TY - JOUR A1 - Stojkoski, Viktor A1 - Sandev, Trifce A1 - Kocarev, Ljupco A1 - Pal, Arnab T1 - Autocorrelation functions and ergodicity in diffusion with stochastic resetting JF - Journal of physics : A, Mathematical and theoretical N2 - Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc. What remains less explored is the two time point correlation functions whose evaluation is often daunting since it requires the implementation of the exact time dependent probability density functions of the resetting processes which are unknown for most of the problems. We adopt a different approach that allows us to write a stochastic solution for a single trajectory undergoing resetting. Moments and the autocorrelation functions between any two times along the trajectory can then be computed directly using the laws of total expectation. Estimation of autocorrelation functions turns out to be pivotal for investigating the ergodic properties of various observables for this canonical model. In particular, we investigate two observables (i) sample mean which is widely used in economics and (ii) time-averaged-mean-squared-displacement (TAMSD) which is of acute interest in physics. We find that both diffusion and drift-diffusion processes with resetting are ergodic at the mean level unlike their reset-free counterparts. In contrast, resetting renders ergodicity breaking in the TAMSD while both the stochastic processes are ergodic when resetting is absent. We quantify these behaviors with detailed analytical study and corroborate with extensive numerical simulations. Our results can be verified in experimental set-ups that can track single particle trajectories and thus have strong implications in understanding the physics of resetting. KW - autocorrelations KW - ergodicity KW - diffusion KW - stochastic resetting Y1 - 2022 U6 - https://doi.org/10.1088/1751-8121/ac4ce9 SN - 1751-8113 SN - 1751-8121 VL - 55 IS - 10 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Spallanzani, Roberta A1 - Koga, Kenneth T. A1 - Cichy, Sarah B. A1 - Wiedenbeck, Michael A1 - Schmidt, Burkhard C. A1 - Oelze, Marcus A1 - Wilke, Max T1 - Lithium and boron diffusivity and isotopic fractionation in hydrated rhyolitic melts JF - Contributions to mineralogy and petrology N2 - Lithium and boron are trace components of magmas, released during exsolution of a gas phase during volcanic activity. In this study, we determine the diffusivity and isotopic fractionation of Li and B in hydrous silicate melts. Two glasses were synthesized with the same rhyolitic composition (4.2 wt% water), having different Li and B contents; these were studied in diffusion-couple experiments that were performed using an internally heated pressure vessel, operated at 300 MPa in the temperature range 700-1250 degrees C for durations from 0 s to 24 h. From this we determined activation energies for Li and B diffusion of 57 +/- 4 kJ/mol and 152 +/- 15 kJ/mol with pre-exponential factors of 1.53 x 10(-7) m(2)/s and 3.80 x 10(-8) m(2)/s, respectively. Lithium isotopic fractionation during diffusion gave beta values between 0.15 and 0.20, whereas B showed no clear isotopic fractionation. Our Li diffusivities and isotopic fractionation results differ somewhat from earlier published values, but overall confirm that Li diffusivity increases with water content. Our results on B diffusion show that similarly to Li, B mobility increases in the presence of water. By applying the Eyring relation, we confirm that B diffusivity is limited by viscous flow in silicate melts. Our results on Li and B diffusion present a new tool for understanding degassing-related processes, offering a potential geospeedometer to measure volcanic ascent rates. KW - stable isotopes KW - diffusion KW - isotopic fractionation KW - hydrated silicate KW - melts Y1 - 2022 U6 - https://doi.org/10.1007/s00410-022-01937-2 SN - 0010-7999 SN - 1432-0967 VL - 177 IS - 8 PB - Springer CY - New York ER - TY - JOUR A1 - Vilk, Ohad A1 - Aghion, Erez A1 - Nathan, Ran A1 - Toledo, Sivan A1 - Metzler, Ralf A1 - Assaf, Michael T1 - Classification of anomalous diffusion in animal movement data using power spectral analysis JF - Journal of physics : A, Mathematical and theoretical N2 - The field of movement ecology has seen a rapid increase in high-resolution data in recent years, leading to the development of numerous statistical and numerical methods to analyse relocation trajectories. Data are often collected at the level of the individual and for long periods that may encompass a range of behaviours. Here, we use the power spectral density (PSD) to characterise the random movement patterns of a black-winged kite (Elanus caeruleus) and a white stork (Ciconia ciconia). The tracks are first segmented and clustered into different behaviours (movement modes), and for each mode we measure the PSD and the ageing properties of the process. For the foraging kite we find 1/f noise, previously reported in ecological systems mainly in the context of population dynamics, but not for movement data. We further suggest plausible models for each of the behavioural modes by comparing both the measured PSD exponents and the distribution of the single-trajectory PSD to known theoretical results and simulations. KW - diffusion KW - anomalous diffusion KW - power spectral analysis KW - ecological KW - movement data Y1 - 2022 U6 - https://doi.org/10.1088/1751-8121/ac7e8f SN - 1751-8113 SN - 1751-8121 VL - 55 IS - 33 PB - IOP Publishing CY - Bristol ER - TY - JOUR A1 - Cai, Gaochao A1 - Tötzke, Christian A1 - Kaestner, Anders A1 - Ahmed, Mutez Ali T1 - Quantification of root water uptake and redistribution using neutron imaging: a review and future directions JF - The plant journal N2 - Quantifying root water uptake is essential to understanding plant water use and responses to different environmental conditions. However, non-destructive measurement of water transport and related hydraulics in the soil-root system remains a challenge. Neutron imaging, with its high sensitivity to hydrogen, has become an unparalleled tool to visualize and quantify root water uptake in vivo. In combination with isotopes (e.g., deuterated water) and a diffusion-convection model, root water uptake and hydraulic redistribution in root and soil can be quantified. Here, we review recent advances in utilizing neutron imaging to visualize and quantify root water uptake, hydraulic redistribution in roots and soil, and root hydraulic properties of different plant species. Under uniform soil moisture distributions, neutron radiographic studies have shown that water uptake was not uniform along the root and depended on both root type and age. For both tap (e.g., lupine [Lupinus albus L.]) and fibrous (e.g., maize [Zea mays L.]) root systems, water was mainly taken up through lateral roots. In mature maize, the location of water uptake shifted from seminal roots and their laterals to crown/nodal roots and their laterals. Under non-uniform soil moisture distributions, part of the water taken up during the daytime maintained the growth of crown/nodal roots in the upper, drier soil layers. Ultra-fast neutron tomography provides new insights into 3D water movement in soil and roots. We discuss the limitations of using neutron imaging and propose future directions to utilize neutron imaging to advance our understanding of root water uptake and soil-root interactions. KW - attenuation coefficient KW - convection KW - diffusion KW - radiography KW - root hydraulics KW - root water uptake KW - tomography Y1 - 2022 U6 - https://doi.org/10.1111/tpj.15839 SN - 0960-7412 SN - 1365-313X VL - 111 IS - 2 SP - 348 EP - 359 PB - Wiley-Blackwell CY - Oxford [u.a.] ER - TY - JOUR A1 - Guggenberger, Tobias A1 - Chechkin, Aleksei A1 - Metzler, Ralf T1 - Absence of stationary states and non-Boltzmann distributions of fractional Brownian motion in shallow external potentials JF - New journal of physics : the open-access journal for physics N2 - We study the diffusive motion of a particle in a subharmonic potential of the form U(x) = |x|( c ) (0 < c < 2) driven by long-range correlated, stationary fractional Gaussian noise xi ( alpha )(t) with 0 < alpha <= 2. In the absence of the potential the particle exhibits free fractional Brownian motion with anomalous diffusion exponent alpha. While for an harmonic external potential the dynamics converges to a Gaussian stationary state, from extensive numerical analysis we here demonstrate that stationary states for shallower than harmonic potentials exist only as long as the relation c > 2(1 - 1/alpha) holds. We analyse the motion in terms of the mean squared