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We employ Langevin-dynamics simulations to unveil non-Brownian and non-Gaussian center-of-mass self-diffusion of massive flexible dumbbell-shaped particles in crowded two-dimensional solutions. We study the intradumbbell dynamics of the relative motion of the two constituent elastically coupled disks. Our main focus is on effects of the crowding fraction phi and of the particle structure on the diffusion characteristics. We evaluate the time-averaged mean-squared displacement (TAMSD), the displacement probability-density function (PDF), and the displacement autocorrelation function (ACF) of the dimers. For the TAMSD at highly crowded conditions of dumbbells, e.g., we observe a transition from the short-time ballistic behavior, via an intermediate subdiffusive regime, to long-time Brownian-like spreading dynamics. The crowded system of dimers exhibits two distinct diffusion regimes distinguished by the scaling exponent of the TAMSD, the dependence of the diffusivity on phi, and the features of the displacement-ACF. We attribute these regimes to a crowding-induced transition from viscous to viscoelastic diffusion upon growing phi. We also analyze the relative motion in the dimers, finding that larger phi suppress their vibrations and yield strongly non-Gaussian PDFs of rotational displacements. For the diffusion coefficients D(phi) of translational and rotational motion of the dumbbells an exponential decay with phi for weak and a power-law variation D(phi) proportional to (phi - phi(star))(2.4) for strong crowding is found. A comparison of simulation results with theoretical predictions for D(phi) is discussed and some relevant experimental systems are overviewed.
Diffusion of antibiotics through a biofilm in the presence of diffusion and absorption barriers
(2020)
We propose a model of antibiotic diffusion through a bacterial biofilm when diffusion and/or absorption barriers develop in the biofilm. The idea of this model is: We deduce details of the diffusion process in a medium in which direct experimental study is difficult, based on probing diffusion in external regions. Since a biofilm has a gel-like consistency, we suppose that subdiffusion of particles in the biofilm may occur. To describe this process we use a fractional subdiffusion-absorption equation with an adjustable anomalous diffusion exponent. The boundary conditions at the boundaries of the biofilm are derived by means of a particle random walk model on a discrete lattice leading to an expression involving a fractional time derivative. We show that the temporal evolution of the total amount of substance that has diffused through the biofilm explicitly depends on whether there is antibiotic absorption in the biofilm. This fact is used to experimentally check for antibiotic absorption in the biofilm and if subdiffusion and absorption parameters of the biofilm change over time. We propose a four-stage model of antibiotic diffusion in biofilm based on the following physical characteristics: whether there is absorption of the antibiotic in the biofilm and whether all biofilm parameters remain unchanged over time. The biological interpretation of the stages, in particular their relation with the bacterial defense mechanisms, is discussed. Theoretical results are compared with empirical results of ciprofloxacin diffusion through Pseudomonas aeruginosa biofilm, and ciprofloxacin and gentamicin diffusion through Proteus mirabilis biofilm.
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.
Time-dependent processes are often analyzed using the power spectral density (PSD) calculated by taking an appropriate Fourier transform of individual trajectories and finding the associated ensemble average. Frequently, the available experimental datasets are too small for such ensemble averages, and hence, it is of a great conceptual and practical importance to understand to which extent relevant information can be gained from S(f, T), the PSD of a single trajectory. Here we focus on the behavior of this random, realization-dependent variable parametrized by frequency f and observation time T, for a broad family of anomalous diffusions-fractional Brownian motion with Hurst index H-and derive exactly its probability density function. We show that S(f, T) is proportional-up to a random numerical factor whose universal distribution we determine-to the ensemble-averaged PSD. For subdiffusion (H < 1/2), we find that S(f, T) similar to A/f(2H+1) with random amplitude A. In sharp contrast, for superdiffusion (H > 1/2) S(f, T) similar to BT2H-1/f(2) with random amplitude B. Remarkably, for H > 1/2 the PSD exhibits the same frequency dependence as Brownian motion, a deceptive property that may lead to false conclusions when interpreting experimental data. Notably, for H > 1/2 the PSD is ageing and is dependent on T. Our predictions for both sub-and superdiffusion are confirmed by experiments in live cells and in agarose hydrogels and by extensive simulations.
