TY - JOUR 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 JF - Physical Review Research 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. Y1 - 2022 U6 - https://doi.org/10.1103/PhysRevResearch.4.033003 SN - 2643-1564 VL - 4 SP - 033003-1 EP - 033003-14 PB - American Physical Society CY - College Park, Maryland, USA ET - 3 ER - TY - JOUR 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 JF - Communications Physics 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. Y1 - 2022 U6 - https://doi.org/10.1038/s42005-022-01079-8 SN - 2399-3650 VL - 5 PB - Springer Nature CY - London ER - TY - JOUR 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 JF - Physical Review Research 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. Y1 - 2022 U6 - https://doi.org/10.1103/PhysRevResearch.4.033055 SN - 2643-1564 VL - 4 IS - 3 SP - 033055-1 EP - 033055-16 PB - American Physical Society CY - College Park, MD ER - TY - JOUR A1 - Seckler, Henrik A1 - Metzler, Ralf T1 - Bayesian deep learning for error estimation in the analysis of anomalous diffusion JF - Nature Communnications N2 - 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. KW - random-walk KW - models Y1 - 2022 U6 - https://doi.org/10.1038/s41467-022-34305-6 SN - 2041-1723 VL - 13 PB - Nature Publishing Group UK CY - London ER - TY - JOUR A1 - Seckler, Henrik A1 - Metzler, Ralf T1 - Bayesian deep learning for error estimation in the analysis of anomalous diffusion JF - Nature Communications N2 - 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 diffusion model and the regression of the anomalous diffusion exponent of single-particle-trajectories. Evaluating their performance, we find that these models can achieve a well-calibrated 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.
Diffusive motions in complex environments such as living biological cells or soft matter systems can be analyzed with single-particle-tracking approaches, where accuracy of output may vary. The authors involve a machine-learning technique for decoding anomalous-diffusion data and provide an uncertainty estimate together with predicted output. Y1 - 2022 U6 - https://doi.org/10.1038/s41467-022-34305-6 SN - 2041-1723 VL - 13 IS - 1 PB - Nature portfolio CY - Berlin ER - 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 - JOUR A1 - Awad, Emad A1 - Metzler, Ralf T1 - Closed-form multi-dimensional solutions and asymptotic behaviours for subdiffusive processes with crossovers: II. Accelerating case JF - Journal of physics : A, Mathematical and theoretical N2 - Anomalous diffusion with a power-law time dependence vertical bar R vertical bar(2)(t) similar or equal to t(alpha i) of the mean squared displacement occurs quite ubiquitously in numerous complex systems. Often, this anomalous diffusion is characterised by crossovers between regimes with different anomalous diffusion exponents alpha(i). Here we consider the case when such a crossover occurs from a first regime with alpha(1) to a second regime with alpha(2) such that alpha(2) > alpha(1), i.e., accelerating anomalous diffusion. A widely used framework to describe such crossovers in a one-dimensional setting is the bi-fractional diffusion equation of the so-called modified type, involving two time-fractional derivatives defined in the Riemann-Liouville sense. We here generalise this bi-fractional diffusion equation to higher dimensions and derive its multidimensional propagator (Green's function) for the general case when also a space fractional derivative is present, taking into consideration long-ranged jumps (Levy flights). We derive the asymptotic behaviours for this propagator in both the short- and long-time as well the short- and long-distance regimes. Finally, we also calculate the mean squared displacement, skewness and kurtosis in all dimensions, demonstrating that in the general case the non-Gaussian shape of the probability density function changes. KW - multidimensional fractional diffusion equation KW - continuous time random KW - walks KW - crossover anomalous diffusion dynamics KW - non-Gaussian probability KW - density Y1 - 2022 U6 - https://doi.org/10.1088/1751-8121/ac5a90 SN - 1751-8113 SN - 1751-8121 VL - 55 IS - 20 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Wang, Wei A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. T1 - Anomalous diffusion, aging, and nonergodicity of scaled Brownian motion with fractional Gaussian noise: overview of related experimental observations and models JF - Physical chemistry, chemical physics : PCCP ; a journal of European chemical societies N2 - How does a systematic time-dependence of the diffusion coefficient D(t) affect the ergodic and statistical characteristics of fractional Brownian motion (FBM)? Here, we answer this question via studying the characteristics of a set of standard statistical quantifiers relevant to single-particle-tracking (SPT) experiments. We examine, for instance, how the behavior of the ensemble- and time-averaged mean-squared displacements-denoted as the standard MSD < x(2)(Delta)> and TAMSD <<(delta(2)(Delta))over bar>> quantifiers-of FBM featuring < x(2) (Delta >> = <<(delta(2)(Delta >)over bar>> proportional to Delta(2H) (where H is the Hurst exponent and Delta is the [lag] time) changes in the presence of a power-law deterministically varying diffusivity D-proportional to(t) proportional to t(alpha-1) -germane to the process of scaled Brownian motion (SBM)-determining the strength of fractional Gaussian noise. The resulting compound "scaled-fractional" Brownian motion or FBM-SBM is found to be nonergodic, with < x(2)(Delta >> proportional to Delta(alpha+)(2H)(-1) and <(delta 2(Delta >) over bar > proportional to Delta(2H). We also detect a stalling behavior of the MSDs for very subdiffusive SBM and FBM, when alpha + 2H - 1 < 0. The distribution of particle displacements for FBM-SBM remains Gaussian, as that for the parent processes of FBM and SBM, in the entire region of scaling exponents (0 < alpha < 2 and 0 < H < 1). The FBM-SBM process is aging in a manner similar to SBM. The velocity autocorrelation function (ACF) of particle increments of FBM-SBM exhibits a dip when the parent FBM process is subdiffusive. Both for sub- and superdiffusive FBM contributions to the FBM-SBM process, the SBM exponent affects the long-time decay exponent of the ACF. Applications of the FBM-SBM-amalgamated process to the analysis of SPT data are discussed. A comparative tabulated overview of recent experimental (mainly SPT) and computational datasets amenable for interpretation in terms of FBM-, SBM-, and FBM-SBM-like models of diffusion culminates the presentation. The statistical aspects of the dynamics of a wide range of biological systems is compared in the table, from nanosized beads in living cells, to chromosomal loci, to water diffusion in the brain, and, finally, to patterns of animal movements. Y1 - 2022 U6 - https://doi.org/10.1039/d2cp01741e SN - 1463-9076 SN - 1463-9084 VL - 24 IS - 31 SP - 18482 EP - 18504 PB - RSC Publ. CY - Cambridge ER - TY - JOUR A1 - Scott, Shane A1 - Weiss, Matthias A1 - Selhuber-Unkel, Christine A1 - Barooji, Younes F. A1 - Sabri, Adal A1 - Erler, Janine T. A1 - Metzler, Ralf A1 - Oddershede, Lene B. T1 - Extracting, quantifying, and comparing dynamical and biomechanical properties of living matter through single particle tracking JF - Physical chemistry, chemical physics : a journal of European Chemical Societies N2 - A panoply of new tools for tracking single particles and molecules has led to an explosion of experimental data, leading to novel insights into physical properties of living matter governing cellular development and function, health and disease. In this Perspective, we present tools to investigate the dynamics and mechanics of living systems from the molecular to cellular scale via single-particle techniques. In particular, we focus on methods to measure, interpret, and analyse complex data sets that are associated with forces, materials properties, transport, and emergent organisation phenomena within biological and soft-matter systems. Current approaches, challenges, and existing solutions in the associated fields are outlined in order to support the growing community of researchers at the interface of physics and the life sciences. Each section focuses not only on the general physical principles and the potential for understanding living matter, but also on details of practical data extraction and analysis, discussing limitations, interpretation, and comparison across different experimental realisations and theoretical frameworks. Particularly relevant results are introduced as examples. While this Perspective describes living matter from a physical perspective, highlighting experimental and theoretical physics techniques relevant for such systems, it is also meant to serve as a solid starting point for researchers in the life sciences interested in the implementation of biophysical methods. Y1 - 2022 U6 - https://doi.org/10.1039/d2cp01384c SN - 1463-9076 SN - 1463-9084 VL - 25 IS - 3 SP - 1513 EP - 1537 PB - RSC Publ. CY - Cambridge ER - TY - JOUR A1 - Tomovski, Živorad A1 - Metzler, Ralf A1 - Gerhold, Stefan T1 - Fractional characteristic functions, and a fractional calculus approach for moments of random variables JF - Fractional calculus and applied analysis : an international journal for theory and applications N2 - In this paper we introduce a fractional variant of the characteristic function of a random variable. It exists on the whole real line, and is uniformly continuous. We show that fractional moments can be expressed in terms of Riemann-Liouville integrals and derivatives of the fractional characteristic function. The fractional moments are of interest in particular for distributions whose integer moments do not exist. Some illustrative examples for particular distributions are also presented. KW - Fractional calculus (primary) KW - Characteristic function KW - Mittag-Leffler KW - function KW - Fractional moments KW - Mellin transform Y1 - 2022 U6 - https://doi.org/10.1007/s13540-022-00047-x SN - 1314-2224 VL - 25 IS - 4 SP - 1307 EP - 1323 PB - De Gruyter CY - Berlin ; Boston ER - TY - JOUR A1 - Xu, Pengbo A1 - Metzler, Ralf A1 - Wang, Wanli T1 - Infinite density and relaxation for Levy walks in an external potential BT - Hermite polynomial approach JF - Physical review N2 - Levy walks are continuous-time random-walk processes with a spatiotemporal coupling of jump lengths and waiting times. We here apply the Hermite polynomial method to study the behavior of LWs with power-law walking time density for four different cases. First we show that the known result for the infinite density of an unconfined, unbiased LW is consistently recovered. We then derive the asymptotic behavior of the probability density function (PDF) for LWs in a constant force field, and we obtain the corresponding qth-order moments. In a harmonic external potential we derive the relaxation dynamic of the LW. For the case of a Poissonian walking time an exponential relaxation behavior is shown to emerge. Conversely, a power-law decay is obtained when the mean walking time diverges. Finally, we consider the case of an unconfined, unbiased LW with decaying speed v(r ) = v0/./r. When the mean walking time is finite, a universal Gaussian law for the position-PDF of the walker is obtained explicitly. Y1 - 2022 U6 - https://doi.org/10.1103/PhysRevE.105.044118 SN - 2470-0045 SN - 2470-0053 VL - 105 IS - 4 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Vinod, Deepak A1 - Cherstvy, Andrey G. A1 - Wang, Wei A1 - Metzler, Ralf A1 - Sokolov, Igor M. T1 - Nonergodicity of reset geometric Brownian motion JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - We derive. the ensemble-and time-averaged mean-squared displacements (MSD, TAMSD) for Poisson-reset geometric Brownian motion (GBM), in agreement with simulations. We find MSD and TAMSD saturation for frequent resetting, quantify the spread of TAMSDs via the ergodicity-breaking parameter and compute distributions of prices. General MSD-TAMSD nonequivalence proves reset GBM nonergodic. Y1 - 2022 U6 - https://doi.org/10.1103/PhysRevE.105.L012106 SN - 2470-0045 SN - 2470-0053 VL - 105 IS - 1 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Wang, Wei A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf A1 - Sokolov, Igor M. T1 - Restoring ergodicity of stochastically reset anomalous-diffusion processes JF - Physical Review Research 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. Y1 - 2022 U6 - https://doi.org/10.1103/PhysRevResearch.4.013161 SN - 2643-1564 VL - 4 SP - 013161-1 EP - 013161-13 PB - American Physical Society CY - College Park, Maryland, United States ET - 1 ER - TY - JOUR A1 - Vinod, Deepak A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf A1 - Sokolov, Igor M. T1 - Time-averaging and nonergodicity of reset geometric Brownian motion with drift JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the future? Specifically, what are the long-time properties of a time-local exponential growth of stock-market prices under the influence of stochastically occurring economic crashes? Here, we derive the ensemble- and time-averaged properties of the respective "economic" or geometric Brownian motion (GBM) with a nonzero drift exposed to a Poissonian constant-rate price-restarting process of "resetting." We examine-based both on thorough analytical calculations and on findings from systematic stochastic computer simulations-the general situation of reset GBM with a nonzero [positive] drift and for all special cases emerging for varying parameters of drift, volatility, and reset rate in the model. We derive and summarize all short- and long-time dependencies for the mean-squared displacement (MSD), the variance, and the mean time-averaged MSD (TAMSD) of the process of Poisson-reset GBM under the conditions of both rare and frequent resetting. We consider three main regions of model parameters and categorize the crossovers between different functional behaviors of the statistical quantifiers of this process. The analytical relations are fully supported by the results of computer simulations. In particular, we obtain that Poisson-reset GBM is a nonergodic stochastic process, with generally MSD(Delta) not equal TAMSD(Delta) and Variance(Delta) not equal TAMSD(Delta) at short lag times Delta and for long trajectory lengths T. We investigate the behavior of the ergodicity-breaking parameter in each of the three regions of parameters and examine its dependence on the rate of reset at Delta/T << 1. Applications of these theoretical results to the analysis of prices of reset-containing options are pertinent. Y1 - 2022 U6 - https://doi.org/10.1103/PhysRevE.106.034137 SN - 2470-0045 SN - 2470-0053 VL - 106 IS - 3 PB - American Physical Society CY - College Park 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 - 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 - 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 - 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 - Petreska, Irina A1 - Pejov, Ljupco A1 - Sandev, Trifce A1 - Kocarev, Ljupčo A1 - Metzler, Ralf T1 - Tuning of the dielectric relaxation and complex susceptibility in a system of polar molecules: a generalised model based on rotational diffusion with resetting JF - Fractal and fractional N2 - The application of the fractional calculus in the mathematical modelling of relaxation processes in complex heterogeneous media has attracted a considerable amount of interest lately. The reason for this is the successful implementation of fractional stochastic and kinetic equations in the studies of non-Debye relaxation. In this work, we consider the rotational diffusion equation with a generalised memory kernel in the context of dielectric relaxation processes in a medium composed of polar molecules. We give an overview of existing models on non-exponential relaxation and introduce an exponential resetting dynamic in the corresponding process. The autocorrelation function and complex susceptibility are analysed in detail. We show that stochastic resetting leads to a saturation of the autocorrelation function to a constant value, in contrast to the case without resetting, for which it decays to zero. The behaviour of the autocorrelation function, as well as the complex susceptibility in the presence of resetting, confirms that the dielectric relaxation dynamics can be tuned by an appropriate choice of the resetting rate. The presented results are general and flexible, and they will be of interest for the theoretical description of non-trivial relaxation dynamics in heterogeneous systems composed of polar molecules. KW - rotational diffusion KW - memory kernel KW - Fokker-Planck equation KW - non-exponential relaxation KW - autocorrelation function KW - complex KW - susceptibility Y1 - 2022 U6 - https://doi.org/10.3390/fractalfract6020088 SN - 2504-3110 VL - 6 IS - 2 PB - MDPI AG, Fractal Fract Editorial Office CY - Basel ER - TY - JOUR A1 - Thapa, Samudrajit A1 - Park, Seongyu A1 - Kim, Yeongjin A1 - Jeon, Jae-Hyung A1 - Metzler, Ralf A1 - Lomholt, Michael A. T1 - Bayesian inference of scaled versus fractional Brownian motion JF - Journal of physics : A, mathematical and theoretical N2 - We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the possibility of measurement noise in both models. We find that for trajectories of a few hundred time points the procedure is able to resolve well the true model and parameters. Using the prior of the synthetic data generation process also for the inference, the approach is optimal based on decision theory. We include a comparison with inference using a prior different from the data generating one. KW - Bayesian inference KW - scaled Brownian motion KW - single particle tracking Y1 - 2022 U6 - https://doi.org/10.1088/1751-8121/ac60e7 SN - 1751-8113 SN - 1751-8121 VL - 55 IS - 19 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 - 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 - JOUR A1 - Guggenberger, Tobias A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions JF - Journal of physics : A, Mathematical and theoretical N2 - We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise (FGN) in a superharmonic external potential of the form U(x) proportional to x(2n) (n is an element of N). When the noise is considered to be external, the resulting overdamped motion is described by the non-Markovian Langevin equation for fractional Brownian motion. For this case we show the existence of long time, stationary probability density functions (PDFs) the shape of which strongly deviates from the naively expected Boltzmann PDF in the confining potential U(x). We analyse in detail the temporal approach to stationarity as well as the shape of the non-Boltzmann stationary PDF. A typical characteristic is that subdiffusive, antipersistent (with negative autocorrelation) motion tends to effect an accumulation of probability close to the origin as compared to the corresponding Boltzmann distribution while the opposite trend occurs for superdiffusive (persistent) motion. For this latter case this leads to distinct bimodal shapes of the PDF. This property is compared to a similar phenomenon observed for Markovian Levy flights in superharmonic potentials. We also demonstrate that the motion encoded in the fractional Langevin equation driven by FGN always relaxes to the Boltzmann distribution, as in this case the fluctuation-dissipation theorem is fulfilled. KW - anomalous diffusion KW - Boltzmann distribution KW - non-Gaussian distribution Y1 - 2021 U6 - https://doi.org/10.1088/1751-8121/ac019b SN - 1751-8113 SN - 1751-8121 VL - 54 IS - 29 PB - IOP Publ. Ltd. 