displacement and (when it exists) the stationary probability density function. Moreover we discuss analogies of non-stationarity of Levy flights in shallow external potentials. KW - diffusion KW - Boltzmann distribution KW - fractional Brownian motion Y1 - 2022 U6 - https://doi.org/10.1088/1367-2630/ac7b3c SN - 1367-2630 VL - 24 IS - 7 PB - Dt. Physikalische Ges. CY - [Bad Honnef] ER - TY - JOUR A1 - Hennig, Theresa A1 - Kühn, Michael T1 - Potential uranium migration within the geochemical gradient of the opalinus clay system at the Mont Terri JF - Minerals N2 - Transport properties of potential host rocks for nuclear waste disposal are typically determined in laboratory or in-situ experiments under geochemically controlled and constant conditions. Such a homogeneous assumption is no longer applicable on the host rock scale as can be seen from the pore water profiles of the potential host rock Opalinus Clay at Mont Terri (Switzerland). The embedding aquifers are the hydro-geological boundaries, that established gradients in the 210 m thick low permeable section through diffusive exchange over millions of years. Present-day pore water profiles were confirmed by a data-driven as well as by a conceptual scenario. Based on the modelled profiles, the influence of the geochemical gradient on uranium migration was quantified by comparing the distances after one million years with results of common homogeneous models. Considering the heterogeneous system, uranium migrated up to 24 m farther through the formation depending on the source term position within the gradient and on the partial pressure of carbon dioxide pCO2 of the system. Migration lengths were almost equal for single- and multicomponent diffusion. Differences can predominantly be attributed to changes in the sorption capacity, whereby pCO2 governs how strong uranium migration is affected by the geochemical gradient. Thus, the governing parameters for uranium migration in the Opalinus Clay can be ordered in descending priority: pCO2, geochemical gradients, mineralogical heterogeneity.

KW - PHREEQC KW - reactive transport KW - sorption KW - diffusion KW - repository far-field KW - hydro-geological system Y1 - 2021 U6 - https://doi.org/10.3390/min11101087 SN - 2075-163X VL - 11 IS - 10 PB - MDPI CY - Basel ER - TY - JOUR A1 - Doerries, Timo J. A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Apparent anomalous diffusion and non-Gaussian distributions in a simple mobile-immobile transport model with Poissonian switching JF - Interface : journal of the Royal Society N2 - We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching, we unveil a rich transport dynamics including significant transient anomalous diffusion and non-Gaussian displacement distributions. Our discussion is based on experimental parameters for tau proteins in neuronal cells, but the results obtained here are expected to be of relevance for a broad class of processes in complex systems. Specifically, we obtain that, when the mean binding time is significantly longer than the mean mobile time, transient anomalous diffusion is observed at short and intermediate time scales, with a strong dependence on the fraction of initially mobile and immobile particles. We unveil a Laplace distribution of particle displacements at relevant intermediate time scales. For any initial fraction of mobile particles, the respective mean squared displacement (MSD) displays a plateau. Moreover, we demonstrate a short-time cubic time dependence of the MSD for immobile tracers when initially all particles are immobile. KW - diffusion KW - mobile-immobile model KW - tau proteins Y1 - 2022 U6 - https://doi.org/10.1098/rsif.2022.0233 SN - 1742-5689 SN - 1742-5662 VL - 19 IS - 192 PB - Royal Society CY - London ER - TY - JOUR A1 - Mutothya, Nicholas Mwilu A1 - Xu, Yong A1 - Li, Yongge A1 - Metzler, Ralf A1 - Mutua, Nicholas Muthama T1 - First passage dynamics of stochastic motion in heterogeneous media driven by correlated white Gaussian and coloured non-Gaussian noises JF - Journal of physics. Complexity N2 - We study the first passage dynamics for a diffusing particle experiencing a spatially varying diffusion coefficient while driven by correlated additive Gaussian white noise and multiplicative coloured non-Gaussian noise. We consider three functional forms for position dependence of the diffusion coefficient: power-law, exponential, and logarithmic. The coloured non-Gaussian noise is distributed according to Tsallis' q-distribution. Tracks of the non-Markovian systems are numerically simulated by using the fourth-order Runge-Kutta algorithm and the first passage times (FPTs) are recorded. The FPT density is determined along with the mean FPT (MFPT). Effects of the noise intensity and self-correlation of the multiplicative noise, the intensity of the additive noise, the cross-correlation strength, and the non-extensivity parameter on the MFPT are discussed. KW - first passage KW - diffusion KW - non-Gaussian KW - correlated noise Y1 - 2021 U6 - https://doi.org/10.1088/2632-072X/ac35b5 SN - 2632-072X VL - 2 PB - IOP Publishing CY - Bristol ER - TY - JOUR A1 - Mutothya, Nicholas Mwilu A1 - Xu, Yong A1 - Li, Yongge A1 - Metzler, Ralf T1 - Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise JF - Journal of physics : A, Mathematical and theoretical N2 - We study the stochastic motion of a test particle in a heterogeneous medium in terms of a position dependent diffusion coefficient mimicking measured deterministic diffusivity gradients in biological cells or the inherent heterogeneity of geophysical systems. Compared to previous studies we here investigate the effect of the interplay of anomalous diffusion effected by position dependent diffusion coefficients and coloured non-Gaussian noise. The latter is chosen to be distributed according to Tsallis' q-distribution, representing a popular example for a non-extensive statistic. We obtain the ensemble and time averaged mean squared displacements for this generalised process and establish its non-ergodic properties as well as analyse the non-Gaussian nature of the associated displacement distribution. We consider both non-stratified and stratified environments. KW - diffusion KW - anomalous diffusion KW - non-extensive statistics KW - coloured KW - noise KW - heterogeneous diffusion process Y1 - 2021 U6 - https://doi.org/10.1088/1751-8121/abfba6 SN - 1751-8113 SN - 1751-8121 VL - 54 IS - 29 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Shoaee, Safa A1 - Sanna, Anna Laura A1 - Sforazzini, Giuseppe T1 - Elucidating charge generation in green-solvent processed organic solar cells JF - Molecules : a journal of synthetic chemistry and natural product chemistry / Molecular Diversity Preservation International N2 - Organic solar cells have the potential to become the cheapest form of electricity. Rapid increase in the power conversion efficiency of organic solar cells (OSCs) has been achieved with the development of non-fullerene small-molecule acceptors. Next generation photovoltaics based upon environmentally benign "green solvent" processing of organic semiconductors promise a step-change in the adaptability and versatility of solar technologies and promote sustainable development. However, high-performing OSCs are still processed by halogenated (non-environmentally friendly) solvents, so hindering their large-scale manufacture. In this perspective, we discuss the recent progress in developing highly efficient OSCs processed from eco-compatible solvents, and highlight research challenges that should be addressed for the future development of high power conversion efficiencies devices. KW - organic solar cells KW - green solvents KW - non-halogenated solvents KW - exaction KW - diffusion KW - photoluminescence quenching Y1 - 2021 U6 - https://doi.org/10.3390/molecules26247439 SN - 1420-3049 VL - 26 IS - 24 PB - MDPI CY - Basel ER - TY - JOUR A1 - Singh, Rishu Kumar A1 - Metzler, Ralf A1 - Sandev, Trifce T1 - Resetting dynamics in a confining potential JF - Journal of physics : A, Mathematical and theoretical N2 - We study Brownian motion in a confining potential under a constant-rate resetting to a reset position x(0). The relaxation of this system to the steady-state exhibits a dynamic phase transition, and is achieved in a light cone region which grows linearly with time. When an absorbing boundary is introduced, effecting a symmetry breaking of the system, we find that resetting aids the barrier escape only when the particle starts on the same side as the barrier with respect to the origin. We find that the optimal resetting rate exhibits a continuous