The power spectral density (PSD) of any time-dependent stochastic processX (t) is ameaningful feature of its spectral content. In its text-book definition, the PSD is the Fourier transform of the covariance function of X-t over an infinitely large observation timeT, that is, it is defined as an ensemble-averaged property taken in the limitT -> infinity. Alegitimate question is what information on the PSD can be reliably obtained from single-trajectory experiments, if one goes beyond the standard definition and analyzes the PSD of a single trajectory recorded for a finite observation timeT. In quest for this answer, for a d-dimensional Brownian motion (BM) we calculate the probability density function of a single-trajectory PSD for arbitrary frequency f, finite observation time T and arbitrary number k of projections of the trajectory on different axes. We show analytically that the scaling exponent for the frequency-dependence of the PSD specific to an ensemble of BM trajectories can be already obtained from a single trajectory, while the numerical amplitude in the relation between the ensemble-averaged and single-trajectory PSDs is afluctuating property which varies from realization to realization. The distribution of this amplitude is calculated exactly and is discussed in detail. Our results are confirmed by numerical simulations and single-particle tracking experiments, with remarkably good agreement. In addition we consider a truncated Wiener representation of BM, and the case of a discrete-time lattice random walk. We highlight some differences in the behavior of a single-trajectory PSD for BM and for the two latter situations. The framework developed herein will allow for meaningful physical analysis of experimental stochastic trajectories.
We study the properties of ageing Scher-Montroll transport in terms of a biased subdiffusive continuous time random walk in which the waiting times between consecutive jumps of the charge carriers are distributed according to the power law probability with . As we show, the dynamical properties of the Scher-Montroll transport depend on the ageing time span between the initial preparation of the system and the start of the observation. The Scher-Montroll transport theory was originally shown to describe the photocurrent in amorphous solids in the presence of an external electric field, but it has since been used in many other fields of physical sciences, in particular also in the geophysical context for the description of the transport of tracer particles in subsurface aquifers. In the absence of ageing () the photocurrent of the classical Scher-Montroll model or the breakthrough curves in the groundwater context exhibit a crossover between two power law regimes in time with the scaling exponents and . In the presence of ageing a new power law regime and an initial plateau regime of the current emerge. We derive the different power law regimes and crossover times of the ageing Scher-Montroll transport and show excellent agreement with simulations of the process. Experimental data of ageing Scher-Montroll transport in polymeric semiconductors are shown to agree well with the predictions of our theory.
Ageing first passage time density in continuous time random walks and quenched energy landscapes
(2015)
We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function Psi (t) similar or equal to t(-1-alpha) (0 <= alpha <= 2). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time t(a), the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs with 0 < alpha < 1 describe systems such as charge carriers in amorphous semiconducters, tracer dispersion in geological and biological systems, or the dynamics of blinking quantum dots. We derive the exact forms of the first passage time density for an ageing subdiffusive CTRW in the semi-infinite, confined, and biased case, finding different scaling regimes for weakly, intermediately, and strongly aged systems: these regimes, with different scaling laws, are also found when the scaling exponent is in the range 1 < alpha < 2, for sufficiently long ta. We compare our results with the ageing motion of a test particle in a quenched energy landscape. We test our theoretical results in the quenched landscape against simulations: only when the bias is strong enough, the correlations from returning to previously visited sites become insignificant and the results approach the ageing CTRW results. With small bias or without bias, the ageing effects disappear and a change in the exponent compared to the case of a completely annealed landscape can be found, reflecting the build-up of correlations in the quenched landscape.
Aging, the dependence of the dynamics of a physical process on the time t(a) since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of quantum dots to the tracer dispersion in living biological cells. Here we study the effects of aging on one of the most fundamental properties of a stochastic process, the first-passage dynamics. We find that for an aging continuous time random walk process, the scaling exponent of the density of first-passage times changes twice as the aging progresses and reveals an intermediate scaling regime. The first-passage dynamics depends on t(a) differently for intermediate and strong aging. Similar crossovers are obtained for the first-passage dynamics for a confined and driven particle. Comparison to the motion of an aged particle in the quenched trap model with a bias shows excellent agreement with our analytical findings. Our results demonstrate how first-passage measurements can be used to unravel the age t(a) of a physical system.
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t = 0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on ta is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.
Naturally occurring lipid granules diffuse in the cytoplasm and can be used as tracers to map out the viscoelastic landscape inside living cells. Using optical trapping and single particle tracking we found that lipid granules exhibit anomalous diffusion inside human umbilical vein endothelial cells. For these cells the exact diffusional pattern of a particular granule depends on the physiological state of the cell and on the localization of the granule within the cytoplasm. Granules located close to the actin rich periphery of the cell move less than those located towards to the center of the cell or within the nucleus. Also, granules in cells which are stressed by intense laser illumination or which have attached to a surface for a long period of time move in a more restricted fashion than those within healthy cells. For granules diffusing in healthy cells, in regions away from the cell periphery, occurrences of weak ergodicity breaking are observed, similar to the recent observations inside living fission yeast cells [1].
