TY - JOUR A1 - Cherstvy, Andrey G. A1 - Nagel, Oliver A1 - Beta, Carsten A1 - Metzler, Ralf T1 - Non-Gaussianity, population heterogeneity, and transient superdiffusion in the spreading dynamics of amoeboid cells JF - Physical chemistry, chemical physics : a journal of European Chemical Societies N2 - What is the underlying diffusion process governing the spreading dynamics and search strategies employed by amoeboid cells? Based on the statistical analysis of experimental single-cell tracking data of the two-dimensional motion of the Dictyostelium discoideum amoeboid cells, we quantify their diffusive behaviour based on a number of standard and complementary statistical indicators. We compute the ensemble- and time-averaged mean-squared displacements (MSDs) of the diffusing amoebae cells and observe a pronounced spread of short-time diffusion coefficients and anomalous MSD-scaling exponents for individual cells. The distribution functions of the cell displacements, the long-tailed distribution of instantaneous speeds, and the velocity autocorrelations are also computed. In particular, we observe a systematic superdiffusive short-time behaviour for the ensemble- and time-averaged MSDs of the amoeboid cells. Also, a clear anti-correlation of scaling exponents and generalised diffusivity values for different cells is detected. Most significantly, we demonstrate that the distribution function of the cell displacements has a strongly non-Gaussian shape andusing a rescaled spatio-temporal variablethe cell-displacement data collapse onto a universal master curve. The current analysis of single-cell motions can be implemented for quantifying diffusive behaviours in other living-matter systems, in particular, when effects of active transport, non-Gaussian displacements, and heterogeneity of the population are involved in the dynamics. Y1 - 2018 U6 - https://doi.org/10.1039/c8cp04254c SN - 1463-9076 SN - 1463-9084 VL - 20 IS - 35 SP - 23034 EP - 23054 PB - Royal Society of Chemistry CY - Cambridge 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 - 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 - Dybiec, Bartlomiej A1 - Capala, Karol A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Conservative random walks in confining potentials JF - Journal of physics : A, Mathematical and theoretical N2 - Levy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic systems, or even the dynamics in quantum systems such as cold atoms. In the simplest version Levy walks move with a finite speed. Here, we present an extension of the Levy walk scenario for the case when external force fields influence the motion. The resulting motion is a combination of the response to the deterministic force acting on the particle, changing its velocity according to the principle of total energy conservation, and random velocity reversals governed by the distribution of waiting times. For the fact that the motion stays conservative, that is, on a constant energy surface, our scenario is fundamentally different from thermal motion in the same external potentials. In particular, we present results for the velocity and position distributions for single well potentials of different steepness. The observed dynamics with its continuous velocity changes enriches the theory of Levy walk processes and will be of use in a variety of systems, for which the particles are externally confined. KW - Levy walk KW - conservative random walks KW - Levy flight Y1 - 2018 U6 - https://doi.org/10.1088/1751-8121/aaefc2 SN - 1751-8113 SN - 1751-8121 VL - 52 IS - 1 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Mardoukhi, Yousof A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Spurious ergodicity breaking in normal and fractional Ornstein–Uhlenbeck process JF - New Journal of Physics N2 - The Ornstein–Uhlenbeck process is a stationary and ergodic Gaussian process, that is fully determined by its covariance function and mean. We show here that the generic definitions of the ensemble- and time-averaged mean squared displacements fail to capture these properties consistently, leading to a spurious ergodicity breaking. We propose to remedy this failure by redefining the mean squared displacements such that they reflect unambiguously the statistical properties of any stochastic process. In particular we study the effect of the initial condition in the Ornstein–Uhlenbeck process and its fractional extension. For the fractional Ornstein–Uhlenbeck process representing typical experimental situations in crowded