phase transition with critical exponent of unity. Exact expressions are derived for the mean escape time, the second moment, and the coefficient of variation (CV). KW - diffusion KW - resetting KW - barrier escape KW - first-passage Y1 - 2020 U6 - https://doi.org/10.1088/1751-8121/abc83a SN - 1751-8113 SN - 1751-8121 VL - 53 IS - 50 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Dunsing, Valentin A1 - Petrich, Annett A1 - Chiantia, Salvatore T1 - Multicolor fluorescence fluctuation spectroscopy in living cells via spectral detection JF - eLife N2 - Signaling pathways in biological systems rely on specific interactions between multiple biomolecules. Fluorescence fluctuation spectroscopy provides a powerful toolbox to quantify such interactions directly in living cells. Cross-correlation analysis of spectrally separated fluctuations provides information about intermolecular interactions but is usually limited to two fluorophore species. Here, we present scanning fluorescence spectral correlation spectroscopy (SFSCS), a versatile approach that can be implemented on commercial confocal microscopes, allowing the investigation of interactions between multiple protein species at the plasma membrane. We demonstrate that SFSCS enables cross-talk-free cross-correlation, diffusion, and oligomerization analysis of up to four protein species labeled with strongly overlapping fluorophores. As an example, we investigate the interactions of influenza A virus (IAV) matrix protein 2 with two cellular host factors simultaneously. We furthermore apply raster spectral image correlation spectroscopy for the simultaneous analysis of up to four species and determine the stoichiometry of ternary IAV polymerase complexes in the cell nucleus. KW - fluorescence KW - optical microscopy KW - virus assembly KW - protein-protein KW - interactions KW - diffusion KW - Viruses Y1 - 2021 U6 - https://doi.org/10.7554/eLife.69687 SN - 2050-084X VL - 10 PB - eLife Sciences Publications CY - Cambridge ER - TY - JOUR A1 - Xu, Pengbo A1 - Zhou, Tian A1 - Metzler, Ralf A1 - Deng, Weihua T1 - Stochastic harmonic trapping of a Lévy walk BT - transport and first-passage dynamics under soft resetting strategies JF - New journal of physics : the open-access journal for physics / Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics N2 - We introduce and study a Lévy walk (LW) model of particle spreading with a finite propagation speed combined with soft resets, stochastically occurring periods in which an harmonic external potential is switched on and forces the particle towards a specific position. Soft resets avoid instantaneous relocation of particles that in certain physical settings may be considered unphysical. Moreover, soft resets do not have a specific resetting point but lead the particle towards a resetting point by a restoring Hookean force. Depending on the exact choice for the LW waiting time density and the probability density of the periods when the harmonic potential is switched on, we demonstrate a rich emerging response behaviour including ballistic motion and superdiffusion. When the confinement periods of the soft-reset events are dominant, we observe a particle localisation with an associated non-equilibrium steady state. In this case the stationary particle probability density function turns out to acquire multimodal states. Our derivations are based on Markov chain ideas and LWs with multiple internal states, an approach that may be useful and flexible for the investigation of other generalised random walks with soft and hard resets. The spreading efficiency of soft-rest LWs is characterised by the first-passage time statistic. KW - diffusion KW - anomalous diffusion KW - stochastic resetting KW - Levy walks Y1 - 2022 U6 - https://doi.org/10.1088/1367-2630/ac5282 SN - 1367-2630 VL - 24 IS - 3 SP - 1 EP - 28 PB - Deutsche Physikalische Gesellschaft CY - Bad Honnef ER - TY - JOUR A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Distribution of first-reaction times with target regions on boundaries of shell-like domains JF - New Journal of Physics (NJP) N2 - 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. KW - diffusion KW - first-passage time KW - first-reaction time KW - shell-like geometries KW - approximate methods Y1 - 2021 U6 - https://doi.org/10.1088/1367-2630/ac4282 SN - 1367-2630 VL - 2021 SP - 1 EP - 23 PB - IOP Publishing CY - London ET - 23 ER - TY - JOUR A1 - Grätz, Fabio M. A1 - Seiss, Martin A1 - Spahn, Frank T1 - Formation of moon-induced gaps in dense planetary rings BT - application to the rings of saturn JF - The astrophysical journal : an international review of spectroscopy and astronomical physics N2 - We develop an axisymmetric diffusion model to describe radial density profiles in the vicinity of tiny moons embedded in planetary rings. Our diffusion model accounts for the gravitational scattering of the ring particles by an embedded moon and for the viscous diffusion of the ring matter back into the gap. With test particle simulations, we show that the scattering of the ring particles passing the moon is larger for small impact parameters than estimated by Goldreich & Tremaine and Namouni. This is significant for modeling the Keeler gap. We apply our model to the gaps of the moons Pan and Daphnis embedded in the outer A ring of Saturn with the aim to estimate the shear viscosity of the ring in the vicinity of the Encke and Keeler gap. In addition, we analyze whether tiny icy moons whose dimensions lie below Cassini's resolution capabilities would be able to explain the gap structure of the C ring and the Cassini division. KW - diffusion KW - planets and satellites: rings KW - scattering Y1 - 2018 U6 - https://doi.org/10.3847/1538-4357/aace00 SN - 0004-637X SN - 1538-4357 VL - 862 IS - 2 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - A molecular relay race: sequential first-passage events to the terminal reaction centre in a cascade of diffusion controlled processes JF - New Journal of Physics (NJP) N2 - 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. KW - diffusion KW - reaction cascade KW - first passage time Y1 - 2021 U6 - https://doi.org/10.1088/1367-2630/ac1e42 SN - 1367-2630 VL - 23 PB - IOP - Institute of Physics Publishing CY - Bristol ER - TY - JOUR A1 - Seiß, Martin A1 - Albers, Nicole A1 - Sremčević, Miodrag A1 - Schmidt, Jürgen A1 - Salo, Heikki A1 - Seiler, Michael A1 - Hoffmann, Holger A1 - Spahn, Frank T1 - Hydrodynamic Simulations of Moonlet-induced Propellers in Saturn's Rings BT - Application to Bleriot JF - The astronomical journal N2 - One of the biggest successes of the Cassini mission is the detection of small moons (moonlets) embedded in Saturns rings that cause S-shaped density structures in their close vicinity, called propellers. Here, we present isothermal hydrodynamic simulations of moonlet-induced propellers in Saturn's A ring that denote a further development of the original model. We find excellent agreement between these new hydrodynamic and corresponding N-body simulations. Furthermore, the hydrodynamic simulations confirm the predicted scaling laws and the analytical solution for the density in the propeller gaps. Finally, this mean field approach allows us to simulate the pattern of the giant propeller Blériot, which is too large to be modeled by direct N-body simulations. Our results are compared to two stellar occultation observations by the Cassini Ultraviolet Imaging Spectrometer (UVIS), which intersect the propeller Blériot. Best fits to the UVIS optical depth profiles are achieved for a Hill radius of 590 m, which implies a moonlet diameter of about 860 m. Furthermore, the model favors a kinematic shear viscosity of the surrounding ring material of ν0 = 340 cm2 s−1, a dispersion velocity in the range of 0.3 cm s−1 < c0 < 1.5 cm s−1, and a fairly high bulk viscosity 7 < ξ0/ν0 < 17. These large transport values might be overestimated by our isothermal ring model and should be reviewed by an extended model including thermal fluctuations. KW - diffusion KW - hydrodynamics KW - planets and satellites: rings Y1 - 2018 U6 - https://doi.org/10.3847/1538-3881/aaed44 SN - 0004-6256 SN - 1538-3881 VL - 157 IS - 1 PB - IOP Publishing Ltd. CY - Bristol ER - TY - JOUR A1 - Abdalla, Hassan E. A1 - Aharonian, Felix A. A1 - Benkhali, F. Ait A1 - Angüner, Ekrem Oǧuzhan A1 - Arakawa, M. A1 - Arcaro, C. A1 - Armand, C. A1 - Arrieta, M. A1 - Backes, M. A1 - Barnard, M. A1 - Becherini, Y. A1 - Tjus, J. Becker A1 - Berge, D. A1 - Bernloehr, K. A1 - Blackwell, R. A1 - Bottcher, M. A1 - Boisson, C. A1 - Bolmont, J. A1 - Bonnefoy, S. A1 - Bordas, Pol A1 - Bregeon, J. A1 - Brun, F. A1 - Brun, P. A1 - Bryan, M. A1 - Buechele, M. A1 - Bulik, T. A1 - Bylund, T. A1 - Capasso, M. A1 - Caroff, S. A1 - Carosi, A. A1 - Casanova, Sabrina A1 - Cerruti, M. A1 - Chakraborty, N. A1 - Chand, T. A1 - Chandra, S. A1 - Chaves, R. C. G. A1 - Chen, A. A1 - Colafrancesco, S. A1 - Condon, B. A1 - Davids, I. D. A1 - Deil, C. A1 - Devin, J. A1 - deWilt, P. A1 - Dirson, L. A1 - Djannati-Atai, A. A1 - Dmytriiev, A. A1 - Donath, A. A1 - Doroshenko, V A1 - Dyks, J. A1 - Egberts, Kathrin A1 - Emery, G. A1 - Ernenwein, J-P A1 - Eschbach, S. A1 - Fegan, S. A1 - Fiasson, A. A1 - Fontaine, G. A1 - Funk, S. A1 - Fuessling, M. A1 - Gabici, S. A1 - Gallant, Y. A. A1 - Gate, F. A1 - Giavitto, G. A1 - Glawion, D. A1 - Glicenstein, J. F. A1 - Gottschall, D. A1 - Grondin, M-H A1 - Hahn, J. A1 - Haupt, M. A1 - Heinzelmann, G. A1 - Henri, G. A1 - Hermann, G. A1 - Hinton, James Anthony A1 - Hofmann, W. A1 - Hoischen, Clemens A1 - Holch, Tim Lukas A1 - Holler, M. A1 - Horns, D. A1 - Huber, D. A1 - Iwasaki, H. A1 - Jacholkowska, A. A1 - Jamrozy, M. A1 - Jankowsky, D. A1 - Jankowsky, F. A1 - Jouvin, L. A1 - Jung-Richardt, I A1 - Kastendieck, M. A. A1 - Katarzynski, K. A1 - Katsuragawa, M. A1 - Katz, U. A1 - Kerszberg, D. A1 - Khangulyan, D. A1 - Khelifi, B. A1 - King, J. A1 - Klepser, S. A1 - Kluzniak, W. A1 - Komin, Nu A1 - Kosack, K. A1 - Kraus, M. A1 - Lamanna, G. A1 - Lau, J. A1 - Lefaucheur, J. A1 - Lemiere, A. A1 - Lemoine-Goumard, M. A1 - Lenain, J-P A1 - Leser, Eva A1 - Lohse, T. A1 - Lopez-Coto, R. A1 - Lypova, I A1 - Malyshev, D. A1 - Marandon, V A1 - Marcowith, Alexandre A1 - Mariaud, C. A1 - Marti-Devesa, G. A1 - Marx, R. A1 - Maurin, G. A1 - Meintjes, P. J. A1 - Mitchell, A. M. W. A1 - Moderski, R. A1 - Mohamed, M. A1 - Mohrmann, L. A1 - Moore, C. A1 - Moulin, Emmanuel A1 - Murach, T. A1 - Nakashima, S. A1 - de Naurois, M. A1 - Ndiyavala, H. A1 - Niederwanger, F. A1 - Niemiec, J. A1 - Oakes, L. A1 - Odaka, H. A1 - Ohm, S. A1 - Ostrowski, M. A1 - Oya, I A1 - Panter, M. A1 - Parsons, R. D. A1 - Perennes, C. A1 - Petrucci, P-O A1 - Peyaud, B. A1 - Piel, Q. A1 - Pita, S. A1 - Poireau, V A1 - Noel, A. Priyana A1 - Prokhorov, D. A. A1 - Prokoph, H. A1 - Puehlhofer, G. A1 - Punch, M. A1 - Quirrenbach, A. A1 - Raab, S. A1 - Rauth, R. A1 - Reimer, A. A1 - Reimer, O. A1 - Renaud, M. A1 - Rieger, F. A1 - Rinchiuso, L. A1 - Romoli, C. A1 - Rowell, G. A1 - Rudak, B. A1 - Ruiz-Velasco, E. A1 - Sahakian, V A1 - Saito, S. A1 - Sanchez, David M. A1 - Santangelo, A. A1 - Sasaki, M. A1 - Schlickeiser, R. A1 - Schussler, F. A1 - Schulz, A. A1 - Schutte, H. A1 - Schwanke, U. A1 - Schwemmer, S. A1 - Seglar-Arroyo, M. A1 - Senniappan, M. A1 - Seyffert, A. S. A1 - Shafi, N. A1 - Shilon, I A1 - Shiningayamwe, K. A1 - Simoni, R. A1 - Sinha, A. A1 - Sol, H. A1 - Specovius, A. A1 - Spir-Jacob, M. A1 - Stawarz, L. A1 - Steenkamp, R. A1 - Stegmann, Christian A1 - Steppa, Constantin Beverly A1 - Takahashi, T. A1 - Tavernet, J-P A1 - Tavernier, T. A1 - Taylor, A. M. A1 - Terrier, R. A1 - Tibaldo, L. A1 - Tiziani, D. A1 - Tluczykont, M. A1 - Trichard, C. A1 - Tsirou, M. A1 - Tsuji, N. A1 - Tuffs, R. A1 - Uchiyama, Y. A1 - van der Walt, D. J. A1 - van Eldik, C. A1 - van Rensburg, C. A1 - van Soelen, B. A1 - Vasileiadis, G. A1 - Veh, J. A1 - Venter, C. A1 - Vincent, P. A1 - Vink, J. A1 - Voisin, F. A1 - Voelk, H. J. A1 - Vuillaume, T. A1 - Wadiasingh, Z. A1 - Wagner, S. J. A1 - Wagner, R. M. A1 - White, R. A1 - Wierzcholska, A. A1 - Yang, R. A1 - Yoneda, H. A1 - Zaborov, D. A1 - Zacharias, M. A1 - Zanin, R. A1 - Zdziarski, A. A. A1 - Zech, Alraune A1 - Zefi, F. A1 - Ziegler, A. A1 - Zorn, J. A1 - Zywucka, N. T1 - Particle transport within the pulsar wind nebula HESS J1825-137 JF - Astronomy and astrophysics : an international weekly journal N2 - Context. We present a detailed view of the pulsar wind nebula (PWN) HESS J1825-137. We aim to constrain the mechanisms dominating the particle transport within the nebula, accounting for its anomalously large size and spectral characteristics. Aims. The nebula was studied using a deep exposure from over 12 years of H.E.S.S. I operation, together with data from H.E.S.S. II that improve the low-energy sensitivity. Enhanced energy-dependent morphological and spatially resolved spectral analyses probe the very high energy (VHE, E > 0.1 TeV) gamma-ray properties of the nebula. Methods. The nebula emission is revealed to extend out to 1.5 degrees from the pulsar, similar to 1.5 times farther than previously seen, making HESS J1825-137, with an intrinsic diameter of similar to 100 pc, potentially the largest gamma-ray PWN currently known. Characterising the strongly energy-dependent morphology of the nebula enables us to constrain the particle transport mechanisms. A dependence of the nebula extent with energy of R proportional to E alpha with alpha = -0.29 +/- 0.04(stat) +/- 0.05(sys) disfavours a pure diffusion scenario for particle transport within the nebula. The total gamma-ray flux of the nebula above 1 TeV is found to be (1.12 +/- 0.03(stat) +/- 0.25(sys)) +/- 10(-11) cm(-2) s(-1), corresponding to similar to 64% of the flux of the Crab nebula. Results. HESS J1825-137 is a PWN with clearly energy-dependent morphology at VHE gamma-ray energies. This source is used as a laboratory to investigate particle transport within intermediate-age PWNe. Based on deep observations of this highly spatially extended PWN, we produce a spectral map of the region that provides insights into the spectral variation within the nebula. KW - gamma rays: general KW - acceleration of particles KW - convection KW - diffusion KW - pulsars: general Y1 - 2019 U6 - https://doi.org/10.1051/0004-6361/201834335 SN - 1432-0746 VL - 621 PB - EDP Sciences CY - Les Ulis ER - TY - JOUR A1 - Sposini, Vittoria A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - First passage statistics for diffusing diffusivity JF - Journal of physics : A, Mathematical and theoretical N2 - A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law < r(2)(t)> similar or equal to Dt yet the distribution of particle displacements is strongly non-Gaussian. A central approach to describe this effect is the diffusing diffusivity (DD) model in which the diffusion coefficient itself is a stochastic quantity, mimicking heterogeneities of the environment encountered by the tracer particle on its path. We here quantify in terms of analytical and numerical approaches the first passage behaviour of the DD model. We observe significant modifications compared to Brownian-Gaussian diffusion, in particular that the DD model may have a faster first passage dynamics. Moreover we find a universal crossover point of the survival probability independent of the initial condition. KW - diffusion KW - superstatistics KW - first passage Y1 - 2018 U6 - https://doi.org/10.1088/1751-8121/aaf6ff SN - 1751-8113 SN - 1751-8121 VL - 52 IS - 4 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Grebenkov, Denis S. A1 - Sposini, Vittoria A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Seno, Flavio T1 - Exact distributions of the maximum and range of random diffusivity processes JF - New Journal of Physics N2 - 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. KW - random diffusivity KW - extremal values KW - maximum and range KW - diffusion KW - Brownian motion Y1 - 2021 U6 - https://doi.org/10.1088/1367-2630/abd313 SN - 1367-2630 VL - 23 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - JOUR A1 - Grätz, Fabio M. A1 - Seiß, Martin A1 - Schmidt, Jürgen A1 - Colwell, Joshua A1 - Spahn, Frank T1 - Sharp Gap Edges in Dense Planetary Rings BT - an Axisymmetric Diffusion Model JF - The astrophysical journal : an international review of spectroscopy and astronomical physics N2 - One of the most intriguing facets of Saturn's rings are the sharp edges of gaps in the rings where the surface density abruptly drops to zero. This is despite of the fact that the range over which a moon transfers angular momentum onto the ring material is much larger. Recent UVIS-scans of the edges of the Encke and Keeler gap show that this drop occurs over a range approximately equal to the rings' thickness. Borderies et al. show that this striking feature is likely related to the local reversal of the usually outward directed viscous transport of angular momentum in strongly perturbed regions. In this article we revise the Borderies et al. model using a granular flow model to define the shear and bulk viscosities, ν and ζ, and incorporate the angular momentum flux reversal effect into the axisymmetric diffusion model we developed for gaps in dense planetary rings. Finally, we apply