Transition path dynamics have been widely studied in chemical, physical, and technological systems. Mostly, the transition path dynamics is obtained for smooth barrier potentials, for instance, generic inverse-parabolic shapes. We here present analytical results for the mean transition path time, the distribution of transition path times, the mean transition path velocity, and the mean transition path shape in a rough inverted parabolic potential function under the driving of Gaussian white noise. These are validated against extensive simulations using the forward flux sampling scheme in parallel computations. We observe how precisely the potential roughness, the barrier height, and the noise intensity contribute to the particle transition in the rough inverted barrier potential.
This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the Itô calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed.
What are the physical laws of the diffusive search of proteins for their specific binding sites on DNA in the presence of the macromolecular crowding in cells? We performed extensive computer simulations to elucidate the protein target search on DNA. The novel feature is the viscoelastic non-Brownian protein bulk diffusion recently observed experimentally. We examine the influence of the protein-DNA binding affinity and the anomalous diffusion exponent on the target search time. In all cases an optimal search time is found. The relative contribution of intermittent three-dimensional bulk diffusion and one-dimensional sliding of proteins along the DNA is quantified. Our results are discussed in the light of recent single molecule tracking experiments, aiming at a better understanding of the influence of anomalous kinetics of proteins on the facilitated diffusion mechanism.
There exists compelling experimental evidence in numerous systems for logarithmically slow time evolution, yet its full theoretical understanding remains elusive. We here introduce and study a generic transition process in complex systems, based on nonrenewal, aging waiting times. Each state n of the system follows a local clock initiated at t = 0. The random time tau between clock ticks follows the waiting time density psi (tau). Transitions between states occur only at local clock ticks and are hence triggered by the local forward waiting time, rather than by psi (tau). For power-law forms psi (tau) similar or equal to tau(-1-alpha) (0 < alpha < 1) we obtain a logarithmic time evolution of the state number < n(t)> similar or equal to log(t/t(0)), while for alpha > 2 the process becomes normal in the sense that < n(t)> similar or equal to t. In the intermediate range 1 < alpha < 2 we find the power-law growth < n(t)> similar or equal to t(alpha-1). Our model provides a universal description for transition dynamics between aging and nonaging states.
In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations.
We study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated waiting times. In this model the current waiting time T-i is equal to the previous waiting time Ti-1 plus a small increment. Based on the associated coupled Langevin equations the force field is systematically introduced. We show that in a confining potential the relaxation dynamics follows power-law or stretched exponential pattern, depending on the model parameters. The process obeys a generalized Einstein-Stokes-Smoluchowski relation and observes the second Einstein relation. The stationary solution is of Boltzmann-Gibbs form. The case of an harmonic potential is discussed in some detail. We also show that the process exhibits aging and ergodicity breaking.
We present a generic analytical scheme for the quantification of fluctuations due to bifunctionality-induced signal transduction within the members of a bacterial two-component system. The proposed model takes into account post-translational modifications in terms of elementary phosphotransfer kinetics. Sources of fluctuations due to autophosphorylation, kinase, and phosphatase activity of the sensor kinase have been considered in the model via Langevin equations, which are then solved within the framework of linear noise approximation. The resultant analytical expression of phosphorylated response regulators are then used to quantify the noise profile of biologically motivated single and branched pathways. Enhancement and reduction of noise in terms of extra phosphate outflux and influx, respectively, have been analyzed for the branched system. Furthermore, the role of fluctuations of the network output in the regulation of a promoter with random activation-deactivation dynamics has been analyzed.
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.
Percolation networks have been widely used in the description of porous media but are now found to be relevant to understand the motion of particles in cellular membranes or the nucleus of biological cells. Random walks on the infinite cluster at criticality of a percolation network are asymptotically ergodic. On any finite size cluster of the network stationarity is reached at finite times, depending on the cluster's size. Despite of this we here demonstrate by combination of analytical calculations and simulations that at criticality the disorder and cluster size average of the ensemble of clusters leads to a non-vanishing variance of the time averaged mean squared displacement, regardless of the measurement time. Fluctuations of this relevant experimental quantity due to the disorder average of such ensembles are thus persistent and non-negligible. The relevance of our results for single particle tracking analysis in complex and biological systems is discussed.
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 BTh with h o 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.
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 similar to 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.
We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we obtain the probability P(omega) distribution of the random variable omega = tau(1)/(tau(1) + tau(2)), which is a measure for how similar the first passage times tau(1) and tau(2) are of two independent realizations of a Brownian walk starting at the same location. We construct a chart for each domain, determining whether P(omega) represents a unimodal, bell-shaped form, or a bimodal, M-shaped behavior. While in the former case the mean first passage time (MFPT) is a valid characteristic of the first passage behavior, in the latter case it is an insufficient measure for the process. Strikingly we find a distinct turnover between the two modes of P(omega), characteristic for the domain shape and the respective location of absorbing and reflective boundaries. Our results demonstrate that large fluctuations of the first passage times may occur frequently in two-dimensional domains, rendering quite vague the general use of the MFPT as a robust measure of the actual behavior even in bounded domains, in which all moments of the first passage distribution exist.