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 - Varghese, Alan J. A1 - Chechkin, Aleksei A1 - Metzler, Ralf A1 - Sujith, Raman I. T1 - Capturing multifractality of pressure fluctuations in thermoacoustic systems using fractional-order derivatives JF - Chaos : an interdisciplinary journal of nonlinear science N2 - The stable operation of a turbulent combustor is not completely silent; instead, there is a background of small amplitude aperiodic acoustic fluctuations known as combustion noise. Pressure fluctuations during this state of combustion noise are multifractal due to the presence of multiple temporal scales that contribute to its dynamics. However, existing models are unable to capture the multifractality in the pressure fluctuations. We conjecture an underlying fractional dynamics for the thermoacoustic system and obtain a fractional-order model for pressure fluctuations. The data from this model has remarkable visual similarity to the experimental data and also has a wide multifractal spectrum during the state of combustion noise. Quantitative similarity with the experimental data in terms of the Hurst exponent and the multifractal spectrum is observed during the state of combustion noise. This model is also able to produce pressure fluctuations that are qualitatively similar to the experimental data acquired during intermittency and thermoacoustic instability. Furthermore, we argue that the fractional dynamics vanish as we approach the state of thermoacoustic instability. Y1 - 2021 U6 - https://doi.org/10.1063/5.0032585 SN - 1054-1500 SN - 1089-7682 VL - 31 IS - 3 PB - American Institute of Physics, AIP CY - Melville ER - TY - JOUR A1 - Ritschel, Stefan A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Universality of delay-time averages for financial time series BT - analytical results, computer simulations, and analysis of historical stock-market prices JF - Journal of physics. Complexity N2 - We analyze historical data of stock-market prices for multiple financial indices using the concept of delay-time averaging for the financial time series (FTS). The region of validity of our recent theoretical predictions [Cherstvy A G et al 2017 New J. Phys. 19 063045] for the standard and delayed time-averaged mean-squared 'displacements' (TAMSDs) of the historical FTS is extended to all lag times. As the first novel element, we perform extensive computer simulations of the stochastic differential equation describing geometric Brownian motion (GBM) which demonstrate a quantitative agreement with the analytical long-term price-evolution predictions in terms of the delayed TAMSD (for all stock-market indices in crisis-free times). Secondly, we present a robust procedure of determination of the model parameters of GBM via fitting the features of the price-evolution dynamics in the FTS for stocks and cryptocurrencies. The employed concept of single-trajectory-based time averaging can serve as a predictive tool (proxy) for a mathematically based assessment and rationalization of probabilistic trends in the evolution of stock-market prices. KW - econophysics KW - geometric Brownian motion KW - time-series analysis Y1 - 2021 U6 - https://doi.org/10.1088/2632-072X/ac2220 SN - 2632-072X VL - 2 IS - 4 PB - IOP Publ. Ltd. CY - Bristol 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 - 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 - 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 - 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 - 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 - JOUR A1 - Cherstvy, Andrey G. A1 - Vinod, Deepak A1 - Aghion, Erez A1 - Sokolov, Igor M. A1 - Metzler, Ralf T1 - Scaled geometric Brownian motion features sub- or superexponential ensemble-averaged, but linear time-averaged mean-squared displacements JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - Various mathematical Black-Scholes-Merton-like models of option pricing employ the paradigmatic stochastic process of geometric Brownian motion (GBM). The innate property of such models and of real stock-market prices is the roughly exponential growth of prices with time [on average, in crisis-free times]. We here explore the ensemble- and time averages of a multiplicative-noise stochastic process with power-law-like time-dependent volatility, sigma(t) similar to t(alpha), named scaled GBM (SGBM). For SGBM, the mean-squared displacement (MSD) computed for an ensemble of statistically equivalent trajectories can grow faster than exponentially in time, while the time-averaged MSD (TAMSD)-based on a sliding-window averaging along a single trajectory-is always linear at short lag times Delta. The proportionality factor between these the two averages of the time series is Delta/T at short lag times, where T is the trajectory length, similarly to GBM. This discrepancy of the scaling relations and pronounced nonequivalence of the MSD and TAMSD at Delta/T << 1 is a manifestation of weak ergodicity breaking for standard GBM and for SGBM with s (t)-modulation, the main focus of our analysis. The analytical predictions for the MSD and mean TAMSD for SGBM are in quantitative agreement with the results of stochastic computer simulations. Y1 - 2021 U6 - https://doi.org/10.1103/PhysRevE.103.062127 SN - 2470-0045 SN - 2470-0053 VL - 103 IS - 6 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Safdari, Hadiseh A1 - Metzler, Ralf T1 - Anomalous diffusion, nonergodicity, and ageing for exponentially and logarithmically time-dependent diffusivity BT - striking differences for massive versus massless particles JF - Journal of physics. D, Applied physics N2 - We investigate a diffusion process with a time-dependent diffusion coefficient, both exponentially increasing and decreasing in time, D(t)=D-0(e +/- 2 alpha t). For this (hypothetical) nonstationary diffusion process we compute-both analytically and from extensive stochastic simulations-the behavior of the ensemble- and time-averaged mean-squared displacements (MSDs) of the particles, both in the over- and underdamped limits. Simple asymptotic relations derived for the short- and long-time behaviors are shown to be in excellent agreement with the results of simulations. The diffusive characteristics in the presence of ageing are also considered, with dramatic differences of the over- versus underdamped regime. Our results for D(t)=D-0(e +/- 2 alpha t) extend and generalize the class of diffusive systems obeying scaled Brownian motion featuring a power-law-like variation of the diffusivity with time, D(t) similar to t(alpha-1). We also examine the logarithmically increasing diffusivity, D(t)=D(0)log[t/tau(0)], as another fundamental functional dependence (in addition to the power-law and exponential) and as an example of diffusivity slowly varying in time. One of the main conclusions is that the behavior of the massive particles is predominantly ergodic, while weak ergodicity breaking is repeatedly found for the time-dependent diffusion of the massless particles at short times. The latter manifests itself in the nonequivalence of the (both nonaged and aged) MSD and the mean time-averaged MSD. The current findings are potentially applicable to a class of physical systems out of thermal equilibrium where a rapid increase or decrease of the particles' diffusivity is inherently realized. One biological system potentially featuring all three types of time-dependent diffusion (power-law-like, exponential, and logarithmic) is water diffusion in the brain tissues, as we thoroughly discuss in the end. KW - anomalous diffusion KW - scaled Brownian motion KW - stochastic processes KW - nonstationary diffusivity KW - water diffusion in the brain KW - nonergodicity Y1 - 2021 U6 - https://doi.org/10.1088/1361-6463/abdff0 SN - 0022-3727 SN - 1361-6463 VL - 54 IS - 19 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 - Metzler, Ralf T1 - Superstatistics and non-Gaussian diffusion JF - The European physical journal special topics N2 - Brownian motion and viscoelastic anomalous diffusion in homogeneous environments are intrinsically Gaussian processes. In a growing number of systems, however, non-Gaussian displacement distributions of these processes are being reported. The physical cause of the non-Gaussianity is typically seen in different forms of disorder. These include, for instance, imperfect "ensembles" of tracer particles, the presence of local variations of the tracer mobility in heteroegenous environments, or cases in which the speed or persistence of moving nematodes or cells are distributed. From a theoretical point of view stochastic descriptions based on distributed ("superstatistical") transport coefficients as well as time-dependent generalisations based on stochastic transport parameters with built-in finite correlation time are invoked. After a brief review of the history of Brownian motion and the famed Gaussian displacement distribution, we here provide a brief introduction to the phenomenon of non-Gaussianity and the stochastic modelling in terms of superstatistical and diffusing-diffusivity approaches. KW - Brownian diffusion KW - anomalous diffusion KW - dynamics KW - kinetic-theory KW - models KW - motion KW - nanoparticles KW - nonergodicity KW - statistics KW - subdiffusion Y1 - 2020 U6 - https://doi.org/10.1140/epjst/e2020-900210-x SN - 1951-6355 SN - 1951-6401 VL - 229 IS - 5 SP - 711 EP - 728 PB - Springer CY - Heidelberg ER - TY - JOUR A1 - Xu, Pengbo A1 - Zhou, Tian A1 - Metzler, Ralf A1 - Deng, Weihua T1 - Lévy walk dynamics in an external harmonic potential JF - Physical review : E, Statistical, nonlinear, and soft matter physics N2 - Levy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of animals, humans, robots, and viruses. We here investigate a key feature of LWs-their response to an external harmonic potential. In this generic setting for confined motion we demonstrate that LWs equilibrate exponentially and may assume a bimodal stationary distribution. We also show that the stationary distribution has a horizontal slope next to a reflecting boundary placed at the origin, in contrast to correlated superdiffusive processes. Our results generalize LWs to confining forces and settle some longstanding puzzles around LWs. Y1 - 2020 U6 - https://doi.org/10.1103/PhysRevE.101.062127 SN - 2470-0045 SN - 2470-0053 SN - 1550-2376 SN - 1063-651X SN - 1539-3755 VL - 101 IS - 6 PB - American Physical Society CY - College Park 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 - TY - GEN 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 T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1005 KW - diffusion KW - expanding medium KW - continuous time random