environments such as living biological cells, we show that the stationarity of the process delicately depends on the initial condition. KW - Ornstein–Uhlenbeck process KW - stationary stochastic process KW - ensemble and time averaged mean squared displacement Y1 - 2020 U6 - https://doi.org/10.1088/1367-2630/ab950b SN - 1367-2630 VL - 22 PB - IOP CY - London ER - TY - JOUR A1 - Eliazar, Iddo A1 - Metzler, Ralf A1 - Reuveni, Shlomi T1 - Poisson-process limit laws yield Gumbel max-min and min-max JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - “A chain is only as strong as its weakest link” says the proverb. But what about a collection of statistically identical chains: How long till all chains fail? The answer to this question is given by the max-min of a matrix whose (i,j)entry is the failure time of link j of chain i: take the minimum of each row, and then the maximum of the rows' minima. The corresponding min-max is obtained by taking the maximum of each column, and then the minimum of the columns' maxima. The min-max applies to the storage of critical data. Indeed, consider multiple backup copies of a set of critical data items, and consider the (i,j) matrix entry to be the time at which item j on copy i is lost; then, the min-max is the time at which the first critical data item is lost. In this paper we address random matrices whose entries are independent and identically distributed random variables. We establish Poisson-process limit laws for the row's minima and for the columns' maxima. Then, we further establish Gumbel limit laws for the max-min and for the min-max. The limit laws hold whenever the entries' distribution has a density, and yield highly applicable approximation tools and design tools for the max-min and min-max of large random matrices. A brief of the results presented herein is given in: Gumbel central limit theorem for max-min and min-max Y1 - 2019 U6 - https://doi.org/10.1103/PhysRevE.100.022129 SN - 2470-0045 SN - 2470-0053 VL - 100 IS - 2 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Eliazar, Iddo A1 - Metzler, Ralf A1 - Reuveni, Shlomi T1 - Gumbel central limit theorem for max-min and min-max JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - The max-min and min-max of matrices arise prevalently in science and engineering. However, in many real-world situations the computation of the max-min and min-max is challenging as matrices are large and full information about their entries is lacking. Here we take a statistical-physics approach and establish limit laws—akin to the central limit theorem—for the max-min and min-max of large random matrices. The limit laws intertwine random-matrix theory and extreme-value theory, couple the matrix dimensions geometrically, and assert that Gumbel statistics emerge irrespective of the matrix entries' distribution. Due to their generality and universality, as well as their practicality, these results are expected to have a host of applications in the physical sciences and beyond. Y1 - 2019 U6 - https://doi.org/10.1103/PhysRevE.100.020104 SN - 2470-0045 SN - 2470-0053 VL - 100 IS - 2 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Javanainen, Matti A1 - Martinez-Seara, Hector A1 - Metzler, Ralf A1 - Vattulainen, Ilpo T1 - Diffusion of Integral Membrane Proteins in Protein-Rich Membranes JF - The journal of physical chemistry letters N2 - The lateral diffusion of embedded proteins along lipid membranes in protein-poor conditions has been successfully described in terms of the Saffman-Delbruck (SD) model, which predicts that the protein diffusion coefficient D is weakly dependent on its radius R as D proportional to ln(1/R). However, instead of being protein-poor, native cell membranes are extremely crowded with proteins. On the basis of extensive molecular simulations, we here demonstrate that protein crowding of the membrane at physiological levels leads to deviations from the SD relation and to the emergence of a stronger Stokes-like dependence D proportional to 1/R. We propose that this 1/R law mainly arises due to geometrical factors: smaller proteins are able to avoid confinement effects much better than their larger counterparts. The results highlight that the lateral dynamics in the crowded setting found in native membranes is radically different from protein-poor conditions and plays a significant role in formation of functional multiprotein complexes. Y1 - 2017 U6 - https://doi.org/10.1021/acs.jpclett.7b01758 SN - 1948-7185 VL - 8 SP - 4308 EP - 4313 PB - American