signalling molecules (so-called "autoinducers") and themselves sense the autoinducer concentration in their vicinity. Once—due to increased local cell density inside a "cluster" of the growing colony—the concentration of autoinducers exceeds a threshold value, cells in this clusters get "induced" into a communal, multi-cell biofilm-forming mode in a cluster-wide burst event. We analyse quantitatively the influence of spatial disorder, the local heterogeneity of the spatial distribution of cells in the colony, and additional physical parameters such as the autoinducer signal range on the induction dynamics of the cell colony. Spatial inhomogeneity with higher local cell concentrations in clusters leads to earlier but more localised induction events, while homogeneous distributions lead to comparatively delayed but more concerted induction of the cell colony, and, thus, a behaviour close to the mean-field dynamics. We quantify the induction dynamics with quantifiers such as the time series of induction events and burst sizes, the grouping into induction families, and the mean autoinducer concentration levels. Consequences for different scenarios of biofilm growth are discussed, providing possible cues for biofilm control in both health care and biotechnology.},
language = {en}
}