Refine
Year of publication
Language
- English (287)
Keywords
- anomalous diffusion (50)
- diffusion (41)
- stochastic processes (12)
- living cells (9)
- nonergodicity (7)
- ageing (6)
- first passage time (6)
- fractional Brownian motion (6)
- models (6)
- Brownian motion (5)
- Levy flights (5)
- dynamics (5)
- first passage (5)
- first-passage time (5)
- geometric Brownian motion (5)
- infection pathway (5)
- random-walks (5)
- single-particle tracking (5)
- superstatistics (5)
- first-passage (4)
- physiological consequences (4)
- random diffusivity (4)
- subdiffusion (4)
- transport (4)
- weak ergodicity breaking (4)
- Debye screening (3)
- Fokker-Planck equation (3)
- Langevin equation (3)
- Levy walks (3)
- Mittag-Leffler functions (3)
- aspect ratio (3)
- critical phenomena (3)
- cylindrical geometry (3)
- diffusing diffusivity (3)
- electrostatic interactions (3)
- financial time series (3)
- first-hitting time (3)
- fluctuation-dissipation theorem (3)
- fractional dynamics (3)
- intracellular-transport (3)
- langevin equation (3)
- polyelectrolyte adsorption (3)
- polymers (3)
- probability density function (3)
- protein search (3)
- scaled Brownian motion (3)
- stochastic resetting (3)
- time averaging (3)
- Anomalous diffusion (2)
- Antibiotics (2)
- Bacterial biofilms (2)
- Biofilms (2)
- Biological defense mechanisms (2)
- Boltzmann distribution (2)
- Brownian yet non-Gaussian diffusion (2)
- Chebyshev inequality (2)
- Cystic fibrosis (2)
- Fokker-Planck equations (2)
- Fractional moments (2)
- Lévy flights (2)
- Lévy walks (2)
- Ornstein–Uhlenbeck process (2)
- Pseudomonas aeruginosa (2)
- Sputum (2)
- active transport (2)
- adenoassociated virus (2)
- approximate methods (2)
- autoregressive models (2)
- behavior (2)
- biological physics (2)
- brownian-motion (2)
- cambridge cb4 0wf (2)
- cambs (2)
- channel (2)
- codifference (2)
- coefficient (2)
- coefficients (2)
- continuous time random walk (2)
- continuous time random walk (CTRW) (2)
- crowded fluids (2)
- cytoplasm (2)
- dna coiling (2)
- dynamics simulation (2)
- endosomal escape (2)
- england (2)
- ensemble and time averaged mean squared displacement (2)
- equation approach (2)
- escherichia-coli (2)
- exact results (2)
- excluded volume (2)
- expanding medium (2)
- extremal values (2)
- fastest first-passage time of N walkers (2)
- first-passage time distribution (2)
- first-reaction time (2)
- flight search patterns (2)
- fluorescence photobleaching recovery (2)
- folding kinetics (2)
- fractional dynamics approach (2)
- gene regulatory networks (2)
- gene-regulation kinetics (2)
- generalised langevin equation (2)
- in-vitro (2)
- intermittent chaotic systems (2)
- large-deviation statistic (2)
- levy flights (2)
- lipid bilayer membrane dynamics (2)
- maximum and range (2)
- mean versus most probable reaction times (2)
- membrane (2)
- membrane channel (2)
- milton rd (2)
- mixed boundary conditions (2)
- mixtures (2)
- monte-carlo (2)
- motion (2)
- nanoparticles (2)
- narrow escape problem (2)
- non-Gaussian diffusion (2)
- non-Gaussianity (2)
- osmotic-pressure (2)
- photon-counting statistics (2)
- posttranslational protein translocation (2)
- power spectral analysis (2)
- power spectral density (2)
- power spectrum (2)
- random-walk (2)
- reaction cascade (2)
- reflecting boundary conditions (2)
- royal soc chemistry (2)
- science park (2)
- shell-like geometries (2)
- single trajectories (2)
- single trajectory analysis (2)
- single-stranded-dna (2)
- single-trajectory analysis (2)
- solid-state nanopores (2)
- space-dependent diffusivity (2)
- spatial-organization (2)
- stationary stochastic process (2)
- stochastic processes (theory) (2)
- stochastic time series (2)
- structured polynucleotides (2)
- thomas graham house (2)
- time random-walks (2)
- time series analysis (2)
- time-averaged mean squared displacement (2)