our model to the Encke and Keeler division in order to estimate the shear and bulk viscosities in the vicinity of both gaps KW - celestial mechanics KW - diffusion KW - hydrodynamics KW - planets and satellites: rings KW - scattering Y1 - 2019 U6 - https://doi.org/10.3847/1538-4357/ab007e SN - 0004-637X SN - 1538-4357 VL - 872 IS - 2 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Thapa, Samudrajit A1 - Wyłomańska, Agnieszka A1 - Sikora, Grzegorz A1 - Wagner, Caroline E. A1 - Krapf, Diego A1 - Kantz, Holger A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories JF - New Journal of Physics N2 - Extensive time-series encoding the position of particles such as viruses, vesicles, or individualproteins are routinely garnered insingle-particle tracking experiments or supercomputing studies.They contain vital clues on how viruses spread or drugs may be delivered in biological cells.Similar time-series are being recorded of stock values in financial markets and of climate data.Such time-series are most typically evaluated in terms of time-averaged mean-squareddisplacements (TAMSDs), which remain random variables for finite measurement times. Theirstatistical properties are different for differentphysical stochastic processes, thus allowing us toextract valuable information on the stochastic process itself. To exploit the full potential of thestatistical information encoded in measured time-series we here propose an easy-to-implementand computationally inexpensive new methodology, based on deviations of the TAMSD from itsensemble average counterpart. Specifically, we use the upper bound of these deviations forBrownian motion (BM) to check the applicability of this approach to simulated and real data sets.By comparing the probability of deviations fordifferent data sets, we demonstrate how thetheoretical bound for BM reveals additional information about observed stochastic processes. Weapply the large-deviation method to data sets of tracer beads tracked in aqueous solution, tracerbeads measured in mucin hydrogels, and of geographic surface temperature anomalies. Ouranalysis shows how the large-deviation properties can be efficiently used as a simple yet effectiveroutine test to reject the BM hypothesis and unveil relevant information on statistical propertiessuch as ergodicity breaking and short-time correlations. KW - diffusion KW - anomalous diffusion KW - large-deviation statistic KW - time-averaged mean squared displacement KW - Chebyshev inequality Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/abd50e SN - 1367-2630 VL - 23 PB - Dt. Physikalische Ges. ; IOP CY - Bad Honnef ; London ER - TY - JOUR A1 - Pohlenz, Philipp A1 - Niedermeier, Frank T1 - The Bologna Process and the harmonisation of higher education systems in other world regions BT - a case from Southeast Asia JF - Innovation : the European journal of social sciences N2 - The Bologna Process has inspired harmonisation strategies for higher education systems in other parts of the world. However, developments in other contexts are not much under review in the European debate. The present article describes the case of Southeast Asia and the attempt to promote harmonisation of its higher education systems. It further compares the processes in ASEAN and the European Higher Education Area to then discuss open questions for future comparative research. To do so the authors re-contextualise data from a study in ASEAN against the background of future research needs in the field of higher education harmonisation. KW - ASEAN KW - Bologna Process KW - European Higher Education Area KW - higher education KW - quality assurance KW - harmonisation KW - regionalisation KW - diffusion KW - mobility Y1 - 2019 U6 - https://doi.org/10.1080/13511610.2019.1637248 SN - 1351-1610 SN - 1469-8412 VL - 32 IS - 4 SP - 481 EP - 494 PB - Routledge, Taylor & Francis Group CY - Abingdon ER - TY - JOUR A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - From single-particle stochastic kinetics to macroscopic reaction rates BT - fastest first-passage time of N random walkers JF - New Journal of Physics N2 - 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. KW - diffusion KW - first-passage KW - fastest first-passage time of N walkers Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/abb1de SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - THES A1 - Grätz, Fabio M. T1 - Nonlinear diffusion in granular gases and dense planetary rings N2 - Small moonlets or moons embedded in dense planetary rings create S-shaped density modulations called propellers if their masses are smaller than a certain threshold, alternatively they create a circumferential gap in the disk if the embedded body’s mass exceeds this threshold (Spahn and Sremčević, 2000). The gravitational perturber scatters the ring particles, depletes the disk’s density, and, thus, clears a gap, whereas counteracting viscous diffusion of the ring material has the tendency to close the created gap, thereby forming a propeller. Propeller objects were predicted by Spahn and Sremčević (2000) and Sremčević et al. (2002) and were later discovered by the Cassini space probe (Tiscareno et al., 2006, Sremčević et al., 2007, Tiscareno et al., 2008, and Tiscareno et al., 2010). The ring moons Pan and Daphnis are massive enough to maintain the circumferential Encke and Keeler gaps in Saturn’s A ring and were detected by Showalter (1991) and Porco (2005) in Voyager and Cassini images, respectively. In this thesis, a nonlinear axisymmetric diffusion model is developed to describe radial density profiles of circumferential gaps in planetary rings created by embedded moons (Grätz et al., 2018). The model accounts for the gravitational scattering of the ring particles by the embedded moon and for the counteracting viscous diffusion of the ring matter back into the gap. With test particle simulations it is shown that the scattering of the ring particles passing the moon is larger for small impact parameters than estimated by Goldreich and Tremaine (1980). This is especially significant for the modeling of the Keeler gap. The model is applied to the Encke and Keeler gaps with the aim to estimate the shear viscosity of the ring in their vicinities. In addition, the model is used to analyze whether tiny icy moons whose dimensions lie below Cassini’s resolution capabilities would be able to cause the poorly understood gap structure of the C ring and the Cassini Division. One of the most intriguing facets of Saturn’s rings are the extremely sharp edges of the Encke and Keeler gaps: UVIS-scans of their gap edges show that the optical depth drops from order unity to zero over a range of far less than 100 m, a spatial scale comparable to the ring’s vertical extent. This occurs despite the fact that the range over which a moon transfers angular momentum onto the ring material is much larger. Borderies et al. (1982, 1989) have shown that this striking feature is likely related to the local reversal of the usually outward-directed viscous transport of angular momentum in strongly perturbed regions. We have revised the Borderies et al. (1989) model using a granular flow model to define the shear and bulk viscosities, ν and ζ, in order to incorporate the angular momentum flux reversal effect into the axisymmetric diffusion model for circumferential gaps presented in this thesis (Grätz et al., 2019). The sharp Encke and Keeler gap edges are modeled and conclusions regarding the shear and bulk viscosities of the ring are discussed. Finally, we explore the question of whether the radial density profile of the central and outer A ring, recently measured by Tiscareno and Harris (2018) in the highest resolution to date, and in particular, the sharp outer A ring edge can be modeled consistently from the balance of gravitational scattering by several outer moons and the mass and momentum transport. To this aim, the developed model is extended to account for the inward drifts caused by multiple discrete and overlapping resonances with multiple outer satellites and is then used to hydrodynamically simulate the normalized surface mass density profile of the A ring. This section of the thesis is based on studies by Tajeddine et al. (2017a) who recently discussed the common misconception that the 7:6 resonance with Janus alone maintains the outer A ring edge, showing that the combined effort of several resonances with several outer moons is required to confine the A ring as observed by the Cassini spacecraft. KW - celestial mechanics KW - diffusion KW - hydrodynamics KW - planets and satellites: rings KW - scattering Y1 - 2020 ER - TY - JOUR