TY - GEN A1 - Xu, Pengbo A1 - Zhou, Tian A1 - Metzler, Ralf A1 - Deng, Weihua T1 - Stochastic harmonic trapping of a Lévy walk: transport and first-passage dynamics under soft resetting strategies T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1262 KW - diffusion KW - anomalous diffusion KW - stochastic resetting KW - Levy walks Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-560402 SN - 1866-8372 SP - 1 EP - 28 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - GEN A1 - Sarabadani, Jalal A1 - Metzler, Ralf A1 - Ala-Nissila, Tapio T1 - Driven polymer translocation into a channel: Isoflux tension propagation theory and Langevin dynamics simulations T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - Isoflux tension propagation (IFTP) theory and Langevin dynamics (LD) simulations are employed to study the dynamics of channel-driven polymer translocation in which a polymer translocates into a narrow channel and the monomers in the channel experience a driving force fc. In the high driving force limit, regardless of the channel width, IFTP theory predicts τ ∝ f βc for the translocation time, where β = −1 is the force scaling exponent. Moreover, LD data show that for a very narrow channel fitting only a single file of monomers, the entropic force due to the subchain inside the channel does not play a significant role in the translocation dynamics and the force exponent β = −1 regardless of the force magnitude. As the channel width increases the number of possible spatial configurations of the subchain inside the channel becomes significant and the resulting entropic force causes the force exponent to drop below unity. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1292 Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-574387 SN - 1866-8372 IS - 1292 SP - 033003-1 EP - 033003-14 ER - TY - GEN A1 - Vilk, Ohad A1 - Aghion, Erez A1 - Avgar, Tal A1 - Beta, Carsten A1 - Nagel, Oliver A1 - Sabri, Adal A1 - Sarfati, Raphael A1 - Schwartz, Daniel K. A1 - Weiß, Matthias A1 - Krapf, Diego A1 - Nathan, Ran A1 - Metzler, Ralf A1 - Assaf, Michael T1 - Unravelling the origins of anomalous diffusion BT - from molecules to migrating storks T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - Anomalous diffusion or, more generally, anomalous transport, with nonlinear dependence of the mean-squared displacement on the measurement time, is ubiquitous in nature. It has been observed in processes ranging from microscopic movement of molecules to macroscopic, large-scale paths of migrating birds. Using data from multiple empirical systems, spanning 12 orders of magnitude in length and 8 orders of magnitude in time, we employ a method to detect the individual underlying origins of anomalous diffusion and transport in the data. This method decomposes anomalous transport into three primary effects: long-range correlations (“Joseph effect”), fat-tailed probability density of increments (“Noah effect”), and nonstationarity (“Moses effect”). We show that such a decomposition of real-life data allows us to infer nontrivial behavioral predictions and to resolve open questions in the fields of single-particle tracking in living cells and movement ecology. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1303 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-577643 SN - 1866-8372 IS - 1303 ER - TY - GEN A1 - Seckler, Henrik A1 - Metzler, Ralf T1 - Bayesian deep learning for error estimation in the analysis of anomalous diffusion T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - Sprache Englisch Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms encoded in the data and thus to better understand the probed systems. We here augment recently proposed machine-learning techniques for decoding anomalous-diffusion data to include an uncertainty estimate in addition to the predicted output. To avoid the Black-Box-Problem a Bayesian-Deep-Learning technique named Stochastic-Weight-Averaging-Gaussian is used to train models for both the classification of the diffusionmodel and the regression of the anomalous diffusion exponent of single-particle-trajectories. Evaluating their performance, we find that these models can achieve a wellcalibrated error estimate while maintaining high prediction accuracies. In the analysis of the output uncertainty predictions we relate these to properties of the underlying diffusion models, thus providing insights into the learning process of the machine and the relevance of the output. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1314 KW - random-walk KW - models Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-586025 SN - 1866-8372 IS - 1314 ER - TY - GEN A1 - Sposini, Vittoria A1 - Krapf, Diego A1 - Marinari, Enzo A1 - Sunyer, Raimon A1 - Ritort, Felix A1 - Taheri, Fereydoon A1 - Selhuber-Unkel, Christine A1 - Benelli, Rebecca A1 - Weiss, Matthias A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Towards a robust criterion of anomalous diffusion T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion emerges due to a variety of physical mechanisms, e.g., trapping interactions or the viscoelasticity of the environment. However, sometimes systems dynamics are erroneously claimed to be anomalous, despite the fact that the true motion is Brownian—or vice versa. This ambiguity in establishing whether the dynamics as normal or anomalous can have far-reaching consequences, e.g., in predictions for reaction- or relaxation-laws. Demonstrating that a system exhibits normal- or anomalous-diffusion is highly desirable for a vast host of applications. Here, we present a criterion for anomalous-diffusion based on the method of power-spectral analysis of single trajectories. The robustness of this criterion is studied for trajectories of fractional-Brownian-motion, a ubiquitous stochastic process for the description of anomalous-diffusion, in the presence of two types of measurement errors. In particular, we find that our criterion is very robust for subdiffusion. Various tests on surrogate data in absence or presence of additional positional noise demonstrate the efficacy of this method in practical contexts. Finally, we provide a proof-of-concept based on diverse experiments exhibiting both normal and anomalous-diffusion. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1313 Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-585967 SN - 1866-8372 IS - 1313 ER - TY - GEN A1 - Wang, Wei A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf A1 - Sokolov, Igor M. T1 - Restoring ergodicity of stochastically reset anomalous-diffusion processes T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - How do different reset protocols affect ergodicity of a diffusion process in single-particle-tracking experiments? We here address the problem of resetting of an arbitrary stochastic anomalous-diffusion process (ADP) from the general mathematical points of view and assess ergodicity of such reset ADPs for an arbitrary resetting protocol. The process of stochastic resetting describes the events of the instantaneous restart of a particle’s motion via randomly distributed returns to a preset initial position (or a set of those). The waiting times of such resetting events obey the Poissonian, Gamma, or more generic distributions with specified conditions regarding the existence of moments. Within these general approaches, we derive general analytical results and support them by computer simulations for the behavior of the reset mean-squared displacement (MSD), the new reset increment-MSD (iMSD), and the mean reset time-averaged MSD (TAMSD). For parental nonreset ADPs with the MSD(t)∝ tμ we find a generic behavior and a switch of the short-time growth of the reset iMSD and mean reset TAMSDs from ∝ _μ for subdiffusive to ∝ _1 for superdiffusive reset ADPs. The critical condition for a reset ADP that recovers its ergodicity is found to be more general than that for the nonequilibrium stationary state, where obviously the iMSD and the mean TAMSD are equal. The consideration of the new statistical quantifier, the iMSD—as compared to the standard MSD—restores the ergodicity of an arbitrary reset ADP in all situations when the μth moment of the waiting-time distribution of resetting events is finite. Potential applications of these new resetting results are, inter alia, in the area of biophysical and soft-matter systems. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1261 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-560377 SN - 1866-8372 SP - 013161-1 EP - 013161-13 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - GEN 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 T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1118 KW - diffusion KW - anomalous diffusion KW - large-deviation statistic KW - time-averaged mean squared displacement KW - Chebyshev inequality Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-493494 SN - 1866-8372 IS - 1118 ER - TY - GEN 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 T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1255 KW - diffusion KW - first-passage time KW - first-reaction time KW - shell-like geometries KW - approximate methods Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-557542 SN - 1866-8372 SP - 1 EP - 23 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - GEN 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 T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1159 KW - diffusion KW - reaction cascade KW - first passage time Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-521942 SN - 1866-8372 ER - TY - GEN A1 - Mardoukhi, Yousof A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Spurious ergodicity breaking in normal and fractional Ornstein–Uhlenbeck process T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 981 KW - Ornstein–Uhlenbeck process KW - stationary stochastic process KW - ensemble and time averaged mean squared displacement Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-474875 SN - 1866-8372 IS - 981 ER -