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 - GEN A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Population splitting, trapping, and non-ergodicity in heterogeneous diffusion processes N2 - We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the diffusion coefficient on the particle position. Combining analytical approaches with stochastic simulations, we show that the functional form of the space-dependent diffusion coefficient and the initial conditions of the diffusing particles are vital for their statistical and ergodic properties. In all three cases a weak ergodicity breaking between the time and ensemble averaged mean squared displacements is observed. We also demonstrate a population splitting of the time averaged traces into fast and slow diffusers for the case of exponential variation of the diffusivity as well as a particle trapping in the case of the logarithmic diffusivity. Our analysis is complemented by the quantitative study of the space coverage, the diffusive spreading of the probability density, as well as the survival probability. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 236 KW - anomalous diffusion KW - disordered media KW - fractional dynamics KW - infection pathway KW - inhomogeneous-media KW - intracellular-transport KW - langevin equation KW - living cells KW - random-walks KW - single-particle tracking Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-94468 SP - 20220 EP - 20235 ER - TY - GEN A1 - Metzler, Ralf A1 - Jeon, Jae-Hyung A1 - Cherstvy, Andrey G. A1 - Barkai, Eli T1 - Anomalous diffusion models and their properties BT - non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking N2 - Modern microscopic techniques following the stochastic motion of labelled tracer particles have uncovered significant deviations from the laws of Brownian motion in a variety of animate and inanimate systems. Such anomalous diffusion can have different physical origins, which can be identified from careful data analysis. In particular, single particle tracking provides the entire trajectory of the traced particle, which allows one to evaluate different observables to quantify the dynamics of the system under observation. We here provide an extensive overview over different popular anomalous diffusion models and their properties. We pay special attention to their ergodic properties, highlighting the fact that in several of these models the long time averaged mean squared displacement shows a distinct disparity to the regular, ensemble averaged mean squared displacement. In these cases, data obtained from time averages cannot be interpreted by the standard theoretical results for the ensemble averages. Here we therefore provide a comparison of the main properties of the time averaged mean squared displacement and its statistical behaviour in terms of the scatter of the amplitudes between the time averages obtained from different trajectories. We especially demonstrate how anomalous dynamics may be identified for systems, which, on first sight, appear to be Brownian. Moreover, we discuss the ergodicity breaking parameters for the different anomalous stochastic processes and showcase the physical origins for the various behaviours. This Perspective is intended as a guidebook for both experimentalists and theorists working on systems, which exhibit anomalous diffusion. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 174 KW - Fokker-Planck equations KW - flight search patterns KW - fluctuation-dissipation theorem KW - fluorescence photobleaching recovery KW - fractional dynamics approach KW - intermittent chaotic systems KW - levy flights KW - photon-counting statistics KW - time random-walks KW - weak ergodicity breaking Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-74448 SP - 24128 EP - 24164 ER - TY - GEN A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Particle invasion, survival, and non-ergodicity in 2D diffusion processes with space-dependent diffusivity N2 - We study the thermal Markovian diffusion of tracer particles in a 2D medium with spatially varying diffusivity D(r), mimicking recently measured, heterogeneous maps of the apparent diffusion coefficient in biological cells. For this heterogeneous diffusion process (HDP) we analyse the mean squared displacement (MSD) of the tracer particles, the time averaged MSD, the spatial probability density function, and the first passage time dynamics from the cell boundary to the nucleus. Moreover we examine the non-ergodic properties of this process which are important for the correct physical interpretation of time averages of observables obtained from single particle tracking experiments. From extensive computer simulations of the 2D stochastic Langevin equation we present an in-depth study of this HDP. In particular, we find that the MSDs along the radial and azimuthal directions in a circular domain obey anomalous and Brownian scaling, respectively. We demonstrate that the time averaged MSD stays linear as a function of the lag time and the system thus reveals a weak ergodicity breaking. Our results will enable one to rationalise the diffusive motion of larger tracer particles such as viruses or submicron beads in biological cells. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 168 KW - adenoassociated virus KW - anomalous diffusion KW - cytoplasm KW - endosomal escape KW - escherichia-coli KW - infection pathway KW - intracellular-transport KW - living cells KW - models KW - trafficking Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-74021 IS - 168 SP - 1591 EP - 1601 ER - TY - GEN A1 - Palyulin, Vladimir V. A1 - Ala-Nissila, Tapio A1 - Metzler, Ralf T1 - Polymer translocation: the first two decades and the recent diversification N2 - Probably no other field of statistical physics at the borderline of soft matter and biological physics has caused such a flurry of papers as polymer translocation since the 1994 landmark paper by Bezrukov, Vodyanoy, and Parsegian and the study of Kasianowicz in 1996. Experiments, simulations, and theoretical approaches are still contributing novel insights to date, while no universal consensus on the statistical understanding of polymer translocation has been reached. We here collect the published results, in particular, the famous–infamous debate on the scaling exponents governing the translocation process. We put these results into perspective and discuss where the field is going. In particular, we argue that the phenomenon of polymer translocation is non-universal and highly sensitive to the exact specifications of the models and experiments used towards its analysis. