TY - GEN A1 - Ślęzak, Jakub A1 - Metzler, Ralf A1 - Magdziarz, Marcin T1 - Superstatistical generalised Langevin equation BT - non-Gaussian viscoelastic anomalous diffusion N2 - Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 413 KW - anomalous diffusion KW - generalised langevin equation KW - superstatistics KW - non-Gaussian diffusion Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-409315 ER - TY - GEN A1 - Pulkkinen, Otto A1 - Metzler, Ralf T1 - Variance-corrected Michaelis-Menten equation predicts transient rates of single-enzyme reactions and response times in bacterial gene-regulation N2 - Many chemical reactions in biological cells occur at very low concentrations of constituent molecules. Thus, transcriptional gene-regulation is often controlled by poorly expressed transcription-factors, such as E.coli lac repressor with few tens of copies. Here we study the effects of inherent concentration fluctuations of substrate-molecules on the seminal Michaelis-Menten scheme of biochemical reactions. We present a universal correction to the Michaelis-Menten equation for the reaction-rates. The relevance and validity of this correction for enzymatic reactions and intracellular gene-regulation is demonstrated. Our analytical theory and simulation results confirm that the proposed variance-corrected Michaelis-Menten equation predicts the rate of reactions with remarkable accuracy even in the presence of large non-equilibrium concentration fluctuations. The major advantage of our approach is that it involves only the mean and variance of the substrate-molecule concentration. Our theory is therefore accessible to experiments and not specific to the exact source of the concentration fluctuations. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 210 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-86632 ER - TY - GEN A1 - Jeon, Jae-Hyung A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion N2 - Anomalous diffusion is frequently described by scaled Brownian motion (SBM){,} a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is ?x2(t)? [similar{,} equals] 2K(t)t with K(t) [similar{,} equals] t[small alpha]-1 for 0 < [small alpha] < 2. SBM may provide a seemingly adequate description in the case of unbounded diffusion{,} for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely{,} we demonstrate that under confinement{,} the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments{,} in particular{,} under confinement inside cellular compartments or when optical tweezers tracking methods are used. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 180 KW - single-particle tracking KW - living cells KW - random-walks KW - subdiffusion KW - dynamics KW - nonergodicity KW - coefficients KW - transport KW - membrane KW - behavior Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-76302 SP - 15811 EP - 15817 ER - TY - GEN A1 - Goychuk, Igor A. A1 - Kharchenko, Vasyl O. A1 - Metzler, Ralf T1 - Molecular motors pulling cargos in the viscoelastic cytosol: how power strokes beat subdiffusion T2 - Physical Chemistry Chemical Physics N2 - The discovery of anomalous diffusion of larger biopolymers and submicron tracers such as endogenous granules, organelles, or virus capsids in living cells, attributed to the viscoelastic nature of the cytoplasm, provokes the question whether this complex environment equally impacts the active intracellular transport of submicron cargos by molecular motors such as kinesins: does the passive anomalous diffusion of free cargo always imply its anomalously slow active transport by motors, the mean transport distance along microtubule growing sublinearly rather than linearly in time? Here we analyze this question within the widely used two-state Brownian ratchet model of kinesin motors based on the continuous-state diffusion along microtubules driven by a flashing binding potential, where the cargo particle is elastically attached to the motor. Depending on the cargo size, the loading force, the amplitude of the binding potential, the turnover frequency of the molecular motor enzyme, and the linker stiffness we demonstrate that the motor transport may turn out either normal or anomalous, as indeed measured experimentally. We show how a highly efficient normal active transport mediated by motors may emerge despite the passive anomalous diffusion of the cargo, and study the intricate effects of the elastic linker. Under different, well specified conditions the microtubule-based motor transport becomes anomalously slow and thus significantly less efficient. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 181 KW - royal soc chemistry KW - thomas graham house KW - science park KW - milton rd KW - cambridge cb4 0wf KW - cambs KW - england Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-76478 SP - 16524 EP - 16535 PB - The Royal Society of Chemistry CY - Cambridge ER - TY - GEN A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Bodrova, Anna S. T1 - Ultraslow scaled Brownian motion T2 - New journal of physics : the open-access journal for physics N2 - We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form . For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In a harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the time averaged MSD does not converge to the regular MSD even at long times, and for unconfined motion combines a linear lag time dependence with a logarithmic term. The weakly non-ergodic behaviour is quantified in terms of the ergodicity breaking parameter. The USBM process is also shown to be ageing: observables of the system depend on the time gap between initiation of the test particle and start of the measurement of its motion. Our analytical results are shown to agree excellently with extensive computer simulations. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 188 KW - anomalous diffusion KW - stochastic processes KW - ageing Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-78618 ER - TY - GEN A1 - Herrmann, Carl J. J. A1 - Metzler, Ralf T1 - A self-avoiding walk with neural delays as a model of fixational eye movements N2 - Fixational eye movements show scaling behaviour of the positional mean-squared displacement with a characteristic transition from persistence to antipersistence for increasing time-lag. These statistical patterns were found to be mainly shaped by microsaccades (fast, small-amplitude movements). However, our re-analysis of fixational eye-movement data provides evidence that the slow component (physiological drift) of the eyes exhibits scaling behaviour of the mean-squared displacement that varies across human participants. These results suggest that drift is a correlated movement that interacts with microsaccades. Moreover, on the long time scale, the mean-squared displacement of the drift shows oscillations, which is also present in the displacement auto-correlation function. This finding lends support to the presence of time-delayed feedback in the control of drift movements. Based on an earlier non-linear delayed feedback model of fixational eye movements, we propose and discuss different versions of a new model that combines a self-avoiding walk with time delay. As a result, we identify a model that reproduces oscillatory correlation functions, the transition from persistence to antipersistence, and microsaccades. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 392 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-403742 ER - TY - GEN A1 - Cherstvy, Andrey G. A1 - Vinod, Deepak A1 - Aghion, Erez A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Time averaging, ageing and delay analysis of financial time series N2 - We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black–Scholes–Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 347 KW - diffusion KW - financial time series KW - geometric Brownian motion KW - time averaging Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-400541 ER - TY - GEN A1 - Schwarzl, Maria A1 - Godec, Aljaž A1 - Metzler, Ralf T1 - Quantifying non-ergodicity of anomalous diffusion with higher order moments N2 - Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 382 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-402109 ER - TY - GEN A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - Distribution of first-reaction times with target regions on boundaries of shell-like domains T2 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe N2 - We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted 'onion-shell' geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 1255 KW - diffusion KW - first-passage time KW - first-reaction time KW - shell-like geometries KW - approximate methods Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-557542 SN - 1866-8372 SP - 1 EP - 23 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - GEN A1 - Grebenkov, Denis S. A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - 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 -