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 - Sposini, Vittoria A1 - Chechkin, Aleksei V. A1 - Flavio, Seno A1 - Pagnini, Gianni A1 - Metzler, Ralf T1 - Random diffusivity from stochastic equations BT - comparison of two models for Brownian yet non-Gaussian diffusion T2 - New Journal of Physics N2 - Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential(Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 416 Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-409743 ER -