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 179 KW - solid-state nanopores KW - single-stranded-dna KW - posttranslational protein translocation KW - anomalous diffusion KW - monte-carlo KW - structured polynucleotides KW - dynamics simulation KW - equation approach KW - osmotic-pressure KW - membrane channel Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-76287 SP - 9016 EP - 9037 ER - TY - GEN A1 - Ghosh, Surya K. A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Non-universal tracer diffusion in crowded media of non-inert obstacles N2 - We study the diffusion of a tracer particle, which moves in continuum space between a lattice of excluded volume, immobile non-inert obstacles. In particular, we analyse how the strength of the tracer–obstacle interactions and the volume occupancy of the crowders alter the diffusive motion of the tracer. From the details of partitioning of the tracer diffusion modes between trapping states when bound to obstacles and bulk diffusion, we examine the degree of localisation of the tracer in the lattice of crowders. We study the properties of the tracer diffusion in terms of the ensemble and time averaged mean squared displacements, the trapping time distributions, the amplitude variation of the time averaged mean squared displacements, and the non-Gaussianity parameter of the diffusing tracer. We conclude that tracer–obstacle adsorption and binding triggers a transient anomalous diffusion. From a very narrow spread of recorded individual time averaged trajectories we exclude continuous type random walk processes as the underlying physical model of the tracer diffusion in our system. For moderate tracer–crowder attraction the motion is found to be fully ergodic, while at stronger attraction strength a transient disparity between ensemble and time averaged mean squared displacements occurs. We also put our results into perspective with findings from experimental single-particle tracking and simulations of the diffusion of tagged tracers in dense crowded suspensions. Our results have implications for the diffusion, transport, and spreading of chemical components in highly crowded environments inside living cells and other structured liquids. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 186 KW - escence correlation spectroscopy KW - single-particle tracking KW - anomalous diffusion KW - living cells KW - physiological consequences KW - langevin equation KW - infection pathway KW - excluded volume KW - brownian-motion KW - random-walks Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-77128 SP - 1847 EP - 1858 PB - The Royal Society of Chemistry CY - Cambridge ER - TY - GEN A1 - Shin, Jaeoh A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Kinetics of polymer looping with macromolecular crowding: effects of volume fraction and crowder size N2 - The looping of polymers such as DNA is a fundamental process in the molecular biology of living cells, whose interior is characterised by a high degree of molecular crowding. We here investigate in detail the looping dynamics of flexible polymer chains in the presence of different degrees of crowding. From the analysis of the looping–unlooping rates and the looping probabilities of the chain ends we show that the presence of small crowders typically slows down the chain dynamics but larger crowders may in fact facilitate the looping. We rationalise these non-trivial and often counterintuitive effects of the crowder size on the looping kinetics in terms of an effective solution viscosity and standard excluded volume. It is shown that for small crowders the effect of an increased viscosity dominates, while for big crowders we argue that confinement effects (caging) prevail. The tradeoff between both trends can thus result in the impediment or facilitation of polymer looping, depending on the crowder size. We also examine how the crowding volume fraction, chain length, and the attraction strength of the contact groups of the polymer chain affect the looping kinetics and hairpin formation dynamics. Our results are relevant for DNA looping in the absence and presence of protein mediation, DNA hairpin formation, RNA folding, and the folding of polypeptide chains under biologically relevant high-crowding conditions. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 185 KW - gene-regulation kinetics KW - physiological consequences KW - spatial-organization KW - anomalous diffusion KW - folding kinetics KW - living cells KW - dna coiling KW - in-vitro KW - dynamics KW - mixtures Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-76961 SP - 472 EP - 488 PB - The Royal Society of Chemistry CY - Cambridge ER - TY - GEN A1 - Metzler, Ralf A1 - Bauer, Maximilian A1 - Rasmussen, Emil S. A1 - Lomholt, Michael A. T1 - Real sequence effects on the search dynamics of transcription factors on DNA N2 - Recent experiments show that transcription factors (TFs) indeed use the facilitated diffusion mechanism to locate their target sequences on DNA in living bacteria cells: TFs alternate between sliding motion along DNA and relocation events through the cytoplasm. From simulations and theoretical analysis we study the TF-sliding motion for a large section of the DNA-sequence of a common E. coli strain, based on the two-state TF-model with a fast-sliding search state and a recognition state enabling target detection. For the probability to detect the target before dissociating from DNA the TF-search times self-consistently depend heavily on whether or not an auxiliary operator (an accessible sequence similar to the main operator) is present in the genome section. Importantly, within our model the extent to which the interconversion rates between search and recognition states depend on the underlying nucleotide sequence is varied. A moderate dependence maximises the capability to distinguish between the main operator and similar sequences. Moreover, these auxiliary operators serve as starting points for DNA looping with the main operator, yielding a spectrum of target detection times spanning several orders of magnitude. Auxiliary operators are shown to act as funnels facilitating target detection by TFs. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 189 KW - gene regulatory networks KW - biological physics Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-79411 ER - TY - GEN A1 - Ghosh, Surya K. A1 - Cherstvy, Andrey G. A1 - Petrov, Eugene P. A1 - Metzler, Ralf T1 - Interactions of rod-like particles on responsive elastic sheets N2 - What are the physical laws of the mutual interactions of objects bound to cell membranes, such as various membrane proteins or elongated virus particles? To rationalise this, we here investigate by extensive computer simulations mutual interactions of rod-like particles adsorbed on the surface of responsive elastic two-dimensional sheets. Specifically, we quantify sheet deformations as a response to adhesion of such filamentous particles. We demonstrate that tip-to-tip contacts of rods are favoured for relatively soft sheets, while side-by-side contacts are preferred for stiffer elastic substrates. These attractive orientation-dependent substrate-mediated interactions between the rod-like particles on responsive sheets can drive their aggregation and self-assembly. The optimal orientation of the membrane-bound rods is established via responding to the elastic energy profiles created around the particles. We unveil the phase diagramme of attractive–repulsive rod–rod interactions in the plane of their separation and mutual orientation. Applications of our results to other systems featuring membrane-associated particles are also discussed. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 256 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-95882 ER - TY - GEN A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes N2 - We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The investigation of the resulting diffusion is performed for unconfined and confined motion. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 257 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-95901 SP - 23840 EP - 23852 ER - TY - GEN A1 - de Carvalho, Sidney J. A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. T1 - Critical adsorption of polyelectrolytes onto planar and convex highly charged surfaces BT - the nonlinear Poisson–Boltzmann approach N2 - We study the adsorption–desorption transition of polyelectrolyte chains onto planar, cylindrical and spherical surfaces with arbitrarily high surface charge densities by massive Monte Carlo computer simulations. We examine in detail how the well known scaling relations for the threshold transition—demarcating the adsorbed and desorbed domains of a polyelectrolyte near weakly charged surfaces—are altered for highly charged interfaces. In virtue of high surface potentials and large surface charge densities, the Debye–Hückel approximation is often not feasible and the nonlinear Poisson–Boltzmann approach should be implemented. At low salt conditions, for instance, the electrostatic potential from the nonlinear Poisson–Boltzmann equation is smaller than the Debye–Hückel result, such that the required critical surface charge density for polyelectrolyte adsorption σc increases. The nonlinear relation between the surface charge density and electrostatic potential leads to a sharply increasing critical surface charge density with growing ionic strength, imposing an additional limit to the critical salt concentration above which no polyelectrolyte adsorption occurs at all. We contrast our simulations findings with the known scaling results for weak critical polyelectrolyte adsorption onto oppositely charged surfaces for the three standard geometries. Finally, we discuss some applications of our results for some physical–chemical and biophysical systems. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 292 KW - polyelectrolyte adsorption KW - electrostatic interactions KW - critical phenomena KW - Debye screening Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-100295 ER - TY - GEN A1 - Mardoukhi, Yousof A1 - Jeon, Jae-Hyung A1 - Metzler, Ralf T1 - Geometry controlled anomalous diffusion in random fractal geometries BT - looking beyond the infinite cluster T2 - Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We investigate the ergodic properties of a random walker performing (anomalous) diffusion on a random fractal geometry. Extensive Monte Carlo simulations of the motion of tracer particles on an ensemble of realisations of percolation clusters are performed for a wide range of percolation densities. Single trajectories of the tracer motion are analysed to quantify the time averaged mean squared displacement (MSD) and to compare this with the ensemble averaged MSD of the particle motion. Other complementary physical observables associated with ergodicity are studied, as well. It turns out that the time averaged MSD of individual realisations exhibits non-vanishing fluctuations even in the limit of very long observation times as the percolation density approaches the critical value. This apparent non-ergodic behaviour concurs with the ergodic behaviour on the ensemble averaged level. We demonstrate how the non-vanishing fluctuations in single particle trajectories are analytically expressed in terms of the fractal dimension and the cluster size distribution of the random geometry, thus being of purely geometrical origin. Moreover, we reveal that the convergence scaling law to ergodicity, which is known to be inversely proportional to the observation time T for ergodic diffusion processes, follows a power-law ∼T−h with h < 1 due to the fractal structure of the accessible space. These results provide useful measures for differentiating the subdiffusion on random fractals from an otherwise closely related process, namely, fractional Brownian motion. Implications of our results on the analysis of single particle tracking experiments are provided. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 980 KW - plasma-membrane KW - mechanisms KW - motion KW - nonergodicity KW - models Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-474864 SN - 1866-8372 IS - 980 SP - 30134 EP - 30147 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 - 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 - 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 -