walk Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-479997 SN - 1866-8372 IS - 1005 SP - 28 ER - TY - JOUR A1 - Kosztolowicz, Tadeusz A1 - Metzler, Ralf A1 - Wąsik, Slawomir A1 - Arabski, Michal T1 - Modelling experimentally measured of ciprofloxacin antibiotic diffusion in Pseudomonas aeruginosa biofilm formed in artificial sputum medium JF - PLoS ONE N2 - We study the experimentally measured ciprofloxacin antibiotic diffusion through a gel-like artificial sputum medium (ASM) mimicking physiological conditions typical for a cystic fibrosis layer, in which regions occupied by Pseudomonas aeruginosa bacteria are present. To quantify the antibiotic diffusion dynamics we employ a phenomenological model using a subdiffusion-absorption equation with a fractional time derivative. This effective equation describes molecular diffusion in a medium structured akin Thompson’s plumpudding model; here the ‘pudding’ background represents the ASM and the ‘plums’ represent the bacterial biofilm. The pudding is a subdiffusion barrier for antibiotic molecules that can affect bacteria found in plums. For the experimental study we use an interferometric method to determine the time evolution of the amount of antibiotic that has diffused through the biofilm. The theoretical model shows that this function is qualitatively different depending on whether or not absorption of the antibiotic in the biofilm occurs. We show that the process can be divided into three successive stages: (1) only antibiotic subdiffusion with constant biofilm parameters, (2) subdiffusion and absorption of antibiotic molecules with variable biofilm transport parameters, (3) subdiffusion and absorption in the medium but the biofilm parameters are constant again. Stage 2 is interpreted as the appearance of an intensive defence build–up of bacteria against the action of the antibiotic, and in the stage 3 it is likely that the bacteria have been inactivated. Times at which stages change are determined from the experimentally obtained temporal evolution of the amount of antibiotic that has diffused through the ASM with bacteria. Our analysis shows good agreement between experimental and theoretical results and is consistent with the biologically expected biofilm response. We show that an experimental method to study the temporal evolution of the amount of a substance that has diffused through a biofilm is useful in studying the processes occurring in a biofilm. We also show that the complicated biological process of antibiotic diffusion in a biofilm can be described by a fractional subdiffusion-absorption equation with subdiffusion and absorption parameters that change over time. KW - Bacterial biofilms KW - Antibiotics KW - Biofilms KW - Cystic fibrosis KW - Absorption KW - Pseudomonas aeruginosa KW - Sputum KW - Biological defense mechanisms Y1 - 2020 U6 - https://doi.org/10.1371/journal.pone.0243003 SN - 1932-6203 VL - 15 PB - PLOS CY - San Francisco, California, US 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 - Fernandez, Amanda Diez A1 - Charchar, Patrick A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf A1 - Finnis, Michael W. T1 - The diffusion of doxorubicin drug molecules in silica nanoslits is non-Gaussian, intermittent and anticorrelated JF - Physical chemistry, chemical physics N2 - In this study we investigate, using all-atom molecular-dynamics computer simulations, the in-plane diffusion of a doxorubicin drug molecule in a thin film of water confined between two silica surfaces. We find that the molecule diffuses along the channel in the manner of a Gaussian diffusion process, but with parameters that vary according to its varying transversal position. Our analysis identifies that four Gaussians, each describing particle motion in a given transversal region, are needed to adequately describe the data. Each of these processes by itself evolves with time at a rate slower than that associated with classical Brownian motion due to a predominance of anticorrelated displacements. Long adsorption events lead to ageing, a property observed when the diffusion is intermittently hindered for periods of time with an average duration which is theoretically infinite. This study presents a simple system in which many interesting features of anomalous diffusion can be explored. It exposes the complexity of diffusion in nanoconfinement and highlights the need to develop new understanding. Y1 - 2020 U6 - https://doi.org/10.1039/d0cp03849k SN - 1463-9076 SN - 1463-9084 VL - 22 IS - 48 SP - 27955 EP - 27965 PB - Royal Society of Chemistry CY - Cambridge 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 - Wang, Wei A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Thapa, Samudrajit A1 - Seno, Flavio A1 - Liu, Xianbin A1 - Metzler, Ralf T1 - Fractional Brownian motion with random diffusivity BT - emerging residual nonergodicity below the correlation time JF - Journal of physics : A, Mathematical and theoretical N2 - Numerous examples for a priori unexpected non-Gaussian behaviour for normal and anomalous diffusion have recently been reported in single-particle tracking experiments. Here, we address the case of non-Gaussian anomalous diffusion in terms of a random-diffusivity mechanism in the presence of power-law correlated fractional Gaussian noise. We study the ergodic properties of this model via examining the ensemble- and time-averaged mean-squared displacements as well as the ergodicity breaking parameter EB quantifying the trajectory-to-trajectory fluctuations of the latter. For long measurement times, interesting crossover behaviour is found as function of the correlation time tau characterising the diffusivity dynamics. We unveil that at short lag times the EB parameter reaches a universal plateau. The corresponding residual value of EB is shown to depend only on tau and the trajectory length. The EB parameter at long lag times, however, follows the same power-law scaling as for fractional Brownian motion. We also determine a corresponding plateau at short lag times for the discrete representation of fractional Brownian motion, absent in the continuous-time formulation. These analytical predictions are in excellent agreement with results of computer simulations of the underlying stochastic processes. Our findings can help distinguishing and categorising certain nonergodic and non-Gaussian features of particle displacements, as observed in recent single-particle tracking experiments. KW - stochastic processes KW - anomalous diffusion KW - fractional Brownian motion KW - diffusing diffusivity KW - weak ergodicity breaking Y1 - 2020 U6 - https://doi.org/10.1088/1751-8121/aba467 SN - 1751-8113 SN - 1751-8121 VL - 53 IS - 47 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Wang, Wei A1 - Cherstvy, Andrey G. A1 - Liu, Xianbin A1 - Metzler, Ralf T1 - Anomalous diffusion and nonergodicity for heterogeneous diffusion processes with fractional Gaussian noise JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - Heterogeneous diffusion processes (HDPs) feature a space-dependent diffusivity of the form D(x) = D-0|x|(alpha). Such processes yield anomalous diffusion and weak ergodicity breaking, the asymptotic disparity between ensemble and time averaged observables, such as the mean-squared displacement. Fractional Brownian motion (FBM) with its long-range correlated yet Gaussian increments gives rise to anomalous and ergodic diffusion. Here, we study a combined model of HDPs and FBM to describe the particle dynamics in complex systems with position-dependent diffusivity driven by fractional Gaussian noise. This type of motion is, inter alia, relevant for tracer-particle diffusion in biological cells or heterogeneous complex fluids. We show that the long-time scaling behavior predicted theoretically and by simulations for the ensemble-and time-averaged mean-squared displacements couple the scaling exponents alpha of HDPs and the Hurst exponent H of FBM in a characteristic way. Our analysis of the simulated data in terms of the rescaled variable y similar to |x|(1/(2/(2-alpha)))/t(H) coupling particle position x and time t yields a simple, Gaussian probability density function (PDF), PHDP-FBM(y) = e(-y2)/root pi. Its universal shape agrees well with theoretical predictions for both uni- and bimodal PDF distributions. Y1 - 2020 U6 - https://doi.org/10.1103/PhysRevE.102.012146 SN - 2470-0045 SN - 2470-0053 SN - 1063-651X SN - 1539-3755 SN - 2470-0061 VL - 102 IS - 1 SP - 012146-1 EP - 012146-16 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Awad, Emad A1 - Metzler, Ralf T1 - Crossover dynamics from superdiffusion to subdiffusion BT - models and solutions JF - Fractional calculus and applied analysis : an international journal for theory and applications N2 - The Cattaneo or telegrapher's equation describes the crossover from initial ballistic to normal diffusion. Here we study and survey time-fractional generalisations of this equation that are shown to produce the crossover of the mean squared displacement from superdiffusion to subdiffusion. Conditional solutions are derived in terms of Fox H-functions and the dth-order moments as well as the diffusive flux of the different models are derived. Moreover, the concept of the distribution-like is proposed as an alternative to the probability density function. KW - Cattaneo equation KW - telegrapher's equation KW - crossover dynamics KW - fractional dynamic equations KW - anomalous diffusion KW - superdiffusion and KW - subdiffusion KW - Fox H-functions Y1 - 2020 U6 - https://doi.org/10.1515/fca-2020-0003 SN - 1311-0454 SN - 1314-2224 VL - 23 IS - 1 SP - 55 EP - 102 PB - De Gruyter CY - Berlin ; Boston ER - TY - GEN A1 - Kosztolowicz, Tadeusz A1 - Metzler, Ralf A1 - Wąsik, Slawomir A1 - Arabski, Michal T1 - Modelling experimentally measured of ciprofloxacin antibiotic diffusion in Pseudomonas aeruginosa biofilm formed in artificial sputum medium T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We study the experimentally measured ciprofloxacin antibiotic diffusion through a gel-like artificial sputum medium (ASM) mimicking physiological conditions typical for a cystic fibrosis