Chemical Society CY - Washington ER - TY - JOUR A1 - Palyulin, Vladimir V. A1 - Mantsevich, Vladimir N. A1 - Klages, Rainer A1 - Metzler, Ralf A1 - Chechkin, Aleksei V. T1 - Comparison of pure and combined search strategies for single and multiple targets JF - The European physical journal : B, Condensed matter and complex systems N2 - We address the generic problem of random search for a point-like target on a line. Using the measures of search reliability and efficiency to quantify the random search quality, we compare Brownian search with Levy search based on long-tailed jump length distributions. We then compare these results with a search process combined of two different long-tailed jump length distributions. Moreover, we study the case of multiple targets located by a Levy searcher. Y1 - 2017 U6 - https://doi.org/10.1140/epjb/e2017-80372-4 SN - 1434-6028 SN - 1434-6036 VL - 90 SP - 20 EP - 37 PB - Springer CY - New York ER - TY - JOUR A1 - Caetano, Daniel L. Z. A1 - de Carvalho, Sidney J. A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. T1 - Critical adsorption of periodic and random polyampholytes onto charged surfaces JF - Physical chemistry, chemical physics : a journal of European Chemical Societies N2 - How different are the properties of critical adsorption of polyampholytes and polyelectrolytes onto charged surfaces? How important are the details of polyampholyte charge distribution on the onset of critical adsorption transition? What are the scaling relations governing the dependence of critical surface charge density on salt concentration in the surrounding solution? Here, we employ Metropolis Monte Carlo simulations and uncover the scaling relations for critical adsorption for quenched periodic and random charge distributions along the polyampholyte chains. We also evaluate and discuss the dependence of the adsorbed layer width on solution salinity and details of the charge distribution. We contrast our findings to the known results for polyelectrolyte adsorption onto oppositely charged surfaces, in particular, their dependence on electrolyte concentration. Y1 - 2017 U6 - https://doi.org/10.1039/c7cp04040g SN - 1463-9076 SN - 1463-9084 VL - 19 SP - 23397 EP - 23413 PB - Royal Society of Chemistry CY - Cambridge ER - TY - JOUR A1 - Krapf, Diego A1 - Metzler, Ralf T1 - Strange interfacial molecular dynamics JF - Physics today Y1 - 2019 U6 - https://doi.org/10.1063/PT.3.4294 SN - 0031-9228 SN - 1945-0699 VL - 72 IS - 9 SP - 48 EP - 54 PB - American Institute of Physics CY - Melville ER - TY - JOUR A1 - Teomy, Eial A1 - Metzler, Ralf T1 - Transport in exclusion processes with one-step memory: density dependence and optimal acceleration JF - Journal of physics : A, Mathematical and theoretical N2 - We study a lattice gas of persistent walkers, in which each site is occupied by at most one particle and the direction each particle attempts to move to depends on its last step. We analyse the mean squared displacement (MSD) of the particles as a function of the particle density and their persistence (the tendency to continue moving in the same direction). For positive persistence the MSD behaves as expected: it increases with the persistence and decreases with the density. However, for strong anti-persistence we find two different regimes, in which the dependence of the MSD on the density is non-monotonic. For very strong anti-persistence there is an optimal density at which the MSD reaches a maximum. In an intermediate regime, the MSD as a function of the density exhibits both a minimum and a maximum, a phenomenon which has not been observed before. We derive a mean-field theory which qualitatively explains this behaviour. KW - exclusion process KW - persistence KW - lattice gas Y1 - 2019 U6 - https://doi.org/10.1088/1751-8121/ab37e4 SN - 1751-8113 SN - 1751-8121 VL - 52 IS - 38 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Palyulin, Vladimir V. A1 - Blackburn, George A1 - Lomholt, Michael A. A1 - Watkins, Nicholas W. A1 - Metzler, Ralf A1 - Klages, Rainer A1 - Chechkin, Aleksei V. T1 - First passage and first hitting times of Levy flights and Levy walks JF - New journal of physics : the open-access journal for physics N2 - For both Lévy flight and Lévy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For Lévy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ('leapovers'), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the Lévy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms. KW - Levy flights KW - Levy walks KW - first-passage time KW - first-hitting time Y1 - 2019 U6 - https://doi.org/10.1088/1367-2630/ab41bb SN - 1367-2630 VL - 21 IS - 10 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Teomy, Eial A1 - Metzler, Ralf T1 - Correlations and transport in exclusion processes with general finite memory JF - Journal of statistical mechanics: theory and experiment KW - Brownian motion KW - exclusion processes Y1 - 2019 U6 - https://doi.org/10.1088/1742-5468/ab47fb SN - 1742-5468 VL - 2019 IS - 10 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Hou, Ru A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf A1 - Akimoto, Takuma T1 - Biased continuous-time random walks for ordinary and equilibrium cases BT - facilitation of diffusion, ergodicity breaking and ageing JF - Physical chemistry, chemical physics : a journal of European Chemical Societies N2 - We examine renewal processes with power-law waiting time distributions (WTDs) and non-zero drift via computing analytically and by computer simulations their ensemble and time averaged spreading characteristics. All possible values of the scaling exponent alpha are considered for the WTD psi(t) similar to 1/t(1+alpha). We treat continuous-time random walks (CTRWs) with 0 < alpha < 1 for which the mean waiting time diverges, and investigate the behaviour of the process for both ordinary and equilibrium CTRWs for 1 < alpha < 2 and alpha > 2. We demonstrate that in the presence of a drift CTRWs with alpha < 1 are ageing and non-ergodic in the sense of the non-equivalence of their ensemble and time averaged displacement characteristics in the limit of lag times much shorter than the trajectory length. In the sense of the equivalence of ensemble and time averages, CTRW processes with 1 < alpha < 2 are ergodic for the equilibrium and non-ergodic for the ordinary situation. Lastly, CTRW renewal processes with alpha > 2-both for the equilibrium and ordinary situation-are always ergodic. For the situations 1 < alpha < 2 and alpha > 2 the variance of the diffusion process, however, depends on the initial ensemble. For biased CTRWs with alpha > 1 we also investigate the behaviour of the ergodicity breaking parameter. In addition, we demonstrate that for biased CTRWs the Einstein relation is valid on the level of the ensemble and time averaged displacements, in the entire range of the WTD exponent alpha. Y1 - 2018 U6 - https://doi.org/10.1039/c8cp01863d SN - 1463-9076 SN - 1463-9084 VL - 20 IS - 32 SP - 20827 EP - 20848 PB - Royal Society of Chemistry CY - Cambridge ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Thapa, Samudrajit A1 - Mardoukhi, Yousof A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Time averages and their statistical variation for the Ornstein-Uhlenbeck process BT - Role of initial particle distributions and relaxation to stationarity JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - How ergodic is diffusion under harmonic confinements? How strongly do ensemble- and time-averaged displacements differ for a thermally-agitated particle performing confined motion for different initial conditions? We here study these questions for the generic Ornstein-Uhlenbeck (OU) process and derive the analytical expressions for the second and fourth moment. These quantifiers are particularly relevant for the increasing number of single-particle tracking experiments using optical traps. For a fixed starting position, we discuss the definitions underlying the ensemble averages. We also quantify effects of equilibrium and nonequilibrium initial particle distributions onto the relaxation properties and emerging nonequivalence of the ensemble- and time-averaged displacements (even in the limit of long trajectories). We derive analytical expressions for the ergodicity breaking parameter quantifying the amplitude scatter of individual time-averaged trajectories, both for equilibrium and outof-equilibrium initial particle positions, in the entire range of lag times. Our analytical predictions are in excellent agreement with results of computer simulations of the Langevin equation in a parabolic potential. We also examine the validity of the Einstein relation for the ensemble- and time-averaged moments of the OU-particle. Some physical systems, in which the relaxation and nonergodic features we unveiled may be observable, are discussed. Y1 - 2018 U6 - https://doi.org/10.1103/PhysRevE.98.022134 SN - 2470-0045 SN - 2470-0053 VL - 98 IS - 2 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Aydiner, Ekrem