A1 - Wang, Wei A1 - Seno, Flavio A1 - Sokolov, Igor M. A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Unexpected crossovers in correlated random-diffusivity processes JF - New Journal of Physics N2 - 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. KW - diffusion KW - anomalous diffusion KW - non-Gaussianity KW - fractional Brownian motion Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/aba390 SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - JOUR A1 - Granado, Felipe Le Vot A1 - Abad, Enrique A1 - Metzler, Ralf A1 - Yuste, Santos B. T1 - Continuous time random walk in a velocity field BT - role of domain growth, Galilei-invariant advection-diffusion, and kinetics of particle mixing JF - New Journal of Physics N2 - 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 Lévy 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 Lévy 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. KW - diffusion KW - expanding medium KW - continuous time random walk Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/ab9ae2 SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - JOUR A1 - Sposini, Vittoria A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Seno, Flavio T1 - Universal spectral features of different classes of random-diffusivity processes JF - New Journal of Physics N2 - 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. KW - diffusion KW - power spectrum KW - random diffusivity KW - single trajectories Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/ab9200 SN - 1367-2630 VL - 22 IS - 6 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - JOUR A1 - Li, Yongge A1 - Mei, Ruoxing A1 - Xu, Yong A1 - Kurths, Jürgen A1 - Duan, Jinqiao A1 - Metzler, Ralf T1 - Particle dynamics and transport enhancement in a confined channel with position-dependent diffusivity JF - New Journal of Physics N2 - 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 Itô 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. KW - diffusion KW - channel KW - space-dependent diffusivity Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/ab81b9 SN - 1367-2630 VL - 22 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Vinod, Deepak A1 - Aghion, Erez A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Time averaging, ageing and delay analysis of financial time series JF - New journal of physics : the open-access journal for physics N2 - We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics. KW - time averaging KW - diffusion KW - geometric Brownian motion KW - financial time series Y1 - 2017 U6 - https://doi.org/10.1088/1367-2630/aa7199 SN - 1367-2630 VL - 19 SP - 135 EP - 147 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Dal Bianco, Andrea A1 - Wischke, Christian A1 - Zhou, Shuo A1 - Lendlein, Andreas T1 - Controlling surface properties and permeability of polyglycerol network films JF - Polymers for advanced technologies N2 - While branched polyglycerol (PG)-based molecules are well established as hydrophilic particles, the capacity of utilizing PG in bulk materials and opportunities arising by their further surface functionalization have only recently been considered. Here we investigated how the mold used in PG network synthesis may affect surface composition and how the permeability of substances through PG can be controlled by altering network structure, i.e. introducing 20mol% oligoethylene glycol (OEG) bifunctional spacer molecules. Overall, PG-based bulk network materials were shown to be tailorable, hydrophilic, low swelling and relatively stiff polyether-based materials, with low impact of salt onto material properties. Based on these features, but also on the principal capacity of free hydroxyl groups to be used for functionalization reactions, these materials may be an interesting platform for medical and technical applications, e.g. as diffusion-rate controlling membrane in aqueous environment. Copyright (c) 2016 John Wiley & Sons, Ltd. KW - polyglycerol KW - surface properties KW - diffusion KW - network structure Y1 - 2017 U6 - https://doi.org/10.1002/pat.3917 SN - 1042-7147 SN - 1099-1581 VL - 28 SP - 1263 EP - 1268 PB - Wiley CY - Hoboken ER - TY - JOUR A1 - Chen, Xuhui A1 - Pohl, Martin A1 - Bottcher, Markus A1 - Gao, Shan T1 - Particle diffusion and localized acceleration in inhomogeneous AGN jets - II. Stochastic variation JF - Monthly notices of the Royal Astronomical Society N2 - We study the stochastic variation of blazar emission under a 2D spatially resolved leptonic jet model we previously developed. Random events of particle acceleration and injection in small zones within the emission region are assumed to be responsible for flux variations. In addition to producing spectral energy distributions that describe the observed flux of Mrk 421, we further analyse the timing properties of the simulated light curves, such as the power spectral density (PSD) at different bands, flux-flux correlations, aswell as the cross-correlation function between X-rays and TeV gamma-rays. We find spectral breaks in the PSD at a time-scale comparable to the dominant characteristic time-scale in the system, which is usually the predefined decay time-scale of an acceleration event. Cooling imposes a delay, and so PSDs taken at lower energy bands in each emission component (synchrotron or inverse Compton) generally break at longer time-scales. The flux-flux correlation between X-rays and TeV gamma-rays can be either quadratic or linear, depending on whether or not there are large variation of the injection into the particle acceleration process. When the relationship is quadratic, the TeV flares lag the X-ray flares, and the optical and GeV flares are large enough to be comparable to the ones in X-ray. When the relationship is linear, the lags are insignificant, and the optical and GeV flares are small. KW - acceleration of particles KW - diffusion KW - radiation mechanisms: non-thermal KW - galaxies: active KW - BL Lacertae objects: individual: Mrk 421 KW - galaxies: jets Y1 - 2016 U6 - https://doi.org/10.1093/mnras/stw528 SN - 0035-8711 SN - 1365-2966 VL - 458 SP - 3260 EP - 3271 PB - Oxford Univ. Press CY - Oxford ER - TY - JOUR A1 - Beta, Carsten T1 - To turn or not to turn? JF - NEW JOURNAL OF PHYSICS N2 - Bacteria typically swim in straight runs, interruped by sudden turning events. In particular, some species are limited to a reversal in the swimming direction as the only turning maneuver at their disposal. In a recent article, Grossmann et al (2016 New J. Phys. 18 043009) introduce a theoretical framework to analyze the diffusive properties of active particles following this type of run-and-reverse pattern. Based on a stochastic clock model to mimic the regulatory pathway that triggers reversal events, they show that a run-and-reverse swimmer can optimize its diffusive spreading by tuning the reversal rate according to the level of rotational noise. With their approach, they open up promising new perspectives of how to incorporate the dynamics of intracellular signaling into coarse-grained active particle descriptions. KW - bacterial swimming KW - random walks KW - diffusion KW - stochastic models Y1 - 2016 U6 - https://doi.org/10.1088/1367-2630/18/5/051003 SN - 1367-2630 VL - 18 SP - 1 EP - 17 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Schwarzl, Maria A1 - Godec, Aljaz A1 - Oshanin, Gleb A1 - Metzler, Ralf T1 - A single predator charging a herd of prey: effects of self volume and predator-prey decision-making JF - Journal of physics : A, Mathematical and theoretical N2 - We study the degree of success of a single predator hunting a herd of prey on a two-dimensional square lattice landscape. We explicitly consider the self volume of the prey restraining their dynamics on the lattice. The movement of both predator and prey is chosen to include an intelligent, decision making step based on their respective sighting ranges, the radius in which they can detect the other species (prey cannot recognise each other besides the self volume interaction): after spotting each other the motion of prey and predator turns from a nearest neighbour random walk into directed escape or chase, respectively. We consider a large range of prey densities and sighting ranges and compute the mean first passage time for a predator to catch a prey as well as characterise the effective dynamics of the hunted prey. We find that the prey's sighting range dominates their life expectancy and the predator profits more from a bad eyesight of the prey than from his own good eye sight. We characterise the dynamics in terms of the mean distance between the predator and the nearest prey. It turns