- trafficking (2)
- truncated power-law correlated noise (2)
- 15 (1)
- 4 (1)
- Absorption (1)
- Ageing (1)
- Asymptotic expansions (1)
- Bayesian inference (1)
- Biological Physics (1)
- Black– Scholes model (1)
- Brownian diffusion (1)
- Bulk-mediated diffusion (1)
- Bulk-mediated diffusion; (1)
- Cattaneo equation (1)
- Characteristic function (1)
- Complete Bernstein function (1)
- Completely monotone function (1)
- Composite fractional derivative (1)
- Distributed order diffusion-wave equations (1)
- Econophysics (1)
- Fokker-Planck-Smoluchowski equation (1)
- Fokker– Planck equation (1)
- Fox H-function (1)
- Fox H-functions (1)
- Fractional calculus (primary) (1)
- Fractional diffusion equation (1)
- Grunwald-Letnikov approximation (1)
- Interdisciplinary Physics (1)
- Levy flight (1)
- Levy foraging hypothesis (1)
- Levy walk (1)
- Lipid bilayer (1)
- Markov additive processes (1)
- Mellin transform (1)
- Mittag-Leffler (1)
- Non-Gaussian (1)
- Pareto analysis (1)
- Pareto law (1)
- Protein crowding (1)
- Riesz-Feller fractional derivative (1)
- Scaling exponents (1)
- Scher-Montroll transport (1)
- Simulations (1)
- Sinai diffusion (1)
- Statistical Physics (1)
- Statistical and Nonlinear Physics (1)
- Stochastic modelling (1)
- Stochastic optimization (1)
- Wealth and income distribution (1)
- anomalous (or non-Fickian) diffusion (1)
- anomalous heat conduction (1)
- asymmetric Levy flights (1)
- asymptotic analysis (1)
- autocorrelation function (1)
- barrier escape (1)
- cellular signalling (1)
- chemical relaxation (1)
- coloured (1)
- comb-like model (1)
- complex (1)
- confinement (1)
- conformational properties (1)
- conservative random walks (1)
- continuous time random (1)
- continuous time random walks (1)
- correlated noise (1)
- coupled initial boundary value problem (1)
- critical adsorption (1)
- crossover anomalous diffusion dynamics (1)
- crossover dynamics (1)
- crowding (1)
- density (1)
- dimerization kinetics (1)
- disordered media (1)
- driven diffusive systems (theory) (1)
- dynamical systems (1)
- econophysics (1)
- electrostatics (1)
- escence correlation spectroscopy (1)
- exclusion process (1)
- exclusion processes (1)
- first arrival (1)
- first passage process (1)
- first-arrival density (1)
- fluctuations (theory) (1)
- fluorescence correlation spectroscopy (1)
- fractional dynamic equations (1)
- fractional generalized Langevin equation (1)
- frictional memory kernel (1)
- function (1)
- gel network (1)
- generalised Langevin equation (1)
- generalized diffusion equation (1)
- heterogeneous diffusion (1)
- heterogeneous diffusion process (1)
- inhomogeneous-media (1)
- kinetic-theory (1)
- large deviation function (1)
- lattice gas (1)
- linear response theory (1)
- mean square displacement (1)
- mean squared displacement (1)
- mechanisms (1)
- memory kernel (1)
- mobile-immobile model (1)
- molecular overcrowding (1)
- multi-scaling (1)
- multidimensional fractional diffusion equation (1)
- noise (1)
- noise in biochemical signalling (1)
- non-Gaussian (1)
- non-Gaussian distribution (1)
- non-Gaussian probability (1)
- non-exponential relaxation (1)
- non-extensive statistics (1)
- nonequilibrium stationary state (1)
- nonstationary diffusivity (1)
- option pricing (1)
- path integration (1)
- persistence (1)
- phase-transition boundary (1)
- plasma-membrane (1)
- polyelectrolytes (1)
- polymer translocation (1)
- potential landscape (1)
- predator-prey model (1)
- probability distribution function (1)
- quenched energy landscape (1)
- random search process (1)
- random search processes (1)
- random walks (1)
- reaction kinetics theory (1)
- reaction rate constants (1)
- recurrence (1)
- resetting (1)
- rotational diffusion (1)
- search dynamics (1)
- search efficiency (1)
- search optimization (1)
- sensitivity analysis (1)
- single particle tracking (1)
- single-file diffusion (1)