layer, in which regions occupied by Pseudomonas aeruginosa bacteria are present. To quantify the antibiotic diffusion dynamics we employ a phenomenological model using a subdiffusion-absorption equation with a fractional time derivative. This effective equation describes molecular diffusion in a medium structured akin Thompson’s plumpudding model; here the ‘pudding’ background represents the ASM and the ‘plums’ represent the bacterial biofilm. The pudding is a subdiffusion barrier for antibiotic molecules that can affect bacteria found in plums. For the experimental study we use an interferometric method to determine the time evolution of the amount of antibiotic that has diffused through the biofilm. The theoretical model shows that this function is qualitatively different depending on whether or not absorption of the antibiotic in the biofilm occurs. We show that the process can be divided into three successive stages: (1) only antibiotic subdiffusion with constant biofilm parameters, (2) subdiffusion and absorption of antibiotic molecules with variable biofilm transport parameters, (3) subdiffusion and absorption in the medium but the biofilm parameters are constant again. Stage 2 is interpreted as the appearance of an intensive defence build–up of bacteria against the action of the antibiotic, and in the stage 3 it is likely that the bacteria have been inactivated. Times at which stages change are determined from the experimentally obtained temporal evolution of the amount of antibiotic that has diffused through the ASM with bacteria. Our analysis shows good agreement between experimental and theoretical results and is consistent with the biologically expected biofilm response. We show that an experimental method to study the temporal evolution of the amount of a substance that has diffused through a biofilm is useful in studying the processes occurring in a biofilm. We also show that the complicated biological process of antibiotic diffusion in a biofilm can be described by a fractional subdiffusion-absorption equation with subdiffusion and absorption parameters that change over time. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1107 KW - Bacterial biofilms KW - Antibiotics KW - Biofilms KW - Cystic fibrosis KW - Pseudomonas aeruginosa KW - Sputum KW - Biological defense mechanisms Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-490866 SN - 1866-8372 IS - 1107 ER - TY - JOUR A1 - Caetano, Daniel L. Z. A1 - Carvalho, Sidney Jurado de A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. T1 - Critical adsorption of multiple polyelectrolytes onto a nanosphere BT - splitting the adsorption-desorption transition boundary JF - Interface : journal of the Royal Society N2 - Employing extensive Monte Carlo computer simulations, we investigate in detail the properties of multichain adsorption of charged flexible polyelectrolytes (PEs) onto oppositely charged spherical nanoparticles (SNPs). We quantify the conditions of critical adsorption-the phase-separation curve between the adsorbed and desorbed states of the PEs-as a function of the SNP surface-charge density and the concentration of added salt. We study the degree of fluctuations of the PE-SNP electrostatic binding energy, which we use to quantify the emergence of the phase subtransitions, including a series of partially adsorbed PE configurations. We demonstrate how the phase-separation adsorption-desorption boundary shifts and splits into multiple subtransitions at low-salt conditions, thereby generalizing and extending the results for critical adsorption of a single PE onto the SNP. The current findings are relevant for finite concentrations of PEs around the attracting SNP, such as the conditions for PE adsorption onto globular proteins carrying opposite electric charges. KW - nanoparticles KW - polyelectrolytes KW - electrostatics KW - critical adsorption KW - phase-transition boundary Y1 - 2020 U6 - https://doi.org/10.1098/rsif.2020.0199 SN - 1742-5689 SN - 1742-5662 VL - 17 IS - 167 PB - Royal Society CY - London ER - TY - JOUR A1 - Stojkoski, Viktor A1 - Sandev, Trifce A1 - Basnarkov, Lasko A1 - Kocarev, Ljupco A1 - Metzler, Ralf T1 - Generalised geometric Brownian motion BT - theory and applications to option pricing JF - Entropy N2 - Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics, due to irregularities found when comparing its properties with empirical distributions. As a solution, we investigate a generalisation of GBM where the introduction of a memory kernel critically determines the behaviour of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and then obtain the corresponding probability density functions using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) in order to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness. KW - geometric Brownian motion KW - Fokker– Planck equation KW - Black– Scholes model KW - option pricing Y1 - 2020 U6 - https://doi.org/10.3390/e22121432 SN - 1099-4300 VL - 22 IS - 12 PB - MDPI CY - Basel ER - TY - JOUR A1 - Mejia-Monasterio, Carlos A1 - Metzler, Ralf A1 - Vollmer, Jürgen T1 - Editorial: anomalous transport BT - applications, mathematical perspectives, and big data JF - Frontiers in Physics KW - anomalous (or non-Fickian) diffusion KW - anomalous heat conduction KW - stochastic dynamics KW - molecular overcrowding KW - dynamical systems Y1 - 2020 U6 - https://doi.org/10.3389/fphy.2020.622417 SN - 2296-424X VL - 8 PB - Frontiers Media CY - Lausanne ER - TY - JOUR A1 - Xu, Yong A1 - Liu, Xuemei A1 - Li, Yongge A1 - Metzler, Ralf T1 - Heterogeneous diffusion processes and nonergodicity with Gaussian colored noise in layered diffusivity landscapes JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - Heterogeneous diffusion processes (HDPs) with space-dependent diffusion coefficients D(x) are found in a number of real-world systems, such as for diffusion of macromolecules or submicron tracers in biological cells. Here, we examine HDPs in quenched-disorder systems with Gaussian colored noise (GCN) characterized by a diffusion coefficient with a power-law dependence on the particle position and with a spatially random scaling exponent. Typically, D(x) is considered to be centerd at the origin and the entire x axis is characterized by a single scaling exponent a. In this work we consider a spatially random scenario: in periodic intervals ("layers") in space D(x) is centerd to the midpoint of each interval. In each interval the scaling exponent alpha is randomly chosen from a Gaussian distribution. The effects of the variation of the scaling exponents, the periodicity of the domains ("layer thickness") of the diffusion coefficient in this stratified system, and the correlation time of the GCN are analyzed numerically in detail. We discuss the regimes of superdiffusion, subdiffusion, and normal diffusion realisable in this system. We observe and quantify the domains where nonergodic and non-Gaussian behaviors emerge in this system. Our results provide new insights into the understanding of weak ergodicity breaking for HDPs driven by colored noise, with potential applications in quenched layered systems, typical model systems for diffusion in biological cells and tissues, as well as for diffusion in geophysical systems. Y1 - 2020 U6 - https://doi.org/10.1103/PhysRevE.102.062106 SN - 2470-0045 SN - 2470-0053 VL - 102 IS - 6 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Capała, Karol A1 - Padash, Amin A1 - Chechkin, Aleksei V. A1 - Shokri, Babak A1 - Metzler, Ralf A1 - Dybiec, Bartłomiej T1 - Levy noise-driven escape from arctangent potential wells JF - Chaos : an interdisciplinary journal of nonlinear science N2 - The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently, Levy noise is a well-established approach to model systems characterized by statistical outliers and diverging higher order moments, ranging from gene expression control to the movement patterns of animals and humans. Here, we study the problem of Levy noise-driven escape from an almost rectangular, arctangent potential well restricted by two absorbing boundaries, mostly under the action of the Cauchy noise. We unveil analogies of the observed transient dynamics to the general properties of stationary states of Levy processes in single-well potentials. The first-escape dynamics is shown to exhibit exponential tails. We examine the dependence of the escape on the shape parameters, steepness, and height of the arctangent potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point. Y1 - 2020 U6 - https://doi.org/10.1063/5.0021795 SN - 1054-1500 SN - 1089-7682 VL - 30 IS - 12 PB - American Institute of Physics CY - Woodbury, NY ER - TY - GEN 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 T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 974 KW - diffusion KW - channel KW - space-dependent diffusivity Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-474542 SN - 1866-8372 IS - 974 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 - Kosztolowicz, Tadeusz A1 - Metzler, Ralf T1 - Diffusion of antibiotics through a biofilm in the presence of diffusion and absorption barriers JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - We propose a model of antibiotic diffusion through a bacterial biofilm when diffusion and/or absorption barriers develop in the biofilm. The idea of this model is: We deduce details of the diffusion process in a medium in which direct experimental study is difficult, based on probing diffusion in external regions. Since a biofilm has a gel-like consistency, we suppose that subdiffusion of particles in the biofilm may occur. To describe this process we use a fractional subdiffusion-absorption equation with an adjustable anomalous diffusion exponent. The boundary conditions at the boundaries of the biofilm are derived by means of a particle random walk model on a discrete lattice leading to an expression involving a fractional time derivative. We show that the temporal evolution of the total amount of substance that has diffused through the biofilm explicitly depends on whether there is antibiotic absorption in the biofilm. This fact is used to experimentally