A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Wealth distribution, Pareto law, and stretched exponential decay of money BT - Computer simulations analysis of agent-based models JF - Physica : europhysics journal ; A, Statistical mechanics and its applications N2 - We study by Monte Carlo simulations a kinetic exchange trading model for both fixed and distributed saving propensities of the agents and rationalize the person and wealth distributions. We show that the newly introduced wealth distribution – that may be more amenable in certain situations – features a different power-law exponent, particularly for distributed saving propensities of the agents. For open agent-based systems, we analyze the person and wealth distributions and find that the presence of trap agents alters their amplitude, leaving however the scaling exponents nearly unaffected. For an open system, we show that the total wealth – for different trap agent densities and saving propensities of the agents – decreases in time according to the classical Kohlrausch–Williams–Watts stretched exponential law. Interestingly, this decay does not depend on the trap agent density, but rather on saving propensities. The system relaxation for fixed and distributed saving schemes are found to be different. KW - Econophysics KW - Wealth and income distribution KW - Pareto law KW - Scaling exponents Y1 - 2017 U6 - https://doi.org/10.1016/j.physa.2017.08.017 SN - 0378-4371 SN - 1873-2119 VL - 490 SP - 278 EP - 288 PB - Elsevier CY - Amsterdam ER - TY - GEN A1 - Javanainen, Matti A1 - Martinez-Seara, Hector A1 - Metzler, Ralf A1 - Vattulainen, Ilpo Tapio T1 - Diffusion of Proteins and Lipids in Protein-Rich Membranesa T2 - Biophysical journal Y1 - 2018 U6 - https://doi.org/10.1016/j.bpj.2017.11.3009 SN - 0006-3495 SN - 1542-0086 VL - 114 IS - 3 SP - 551A EP - 551A PB - Cell Press CY - Cambridge ER - TY - JOUR A1 - Krapf, Diego A1 - Marinari, Enzo A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Xu, Xinran A1 - Squarcini, Alessio T1 - Power spectral density of a single Brownian trajectory BT - what one can and cannot learn from it JF - New journal of physics : the open-access journal for physics N2 - The power spectral density (PSD) of any time-dependent stochastic processX (t) is ameaningful feature of its spectral content. In its text-book definition, the PSD is the Fourier transform of the covariance function of X-t over an infinitely large observation timeT, that is, it is defined as an ensemble-averaged property taken in the limitT -> infinity. Alegitimate question is what information on the PSD can be reliably obtained from single-trajectory experiments, if one goes beyond the standard definition and analyzes the PSD of a single trajectory recorded for a finite observation timeT. In quest for this answer, for a d-dimensional Brownian motion (BM) we calculate the probability density function of a single-trajectory PSD for arbitrary frequency f, finite observation time T and arbitrary number k of projections of the trajectory on different axes. We show analytically that the scaling exponent for the frequency-dependence of the PSD specific to an ensemble of BM trajectories can be already obtained from a single trajectory, while the numerical amplitude in the relation between the ensemble-averaged and single-trajectory PSDs is afluctuating property which varies from realization to realization. The distribution of this amplitude is calculated exactly and is discussed in detail. Our results are confirmed by numerical simulations and single-particle tracking experiments, with remarkably good agreement. In addition we consider a truncated Wiener representation of BM, and the case of a discrete-time lattice random walk. We highlight some differences in the behavior of a single-trajectory PSD for BM and for the two latter situations. The framework developed herein will allow for meaningful physical analysis of experimental stochastic trajectories. KW - power spectral density KW - single-trajectory analysis KW - probability density function KW - exact results Y1 - 2018 U6 - https://doi.org/10.1088/1367-2630/aaa67c SN - 1367-2630 VL - 20 PB - IOP Publ. Ltd. CY - Bristol ER - TY - GEN A1 - Gudowska-Nowak, Ewa A1 - Lindenberg, Katja A1 - Metzler, Ralf T1 - Preface: Marian Smoluchowski’s 1916 paper—a century of inspiration T2 - Journal of physics : A, Mathematical and theoretical Y1 - 2017 U6 - https://doi.org/10.1088/1751-8121/aa8529 SN - 1751-8113 SN - 1751-8121 VL - 50 IS - 38 PB - IOP Publ. Ltd. CY - Bristol ER -