out that effectively the dynamics of this distance coordinate can be captured in terms of a simple Ornstein–Uhlenbeck picture. Reducing the many-body problem to a simple two-body problem by imagining predator and nearest prey to be connected by an effective Hookean bond, all features of the model such as prey density and sighting ranges merge into the effective binding constant. KW - first passage process KW - diffusion KW - predator-prey model Y1 - 2016 U6 - https://doi.org/10.1088/1751-8113/49/22/225601 SN - 1751-8113 SN - 1751-8121 VL - 49 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Prokopovic, Vladimir Z. A1 - Vikulina, Anna S. A1 - Sustr, David A1 - Duschl, Claus A1 - Volodkin, Dmitry T1 - Biodegradation-Resistant Multilayers Coated with Gold Nanoparticles. Toward a Tailor-made Artificial Extracellular Matrix JF - Journal of colloid and interface science N2 - Polymer multicomponent coatings such as multilayers mimic an extracellular, matrix (ECM) that attracts significant attention for the use of the multilayers as functional supports for advanced cell culture and tissue engineering. Herein, biodegradation and molecular transport in hyaluronan/polylysine multilayers coated with gold nanoparticles were described. Nanoparticle coating acts as a semipermeable barrier that governs molecular transport into/from the multilayers, and makes them biodegradation-resistant. Model protein lysozyme (mimics of ECM-soluble signals) diffuses into the multilayers as fast- and, slow-diffusing populations existing in an equilibrium,. Such a. composite system may have high potential to be exploited as degradation-resistant drug-delivery platforms suitable for cell-based applications. KW - hyaluronic acid KW - polylysine KW - diffusion KW - semipermeable KW - fluorescence recovery after photobleaching KW - layer-by-layer KW - enzymatic degradation KW - cell adhesion Y1 - 2016 U6 - https://doi.org/10.1021/acsami.6b10095 SN - 1944-8244 VL - 8 SP - 24345 EP - 24349 PB - American Chemical Society CY - Washington ER - TY - JOUR A1 - Weber, Ariane A1 - Bahrs, Marco A1 - Alirezaeizanjani, Zahra A1 - Zhang, Xingyu A1 - Beta, Carsten A1 - Zaburdaev, Vasily T1 - Rectification of Bacterial Diffusion in Microfluidic Labyrinths JF - Frontiers in Physics N2 - In nature as well as in the context of infection and medical applications, bacteria often have to move in highly complex environments such as soil or tissues. Previous studies have shown that bacteria strongly interact with their surroundings and are often guided by confinements. Here, we investigate theoretically how the dispersal of swimming bacteria can be augmented by microfluidic environments and validate our theoretical predictions experimentally. We consider a system of bacteria performing the prototypical run-and-tumble motion inside a labyrinth with square lattice geometry. Narrow channels between the square obstacles limit the possibility of bacteria to reorient during tumbling events to an area where channels cross. Thus, by varying the geometry of the lattice it might be possible to control the dispersal of cells. We present a theoretical model quantifying diffusive spreading of a run-and-tumble random walker in a square lattice. Numerical simulations validate our theoretical predictions for the dependence of the diffusion coefficient on the lattice geometry. We show that bacteria moving in square labyrinths exhibit enhanced dispersal as compared to unconfined cells. Importantly, confinement significantly extends the duration of the phase with strongly non-Gaussian diffusion, when the geometry of channels is imprinted in the density profiles of spreading cells. Finally, in good agreement with our theoretical findings, we observe the predicted behaviors in experiments with E. coli bacteria swimming in a square lattice labyrinth created in amicrofluidic device. Altogether, our comprehensive understanding of bacterial dispersal in a simple two-dimensional labyrinth makes the first step toward the analysis of more complex geometries relevant for real world applications. KW - diffusion KW - rectification KW - random walk KW - bacteria KW - confinement Y1 - 2019 U6 - https://doi.org/10.3389/fphy.2019.00148 SN - 2296-424X SN - 0429-7725 VL - 7 PB - Frontiers Media CY - Lausanne ER - TY - JOUR A1 - Ślęzak, Jakub A1 - Burnecki, Krzysztof A1 - Metzler, Ralf T1 - Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems JF - New Journal of Physics N2 - 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. KW - diffusion KW - Langevin equation KW - Brownian yet non-Gaussian diffusion KW - diffusing diffusivity KW - superstatistics KW - autoregressive models KW - time series analysis KW - codifference Y1 - 2019 U6 - https://doi.org/10.1088/1367-2630/ab3366 SN - 1367-2630 VL - 21 PB - Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics CY - Bad Honnef und London ER - TY - JOUR A1 - Sposini, Vittoria A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Single-trajectory spectral analysis of scaled Brownian motion JF - New Journal of Physics N2 - 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. KW - diffusion KW - anomalous diffusion KW - power spectral analysis KW - single trajectory analysis Y1 - 2019 U6 - https://doi.org/10.1088/1367-2630/ab2f52 SN - 1367-2630 VL - 21 PB - Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics CY - Bad Honnef und London ER - TY - JOUR A1 - Ślęzak, Jakub A1 - Metzler, Ralf A1 - Magdziarz, Marcin T1 - Codifference can detect ergodicity breaking and non-Gaussianity JF - New Journal of Physics N2 - 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. KW - diffusion KW - stochastic time series KW - anomalous diffusion Y1 - 2019 U6 - https://doi.org/10.1088/1367-2630/ab13f3 SN - 1367-2630 VL - 21 PB - Deutsche Physikalische Gesellschaft CY - Bad Honnef ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Vinod, Deepak A1 - Aghion, Erez A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Time averaging, ageing and delay analysis of financial time series JF - New journal of physics N2 - We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black–Scholes–Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics. KW - time averaging KW - diffusion KW - geometric Brownian motion KW - financial time series Y1 - 2017 U6 - https://doi.org/10.1088/1367-2630/aa7199 SN - 1367-2630 VL - 19 SP - 1 EP - 11 PB - IOP CY - London ER - TY - JOUR A1 - Chen, Xuhui A1 - Pohl, Martin A1 - Böttcher, Markus T1 - Particle diffusion and localized acceleration in inhomogeneous AGN jets - I. Steady-state spectra JF - Monthly notices of the Royal Astronomical Society N2 - We study the acceleration, transport, and emission of particles in relativistic jets. Localized stochastic particle acceleration, spatial diffusion, and synchrotron as well as synchrotron self-Compton (SSC) emission are considered in a leptonic model. To account for inhomogeneity, we use a 2D axisymmetric cylindrical geometry for both relativistic electrons and magnetic field. In this first phase of our work, we focus on steady-state spectra that develop from a time-dependent model. We demonstrate that small isolated acceleration region in a much larger emission volume are sufficient to accelerate particles to high energy. Diffusive escape from these small regions provides a natural explanation for the spectral form of the jet emission. The location of the acceleration regions within the jet is found to affect the cooling break of the spectrum in this diffusive model. Diffusion-caused energy-dependent inhomogeneity in the jets predicts that the SSC spectrum is harder than the synchrotron spectrum. There can also be a spectral hardening towards the high-energy section of the synchrotron spectrum, if particle escape is relatively slow. These two spectral hardening effects indicate that the jet inhomogeneity might be a natural explanation for the unexpected hard. gamma-ray spectra observed in some blazars. KW - acceleration of particles KW - diffusion KW - radiation mechanisms: non-thermal KW - galaxies:active KW - galaxies: jets Y1 - 2015 U6 - https://doi.org/10.1093/mnras/stu2438 SN - 0035-8711 SN - 1365-2966 VL - 447 IS - 1 SP - 530 EP - 544 PB - Oxford Univ. Press CY - Oxford ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity JF - Journal of statistical mechanics: theory and experiment N2 - We study generalized anomalous diffusion processes whose diffusion coefficient D(x, t) similar to D-0x(alpha)t(beta) depends on both the position x of the test particle and the process time t. This process thus combines the features of scaled Brownian motion and heterogeneous diffusion parent