check for antibiotic absorption in the biofilm and if subdiffusion and absorption parameters of the biofilm change over time. We propose a four-stage model of antibiotic diffusion in biofilm based on the following physical characteristics: whether there is absorption of the antibiotic in the biofilm and whether all biofilm parameters remain unchanged over time. The biological interpretation of the stages, in particular their relation with the bacterial defense mechanisms, is discussed. Theoretical results are compared with empirical results of ciprofloxacin diffusion through Pseudomonas aeruginosa biofilm, and ciprofloxacin and gentamicin diffusion through Proteus mirabilis biofilm. Y1 - 2020 U6 - https://doi.org/10.1103/PhysRevE.102.032408 SN - 2470-0045 SN - 2470-0053 VL - 102 IS - 3 PB - American Physical Society CY - Melville, NY ER - TY - GEN 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 T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1018 KW - diffusion KW - first-passage KW - fastest first-passage time of N walkers Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-484059 SN - 1866-8372 IS - 1018 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 - GEN 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 T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 999 KW - diffusion KW - power spectrum KW - random diffusivity KW - single trajectories Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-476960 SN - 1866-8372 IS - 999 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 - 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 - GEN 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 T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1142 KW - random diffusivity KW - extremal values KW - maximum and range KW - diffusion KW - Brownian motion Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-503976 SN - 1866-8372 IS - 1142 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 - GEN 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 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1006 KW - diffusion KW - anomalous diffusion KW - non-Gaussianity KW - fractional Brownian motion Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-480049 SN - 1866-8372 IS - 1006 ER - TY - JOUR A1 - Emanuel, Marc D. A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf A1 - Gompper, Gerhard T1 - Buckling transitions and soft-phase invasion of two-component icosahedral shells JF - Physical review / publ. by The American Physical Society. E, Statistical, nonlinear, and soft matter physics N2 - What is the optimal distribution of two types of crystalline phases on the surface of icosahedral shells, such as of many viral capsids? We here investigate the distribution of a thin layer of soft material on a crystalline convex icosahedral shell. We demonstrate how the shapes of spherical viruses can be understood from the perspective of elasticity theory of thin two-component shells. We develop a theory of shape transformations of an icosahedral shell upon addition of a softer, but still crystalline, material onto its surface. We show how the soft component "invades" the regions with the highest elastic energy and stress imposed by the 12 topological defects on the surface. We explore the phase diagram as a function of the surface fraction of the soft material, the shell size, and the incommensurability of the elastic moduli of the rigid and soft phases. We find that, as expected, progressive filling of the rigid shell by the soft phase starts from the most deformed regions of the icosahedron. With a progressively increasing soft-phase coverage, the spherical segments of domes are filled first (12 vertices of the shell), then the cylindrical segments connecting the domes (30 edges) are invaded, and, ultimately, the 20 flat faces of the icosahedral shell tend to be occupied by the soft material. We present a detailed theoretical investigation of the first two stages of this invasion process and develop a model of morphological changes of the cone structure that permits noncircular cross sections. In conclusion, we discuss the biological relevance of some structures predicted from our calculations, in particular for the shape of viral capsids. Y1 - 2020 U6 - https://doi.org/10.1103/PhysRevE.102.062104 SN - 2470-0045 SN - 2470-0053 SN - 2470-0061 SN - 1538-4519 VL - 102 IS - 6 PB - Woodbury CY - New York ER - TY - JOUR A1 - Li, Hua A1 - Xu, Yong A1 - Li, Yongge A1 - Metzler, Ralf T1 - Transition path dynamics across rough inverted parabolic potential barrier JF - The European physical journal : Plus N2 - Transition path dynamics have been widely studied in chemical, physical, and technological systems. Mostly, the transition path dynamics is obtained for smooth barrier potentials, for instance, generic inverse-parabolic shapes. We here present analytical results for the mean transition path time, the distribution of transition path times, the mean transition path velocity, and the mean transition path shape in a rough inverted parabolic potential function under the driving of Gaussian white noise. These are validated against extensive simulations using the forward flux sampling scheme in parallel computations. We observe how precisely the potential roughness, the barrier height, and the noise intensity contribute to the particle transition in the rough inverted barrier potential. Y1 - 2020 U6 - https://doi.org/10.1140/epjp/s13360-020-00752-7 SN - 2190-5444 VL - 135 IS - 9 PB - Springer CY - Berlin ; Heidelberg 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 - 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 - GEN 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 Lévy flights and Lévy walks T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 785 KW - Lévy flights KW - Lévy walks KW - first-passage time KW - first-hitting time Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-439832 SN - 1866-8372 IS - 785 ER - TY - JOUR A1 - Aydiner, Ekrem A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Money distribution in agent-based models with position-exchange dynamics BT - the Pareto paradigm revisited JF - The European physical journal : B, Condensed matter and complex systems N2 - Wealth and income distributions are known to feature country-specific Pareto exponents for their long power-law tails. To propose a rationale for this, we introduce an agent-based dynamic model and use Monte Carlo simulations to unveil the wealth distributions in closed and open economical systems. The standard money-exchange scenario is supplemented with the position-exchange agent dynamics that vitally affects the Pareto law. Specifically, in closed systems with position-exchange dynamics the power law changes to an exponential shape, while for open systems with traps the Pareto law remains valid. KW - Statistical and Nonlinear Physics Y1 - 2019 U6 - https://doi.org/10.1140/epjb/e2019-90674-0 SN - 1434-6028 SN - 1434-6036 VL - 92 IS - 5 PB - Springer CY - New York ER - TY - JOUR A1 - Padash, Amin A1 - Chechkin, Aleksei V. A1 - Dybiec, Bartlomiej A1 - Pavlyukevich, Ilya A1 - Shokri, Babak A1 - Metzler, Ralf T1 - First-passage properties of asymmetric Levy flights JF - Journal of physics : A, Mathematical and theoretical N2 - Lévy flights are paradigmatic generalised random walk processes, in which the independent stationary increments—the 'jump lengths'—are drawn from an -stable jump length distribution with long-tailed, power-law asymptote. As a result, the variance of Lévy flights diverges and the trajectory is characterised by occasional extremely long jumps. Such long jumps significantly decrease the probability to revisit previous points of visitation, rendering Lévy flights efficient search processes in one and two dimensions. To further quantify their precise property as random search strategies we here study the first-passage time properties of Lévy flights in one-dimensional semi-infinite and bounded domains for symmetric and asymmetric jump length distributions. To obtain the full probability density function of first-passage times for these cases we employ two complementary methods. One approach is based on the space-fractional diffusion equation for the probability density function, from which the survival probability is obtained for different values of the stable index and the skewness (asymmetry) parameter . The other approach is based on the stochastic Langevin equation with -stable driving noise. Both methods have their advantages and disadvantages for explicit calculations and numerical evaluation, and the complementary approach involving both methods will be profitable for concrete applications. We also make use of the Skorokhod theorem for processes with independent increments and demonstrate that the numerical results are in good agreement with the analytical expressions for the probability density function of the first-passage times. KW - Levy flights KW - first-passage KW - search dynamics Y1 - 2019 U6 - https://doi.org/10.1088/1751-8121/ab493e SN - 1751-8113 SN - 1751-8121 VL - 52 IS - 45 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Vojta, Thomas A1 - Skinner, Sarah A1 - Metzler, Ralf T1 - Probability density of the fractional Langevin equation with reflecting walls JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin equation fulfill the appropriate fluctuation-dissipation relation, the probability density on a finite interval converges for long times towards the expected uniform distribution prescribed by thermal equilibrium. In contrast, on a semi-infinite interval with a reflecting wall at the origin, the probability density shows pronounced deviations from the Gaussian behavior observed for normal diffusion. If the correlations of the random force are persistent (positive), particles accumulate at the reflecting wall while antipersistent (negative) correlations lead to a depletion of particles near the wall. We compare and contrast these results with the strong accumulation and depletion effects recently observed for nonthermal fractional Brownian motion with reflecting walls, and we discuss broader implications. Y1 - 2019 U6 - https://doi.org/10.1103/PhysRevE.100.042142 SN - 2470-0045 SN - 2470-0053 VL - 100 IS - 4 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Metzler, Ralf T1 - Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion JF - Journal of statistical mechanics: theory and experiment N2 - Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in general have been addressed in Statistical Physics. In particular, there now exists a very large range of applications of stochastic processes in various disciplines. Here we provide a summary of some of the recent developments in the field of stochastic processes, highlighting both the experimental findings and theoretical frameworks. KW - 15 KW - 4 Y1 - 2019 U6 - https://doi.org/10.1088/1742-5468/ab4988 SN - 1742-5468 VL - 2019 IS - 11 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Thapa, Samudrajit A1 - Wagner, Caroline E. A1 - Metzler, Ralf T1 - Non-Gaussian, non-ergodic, and non-Fickian diffusion of tracers in mucin hydrogels JF - Soft matter N2 - Native mucus is polymer-based soft-matter material of paramount biological importance. How non-Gaussian and non-ergodic is the diffusive spreading of pathogens in mucus? We study the passive, thermally driven motion of micron-sized tracers in hydrogels of mucins, the main polymeric component of mucus. We report the results of the Bayesian analysis for ranking several diffusion models for a set of tracer trajectories [C. E. Wagner et al., Biomacromolecules, 2017, 18, 3654]. The models with "diffusing diffusivity', fractional and standard Brownian motion are used. The likelihood functions and evidences of each model are computed, ranking the significance of each model for individual traces. We find that viscoelastic anomalous diffusion is often most probable, followed by Brownian motion, while the model with a diffusing diffusion coefficient is only realised rarely. Our analysis also clarifies the distribution of time-averaged displacements, correlations of scaling exponents and diffusion coefficients, and the degree of non-Gaussianity of displacements at varying pH levels. Weak ergodicity breaking is also quantified. We conclude that-consistent with the original study-diffusion of tracers in the mucin gels is most non-Gaussian and non-ergodic at low pH that corresponds to the most heterogeneous networks. Using the Bayesian approach with the nested-sampling algorithm, together with the quantitative analysis of multiple statistical measures, we report new insights into possible physical mechanisms of diffusion in mucin gels. Y1 - 2019 U6 - https://doi.org/10.1039/c8sm02096e SN - 1744-683X SN - 1744-6848 VL - 15 IS - 12 SP - 2526 EP - 2551 PB - Royal Society of Chemistry CY - Cambridge ER - TY - JOUR A1 - Krapf, Diego A1 - Lukat, Nils A1 - Marinari, Enzo A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Selhuber-Unkel, Christine A1 - Squarcini, Alessio A1 - Stadler, Lorenz A1 - Weiss, Matthias A1 - Xu, Xinran T1 - Spectral Content of a Single Non-Brownian Trajectory JF - Physical review : X, Expanding access N2 - Time-dependent processes are often analyzed using the power spectral density (PSD) calculated by taking an appropriate Fourier transform of individual trajectories and finding the associated ensemble average. Frequently, the available experimental datasets are too small for such ensemble averages, and hence, it is of a great conceptual and practical importance to understand to which extent relevant information can be gained from S(f, T), the PSD of a single trajectory. Here we focus on the behavior of this random, realization-dependent variable parametrized by frequency f and observation time T, for a broad family of anomalous diffusions-fractional Brownian motion with Hurst index H-and derive exactly its probability density function. We show that S(f, T) is proportional-up to a random numerical factor whose universal distribution we determine-to the ensemble-averaged PSD. For subdiffusion (H < 1/2), we find that S(f, T) similar to A/f(2H+1) with random amplitude A. In sharp contrast, for superdiffusion (H > 1/2) S(f, T) similar to BT2H-1/f(2) with random amplitude B. Remarkably, for H > 1/2 the PSD exhibits the same frequency dependence as Brownian motion, a deceptive property that may lead to false conclusions when interpreting experimental data. Notably, for H > 1/2 the PSD is ageing and is dependent on T. Our predictions for both sub-and superdiffusion are confirmed by experiments in live cells and in agarose hydrogels and by extensive simulations. KW - Biological Physics KW - Interdisciplinary Physics KW - Statistical Physics Y1 - 2019 U6 - https://doi.org/10.1103/PhysRevX.9.011019 SN - 2160-3308 VL - 9 IS - 1 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Thapa, Samudrajit A1 - Lukat, Nils A1 - Selhuber-Unkel, Christine A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Transient superdiffusion of polydisperse vacuoles in highly motile amoeboid cells JF - The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr N2 - We perform a detailed statistical analysis of diffusive trajectories of membrane-enclosed vesicles (vacuoles) in the supercrowded cytoplasm of living Acanthamoeba castellanii cells. From the vacuole traces recorded in the center-of-area frame of moving amoebae, we examine the statistics of the time-averaged mean-squared displacements of vacuoles, their generalized diffusion coefficients and anomalous scaling exponents, the ergodicity breaking parameter, the non-Gaussian features of displacement distributions of vacuoles, the displacement autocorrelation function, as well as the distributions of speeds and positions of vacuoles inside the amoeba cells. Our findings deliver novel insights into the internal dynamics of cellular structures in these infectious pathogens. Published under license by AIP Publishing. Y1 - 2019 U6 - https://doi.org/10.1063/1.5086269 SN - 0021-9606 SN - 1089-7690 VL - 150 IS - 14 PB - American Institute of Physics CY - Melville ER - TY - GEN A1 - Ślęzak, Jakub A1 - Metzler, Ralf A1 - Magdziarz, Marcin T1 - Codifference can detect ergodicity breaking and non-Gaussianity T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 748 KW - diffusion KW - anomalous diffusion KW - stochastic time series Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-436178 IS - 748 ER - TY - GEN A1 - Sposini, Vittoria A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Single-trajectory spectral analysis of scaled Brownian motion T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 753 KW - diffusion KW - anomalous diffusion KW - power spectral analysis KW - single trajectory analysis Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-436522 SN - 1866-8372 IS - 753 ER - TY - GEN A1 - Guggenberger, Tobias A1 - Pagnini, Gianni A1 - Vojta, Thomas A1 - Metzler, Ralf T1 - Fractional Brownian motion in a finite interval BT - correlations effect depletion or accretion zones of particles near boundaries T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe N2 - Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite interval with reflecting boundary conditions. The probability density function of this reflected FBM at long times converges to a stationary distribution showing distinct deviations from the fully flat distribution of amplitude 1/L in an interval of length L found for reflected normal Brownian motion. While for superdiffusion, corresponding to a mean squared displacement (MSD) 〈X² (t)〉 ⋍ tᵅ with 1 < α < 2, the probability density function is lowered in the centre of the interval and rises towards the boundaries, for subdiffusion (0 < α < 1) this behaviour is reversed and the particle density is depleted close to the boundaries. The MSD in these cases at long times converges to a stationary value, which is, remarkably, monotonically increasing with the anomalous diffusion exponent α. Our a priori surprising results may have interesting consequences for the application of FBM for processes such as molecule or tracer diffusion in the confines of living biological cells or organelles, or other viscoelastic environments such as dense liquids in microfluidic chambers. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 755 KW - anomalous diffusion KW - fractional Brownian motion KW - reflecting boundary conditions Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-436665 SN - 1866-8372 IS - 755 ER - TY - GEN A1 - Ślęzak, Jakub A1 - Burnecki, Krzysztof A1 - Metzler, Ralf T1 - Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe 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. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 765 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 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-437923 SN - 1866-8372 IS - 765 ER - TY - GEN A1 - Kindler, Oliver A1 - Pulkkinen, Otto A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Burst Statistics in an Early Biofilm Quorum Sensing Mode BT - The Role of Spatial Colony-Growth Heterogeneity T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe N2 - Quorum-sensing bacteria in a growing colony of cells send out signalling molecules (so-called “autoinducers”) and themselves sense the autoinducer concentration in their vicinity. Once—due to increased local cell density inside a “cluster” of the growing colony—the concentration of autoinducers exceeds a threshold value, cells in this clusters get “induced” into a communal, multi-cell biofilm-forming mode in a cluster-wide burst event. We analyse quantitatively the influence of spatial disorder, the local heterogeneity of the spatial distribution of cells in the colony, and additional physical parameters such as the autoinducer signal range on the induction dynamics of the cell colony. Spatial inhomogeneity with higher local cell concentrations in clusters leads to earlier but more localised induction events, while homogeneous distributions lead to comparatively delayed but more concerted induction of the cell colony, and, thus, a behaviour close to the mean-field dynamics. We quantify the induction dynamics with quantifiers such as the time series of induction events and burst sizes, the grouping into induction families, and the mean autoinducer concentration levels. Consequences for different scenarios of biofilm growth are discussed, providing possible cues for biofilm control in both health care and biotechnology. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 777 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-439099 SN - 1866-8372 IS - 777 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 Lévy flights and Lévy walks JF - New Journal of 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 - Lévy flights KW - Lévy 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 PB - Dt. Physikalische Ges. CY - Bad Honnef 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 - Guggenberger, Tobias A1 - Pagnini, Gianni A1 - Vojta, Thomas A1 - Metzler, Ralf T1 - Fractional Brownian motion in a finite interval BT - correlations effect depletion or accretion zones of particles near boundaries JF - New Journal of Physics N2 - Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite interval with reflecting boundary conditions. The probability density function of this reflected FBM at long times converges to a stationary distribution showing distinct deviations from the fully flat distribution of amplitude 1/L in an interval of length L found for reflected normal Brownian motion. While for superdiffusion, corresponding to a mean squared displacement (MSD) 〈X² (t)〉 ⋍ tᵅ with 1 < α < 2, the probability density function is lowered in the centre of the interval and rises towards the boundaries, for subdiffusion (0 < α < 1) this behaviour is reversed and the particle density is depleted close to the boundaries. The MSD in these cases at long times converges to a stationary value, which is, remarkably, monotonically increasing with the anomalous diffusion exponent α. Our a priori surprising results may have interesting consequences for the application of FBM for processes such as molecule or tracer diffusion in the confines of living biological cells or organelles, or other viscoelastic environments such as dense liquids in microfluidic chambers. KW - anomalous diffusion KW - fractional Brownian motion KW - reflecting boundary conditions Y1 - 2019 U6 - https://doi.org/10.1088/1367-2630/ab075f 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 - 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 - Kindler, Oliver A1 - Pulkkinen, Otto A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Burst Statistics in an Early Biofilm Quorum Sensing Mode BT - The Role of Spatial Colony-Growth Heterogeneity JF - Scientific Reports N2 - Quorum-sensing bacteria in a growing colony of cells send out signalling molecules (so-called “autoinducers”) and themselves sense the autoinducer concentration in their vicinity. Once—due to increased local cell density inside a “cluster” of the growing colony—the concentration of autoinducers exceeds a threshold value, cells in this clusters get “induced” into a communal, multi-cell biofilm-forming mode in a cluster-wide burst event. We analyse quantitatively the influence of spatial disorder, the local heterogeneity of the spatial distribution of cells in the colony, and additional physical parameters such as the autoinducer signal range on the induction dynamics of the cell colony. Spatial inhomogeneity with higher local cell concentrations in clusters leads to earlier but more localised induction events, while homogeneous distributions lead to comparatively delayed but more concerted induction of the cell colony, and, thus, a behaviour close to the mean-field dynamics. We quantify the induction dynamics with quantifiers such as the time series of induction events and burst sizes, the grouping into induction families, and the mean autoinducer concentration levels. Consequences for different scenarios of biofilm growth are discussed, providing possible cues for biofilm control in both health care and biotechnology. Y1 - 2019 U6 - https://doi.org/10.1038/s41598-019-48525-2 SN - 2045-2322 VL - 9 PB - Macmillan Publishers Limited part of Springer Nature CY - London ER - TY - GEN A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Strong defocusing of molecular reaction times results from an interplay of geometry and reaction control T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe N2 - Textbook concepts of diffusion-versus kinetic-control are well-defined for reaction-kinetics involving macroscopic concentrations of diffusive reactants that are adequately described by rate-constants—the inverse of the mean-first-passage-time to the reaction-event. In contradiction, an open important question is whether the mean-first-passage-time alone is a sufficient measure for biochemical reactions that involve nanomolar reactant concentrations. Here, using a simple yet generic, exactly solvable model we study the effect of diffusion and chemical reaction-limitations on the full reaction-time distribution. We show that it has a complex structure with four distinct regimes delineated by three characteristic time scales spanning a window of several decades. Consequently, the reaction-times are defocused: no unique time-scale characterises the reaction-process, diffusion- and kinetic-control can no longer be disentangled, and it is imperative to know the full reaction-time distribution. We introduce the concepts of geometry- and reaction-control, and also quantify each regime by calculating the corresponding reaction depth. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 527 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-422989 SN - 1866-8372 IS - 527 ER - TY - GEN A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Full distribution of first exit times in the narrow escape problem T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small 'escape window' in the otherwise impermeable boundary, once it arrives to this window and crosses an entropic barrier at the entrance to it. This generic problem is mathematically identical to that of a diffusion-mediated reaction with a partially-reactive site on the container's boundary. Considerable knowledge is available on the dependence of the mean first-reaction time (FRT) on the pertinent parameters. We here go a distinct step further and derive the full FRT distribution for the NEP. We demonstrate that typical FRTs may be orders of magnitude shorter than the mean one, thus resulting in a strong defocusing of characteristic temporal scales. We unveil the geometry-control of the typical times, emphasising the role of the initial distance to the target as a decisive parameter. A crucial finding is the further FRT defocusing due to the barrier, necessitating repeated escape or reaction attempts interspersed with bulk excursions. These results add new perspectives and offer a broad comprehension of various features of the by-now classical NEP that are relevant for numerous biological and technological systems. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 810 KW - narrow escape problem KW - first-passage time distribution KW - mean versus most probable reaction times KW - mixed boundary conditions Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-442883 SN - 1866-8372 IS - 810 ER - TY - JOUR A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Full distribution of first exit times in the narrow escape problem JF - New Journal of Physics N2 - In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small 'escape window' in the otherwise impermeable boundary, once it arrives to this window and crosses an entropic barrier at the entrance to it. This generic problem is mathematically identical to that of a diffusion-mediated reaction with a partially-reactive site on the container's boundary. Considerable knowledge is available on the dependence of the mean first-reaction time (FRT) on the pertinent parameters. We here go a distinct step further and derive the full FRT distribution for the NEP. We demonstrate that typical FRTs may be orders of magnitude shorter than the mean one, thus resulting in a strong defocusing of characteristic temporal scales. We unveil the geometry-control of the typical times, emphasising the role of the initial distance to the target as a decisive parameter. A crucial finding is the further FRT defocusing due to the barrier, necessitating repeated escape or reaction attempts interspersed with bulk excursions. These results add new perspectives and offer a broad comprehension of various features of the by-now classical NEP that are relevant for numerous biological and technological systems. KW - narrow escape problem KW - first-passage time distribution KW - mean versus most probable reaction times KW - mixed boundary conditions Y1 - 2019 U6 - https://doi.org/10.1088/1367-2630/ab5de4 SN - 1367-2630 VL - 21 PB - Dt. Physikalische Ges. CY - Bad Honnef ER - TY - JOUR A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb A1 - Dagdug, Leonardo A1 - Berezhkovskii, Alexander M. A1 - Skvortsov, Alexei T. T1 - Trapping of diffusing particles by periodic absorbing rings on a cylindrical tube JF - The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr Y1 - 2019 U6 - https://doi.org/10.1063/1.5098390 SN - 0021-9606 SN - 1089-7690 VL - 150 IS - 20 PB - American Institute of Physics CY - Melville ER - TY - GEN A1 - Molina-Garcia, Daniel A1 - Sandev, Trifce A1 - Safdari, Hadiseh A1 - Pagnini, Gianni A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Crossover from anomalous to normal diffusion BT - truncated power-law noise correlations and applications to dynamics in lipid bilayers T2 - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe N2 - Abstract The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive–diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive–diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion–diffusion and subdiffusion–subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 507 KW - anomalous diffusion KW - truncated power-law correlated noise KW - lipid bilayer membrane dynamics Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-422590 SN - 1866-8372 IS - 507 ER - 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 - 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 -