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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.

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.

We consider the area coverage of radial Levy flights in a finite square area with periodic boundary conditions. From simulations we show how the fractal path dimension d(f) and thus the degree of area coverage depends on the number of steps of the trajectory, the size of the area, and the resolution of the applied box counting algorithm. For sufficiently long trajectories and not too high resolution, the fractal dimension returned by the box counting method equals two, and in that sense the Levy flight fully covers the area. Otherwise, the determined fractal dimension equals the stable index of the distribution of jump lengths of the Levy flight. We provide mathematical expressions for the turnover between these two scaling regimes. As complementary methods to analyze confined Levy flights we investigate fractional order moments of the position for which we also provide scaling arguments. Finally, we study the time evolution of the probability density function and the first passage time density of Levy flights in a square area. Our findings are of interest for a general understanding of Levy flights as well as for the analysis of recorded trajectories of animals searching for food or for human motion patterns.

Generalized space-time fractional diffusion equation with composite fractional time derivative
(2012)

We investigate the solution of space-time fractional diffusion equations with a generalized Riemann-Liouville time fractional derivative and Riesz-Feller space fractional derivative. The Laplace and Fourier transform methods are applied to solve the proposed fractional diffusion equation. The results are represented by using the Mittag-Leffler functions and the Fox H-function. Special cases of the initial and boundary conditions are considered. Numerical scheme and Grunwald-Letnikov approximation are also used to solve the space-time fractional diffusion equation. The fractional moments of the fundamental solution of the considered space-time fractional diffusion equation are obtained. Many known results are special cases of those obtained in this paper. We investigate also the solution of a space-time fractional diffusion equations with a singular term of the form delta(x). t-beta/Gamma(1-beta) (beta > 0).

We investigate the potential of numerical algorithms to decipher the kinetic parameters involved in multi-step chemical reactions. To this end, we study dimerization kinetics of protein as a model system. We follow the dimerization kinetics using a stochastic simulation algorithm and combine it with three different optimization techniques (genetic algorithm, simulated annealing and parallel tempering) to obtain the rate constants involved in each reaction step. We find good convergence of the numerical scheme to the rate constants of the process. We also perform a sensitivity test on the reaction kinetic parameters to see the relative effects of the parameters for the associated profile of the monomer/dimer distribution.

We study the parameter sensitivity of hetero-polymeric DNA within the purview of DNA breathing dynamics. The degree of correlation between the mean bubble size and the model parameters is estimated for this purpose for three different DNA sequences. The analysis leads us to a better understanding of the sequence dependent nature of the breathing dynamics of hetero-polymeric DNA. Out of the 14 model parameters for DNA stability in the statistical Poland-Scheraga approach, the hydrogen bond interaction epsilon(hb)(AT) for an AT base pair and the ring factor. turn out to be the most sensitive parameters. In addition, the stacking interaction epsilon(st)(TA-TA) for an TA-TA nearest neighbor pair of base-pairs is found to be the most sensitive one among all stacking interactions. Moreover, we also establish that the nature of stacking interaction has a deciding effect on the DNA breathing dynamics, not the number of times a particular stacking interaction appears in a sequence. We show that the sensitivity analysis can be used as an effective measure to guide a stochastic optimization technique to find the kinetic rate constants related to the dynamics as opposed to the case where the rate constants are measured using the conventional unbiased way of optimization.

We study the parameter sensitivity of hetero-polymeric DNA within the purview of DNA breathing dynamics. The degree of correlation between the mean bubble size and the model parameters is estimated for this purpose for three different DNA sequences. The analysis leads us to a better understanding of the sequence dependent nature of the breathing dynamics of hetero-polymeric DNA. Out of the 14 model parameters for DNA stability in the statistical Poland-Scheraga approach, the hydrogen bond interaction epsilon(hb)(AT) for an AT base pair and the ring factor. turn out to be the most sensitive parameters. In addition, the stacking interaction epsilon(st)(TA-TA) for an TA-TA nearest neighbor pair of base-pairs is found to be the most sensitive one among all stacking interactions. Moreover, we also establish that the nature of stacking interaction has a deciding effect on the DNA breathing dynamics, not the number of times a particular stacking interaction appears in a sequence. We show that the sensitivity analysis can be used as an effective measure to guide a stochastic optimization technique to find the kinetic rate constants related to the dynamics as opposed to the case where the rate constants are measured using the conventional unbiased way of optimization. (c) 2014 AIP Publishing LLC.

A considerable number of systems have recently been reported in which
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.