processes. We compute the ensemble and time averaged mean squared displacements of this generalized diffusion process. The scaling exponent of the ensemble averaged mean squared displacement is shown to be the product of the critical exponents of the parent processes, and describes both subdiffusive and superdiffusive systems. We quantify the amplitude fluctuations of the time averaged mean squared displacement as function of the length of the time series and the lag time. In particular, we observe a weak ergodicity breaking of this generalized diffusion process: even in the long time limit the ensemble and time averaged mean squared displacements are strictly disparate. When we start to observe this process some time after its initiation we observe distinct features of ageing. We derive a universal ageing factor for the time averaged mean squared displacement containing all information on the ageing time and the measurement time. External confinement is shown to alter the magnitudes and statistics of the ensemble and time averaged mean squared displacements. KW - diffusion Y1 - 2015 U6 - https://doi.org/10.1088/1742-5468/2015/05/P05010 SN - 1742-5468 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Prokopovic, Vladimir Z. A1 - Duschl, Claus A1 - Volodkin, Dmitry T1 - Hyaluronic Acid/Poly-l-Lysine Multilayers as Reservoirs for Storage and Release of Small Charged Molecules JF - Macromolecular bioscience N2 - Polyelectrolyte multilayer films are nowadays very attractive for bioapplications due to their tunable properties and ability to control cellular response. Here we demonstrate that multilayers made of hyaluronic acid and poly-l-lysine act as high-capacity reservoirs for small charged molecules. Strong accumulation within the film is explained by electrostatically driven binding to free charges of polyelectrolytes. Binding and release mechanisms are discussed based on charge balance and polymer dynamics in the film. Our results show that transport of molecules through the film-solution interface limits the release rate. The multilayers might serve as an effective platform for drug delivery and tissue engineering due to high potential for drug loading and controlled release. KW - diffusion KW - drug delivery KW - dye KW - release mechanism Y1 - 2015 U6 - https://doi.org/10.1002/mabi.201500093 SN - 1616-5187 SN - 1616-5195 VL - 15 IS - 10 SP - 1357 EP - 1363 PB - Wiley-VCH CY - Weinheim ER - TY - JOUR A1 - Shin, Jaeoh A1 - Cherstvy, Andrey G. A1 - Kim, Won Kyu A1 - Metzler, Ralf T1 - Facilitation of polymer looping and giant polymer diffusivity in crowded solutions of active particles JF - New journal of physics : the open-access journal for physics N2 - We study the dynamics of polymer chains in a bath of self-propelled particles (SPP) by extensive Langevin dynamics simulations in a two-dimensional model system. Specifically, we analyse the polymer looping properties versus the SPP activity and investigate how the presence of the active particles alters the chain conformational statistics. We find that SPPs tend to extend flexible polymer chains, while they rather compactify stiffer semiflexible polymers, in agreement with previous results. Here we show that higher activities of SPPs yield a higher effective temperature of the bath and thus facilitate the looping kinetics of a passive polymer chain. We explicitly compute the looping probability and looping time in a wide range of the model parameters. We also analyse the motion of a monomeric tracer particle and the polymer's centre of mass in the presence of the active particles in terms of the time averaged mean squared displacement, revealing a giant diffusivity enhancement for the polymer chain via SPP pooling. Our results are applicable to rationalising the dimensions and looping kinetics of biopolymers at constantly fluctuating and often actively driven conditions inside biological cells or in suspensions of active colloidal particles or bacteria cells. KW - diffusion KW - active transport KW - polymers Y1 - 2015 U6 - https://doi.org/10.1088/1367-2630/17/11/113008 SN - 1367-2630 VL - 17 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Palyulin, Vladimir V. A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Space-fractional Fokker-Planck equation and optimization of random search processes in the presence of an external bias JF - Journal of statistical mechanics: theory and experiment N2 - Based on the space-fractional Fokker-Planck equation with a delta-sink term, we study the efficiency of random search processes based on Levy flights with power-law distributed jump lengths in the presence of an external drift, for instance, an underwater current, an airflow, or simply the preference of the searcher based on prior experience. While Levy flights turn out to be efficient search processes when the target is upstream relative to the starting point, in the downstream scenario, regular Brownian motion turns out to be advantageous. This is caused by the occurrence of leapovers of Levy flights, due to which Levy flights typically overshoot a point or small interval. Studying the solution of the fractional Fokker-Planck equation, we establish criteria when the combination of the external stream and the initial distance between the starting point and the target favours Levy flights over the regular Brownian search. Contrary to the common belief that Levy flights with a Levy index alpha = 1 (i.e. Cauchy flights) are optimal for sparse targets, we find that the optimal value for alpha may range in the entire interval (1, 2) and explicitly include Brownian motion as the most efficient search strategy overall. KW - driven diffusive systems (theory) KW - fluctuations (theory) KW - stochastic processes (theory) KW - diffusion Y1 - 2014 U6 - https://doi.org/10.1088/1742-5468/2014/11/P11031 SN - 1742-5468 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Palyulin, Vladimir V. A1 - Metzler, Ralf T1 - How a finite potential barrier decreases the mean first-passage time JF - Journal of statistical mechanics: theory and experiment N2 - We consider the mean first-passage time of a random walker moving in a potential landscape on a finite interval, the starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate that the mean first-passage time for a piecewise linear curve between these two points is minimized by the introduction of a potential barrier. Due to thermal fluctuations, this barrier may be crossed. It turns out that the corresponding expense for this activation is less severe than the gain from an increased slope towards the end point. In particular, the resulting mean first-passage time is shorter than for a linear potential drop between the two points. KW - diffusion Y1 - 2012 U6 - https://doi.org/10.1088/1742-5468/2012/03/L03001 SN - 1742-5468 IS - 1 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Magdziarz, Marcin A1 - Metzler, Ralf A1 - Szczotka, Wladyslaw A1 - Zebrowski, Piotr T1 - Correlated continuous-time random walks-scaling limits and Langevin picture JF - Journal of statistical mechanics: theory and experiment N2 - In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations. KW - stochastic processes (theory) KW - diffusion Y1 - 2012 U6 - https://doi.org/10.1088/1742-5468/2012/04/P04010 SN - 1742-5468 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Chechkin, Aleksei V. A1 - Lenz, F. A1 - Klages, Rainer T1 - Normal and anomalous fluctuation relations for gaussian stochastic dynamics JF - Journal of statistical mechanics: theory and experiment N2 - We study transient work fluctuation relations (FRs) for Gaussian stochastic systems generating anomalous diffusion. For this purpose we use a Langevin approach by employing two different types of additive noise: (i) internal noise where the fluctuation dissipation relation of the second kind (FDR II) holds, and (ii) external noise without FDR II. For internal noise we demonstrate that the existence of FDR II implies the existence of the fluctuation dissipation relation of the first kind (FDR I), which in turn leads to conventional (normal) forms of transient work FRs. For systems driven by external noise we obtain violations of normal FRs, which we call anomalous FRs. We derive them in the long-time limit and demonstrate the existence of logarithmic factors in FRs for intermediate times. We also outline possible experimental verifications. KW - stochastic particle dynamics (theory) KW - fluctuations (theory) KW - stochastic processes (theory) KW - diffusion Y1 - 2012 U6 - https://doi.org/10.1088/1742-5468/2012/11/L11001 SN - 1742-5468 IS - 4 PB - IOP Publ. Ltd. CY - Bristol ER -