- statistics (1)
- stochastic dynamics (1)
- stochastic simulation algorithm (1)
- superdiffusion and (1)
- susceptibility (1)
- tau proteins (1)
- telegrapher's equation (1)
- time-series analysis (1)
- van Hove correlation (1)
- variances (1)
- walks (1)
- water diffusion in the brain (1)
Institute
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
We study a heterogeneous diffusion process (HDP) with position-dependent diffusion coefficient and Poissonian stochastic resetting.
We find exact results for the mean squared displacement and the probability density function. The nonequilibrium steady state reached in the long time limit is studied.
We also analyse the transition to the non-equilibrium steady state by finding the large deviation function.
We found that similarly to the case of the normal diffusion process where the diffusion length grows like t (1/2) while the length scale xi(t) of the inner core region of the nonequilibrium steady state grows linearly with time t, in the HDP with diffusion length increasing like t ( p/2) the length scale xi(t) grows like t ( p ).
The obtained results are verified by numerical solutions of the corresponding Langevin equation.
We present a framework for systems in which diffusion-advection transport of a tracer substance in a mobile zone is interrupted by trapping in an immobile zone.
Our model unifies different model approaches based on distributed-order diffusion equations, exciton diffusion rate models, and random-walk models for multirate mobile-immobile mass transport.
We study various forms for the trapping time dynamics and their effects on the tracer mass in the mobile zone.
Moreover, we find the associated breakthrough curves, the tracer density at a fixed point in space as a function of time, and the mobile and immobile concentration profiles and the respective moments of the transport.
Specifically, we derive explicit forms for the anomalous transport dynamics and an asymptotic power-law decay of the mobile mass for a Mittag-Leffler trapping time distribution.
In our analysis we point out that even for exponential trapping time densities, transient anomalous transport is observed.
Our results have direct applications in geophysical contexts, but also in biological, soft matter, and solid state systems.
We study the first-arrival (first-hitting) dynamics and efficiency of a one-dimensional random search model performing asymmetric Levy flights by leveraging the Fokker-Planck equation with a delta-sink and an asymmetric space-fractional derivative operator with stable index alpha and asymmetry (skewness) parameter beta.
We find exact analytical results for the probability density of first-arrival times and the search efficiency, and we analyse their behaviour within the limits of short and long times.
We find that when the starting point of the searcher is to the right of the target, random search by Brownian motion is more efficient than Levy flights with beta <= 0 (with a rightward bias) for short initial distances, while for beta>0 (with a leftward bias) Levy flights with alpha -> 1 are more efficient.
When increasing the initial distance of the searcher to the target, Levy flight search (except for alpha=1 with beta=0) is more efficient than the Brownian search. Moreover, the asymmetry in jumps leads to essentially higher efficiency of the Levy search compared to symmetric Levy flights at both short and long distances, and the effect is more pronounced for stable indices alpha close to unity.
Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
(2021)
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.
Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
(2021)
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.
Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions
(2021)
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.