Brownian motion and viscoelastic anomalous diffusion in homogeneous environments are intrinsically Gaussian processes. In a growing number of systems, however, non-Gaussian displacement distributions of these processes are being reported. The physical cause of the non-Gaussianity is typically seen in different forms of disorder. These include, for instance, imperfect "ensembles" of tracer particles, the presence of local variations of the tracer mobility in heteroegenous environments, or cases in which the speed or persistence of moving nematodes or cells are distributed. From a theoretical point of view stochastic descriptions based on distributed ("superstatistical") transport coefficients as well as time-dependent generalisations based on stochastic transport parameters with built-in finite correlation time are invoked. After a brief review of the history of Brownian motion and the famed Gaussian displacement distribution, we here provide a brief introduction to the phenomenon of non-Gaussianity and the stochastic modelling in terms of superstatistical and diffusing-diffusivity approaches.
Gaussianity Fair
(2017)
Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion
(2019)
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in general have been addressed in Statistical Physics. In particular, there now exists a very large range of applications of stochastic processes in various disciplines. Here we provide a summary of some of the recent developments in the field of stochastic processes, highlighting both the experimental findings and theoretical frameworks.
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.
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.
The dynamics of constituents and the surface response of cellular membranes also in connection to the binding of various particles and macromolecules to the membrane are still a matter of controversy in the membrane biophysics community, particularly with respect to crowded membranes of living biological cells. We here put into perspective recent single particle tracking experiments in the plasma membranes of living cells and supercomputing studies of lipid bilayer model membranes with and without protein crowding. Special emphasis is put on the observation of anomalous, non-Brownian diffusion of both lipid molecules and proteins embedded in the lipid bilayer. While single component, pure lipid bilayers in simulations exhibit only transient anomalous diffusion of lipid molecules on nanosecond time scales, the persistence of anomalous diffusion becomes significantly longer ranged on the addition of disorder through the addition of cholesterol or proteins and on passing of the membrane lipids to the gel phase. Concurrently, experiments demonstrate the anomalous diffusion of membrane embedded proteins up to macroscopic time scales in the minute time range. Particular emphasis will be put on the physical character of the anomalous diffusion, in particular, the occurrence of ageing observed in the experiments the effective diffusivity of the measured particles is a decreasing function of time. Moreover, we present results for the time dependent local scaling exponent of the mean squared displacement of the monitored particles. Recent results finding deviations from the commonly assumed Gaussian diffusion patterns in protein crowded membranes are reported. The properties of the displacement autocorrelation function of the lipid molecules are discussed in the light of their appropriate physical anomalous diffusion models, both for non-crowded and crowded membranes. In the last part of this review we address the upcoming field of membrane distortion by elongated membrane-binding particles. We discuss how membrane compartmentalisation and the particle-membrane binding energy may impact the dynamics and response of lipid membranes. This article is part of a Special Issue entitled: Biosimulations edited by Ilpo Vattulainen and Tomasz Rog. (C) 2016 The Authors. Published by Elsevier B.V.
The role of ergodicity in anomalous stochastic processes - analysis of single-particle trajectories
(2012)
Single-particle experiments produce time series x(t) of individual particle trajectories, frequently revealing anomalous diffusion behaviour. Typically, individual x(t) are evaluated in terms of time-averaged quantities instead of ensemble averages. Here we discuss the behaviour of the time-averaged mean squared displacement of different stochastic processes giving rise to anomalous diffusion. In particular, we pay attention to the ergodic properties of these processes, i.e. the (non)equivalence of time and ensemble averages.
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.
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.
Ageing single file motion
(2014)
Abstract
The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive–diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive–diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion–diffusion and subdiffusion–subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.
Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
(2021)
We study the stochastic motion of a test particle in a heterogeneous medium in terms of a position dependent diffusion coefficient mimicking measured deterministic diffusivity gradients in biological cells or the inherent heterogeneity of geophysical systems. Compared to previous studies we here investigate the effect of the interplay of anomalous diffusion effected by position dependent diffusion coefficients and coloured non-Gaussian noise. The latter is chosen to be distributed according to Tsallis' q-distribution, representing a popular example for a non-extensive statistic. We obtain the ensemble and time averaged mean squared displacements for this generalised process and establish its non-ergodic properties as well as analyse the non-Gaussian nature of the associated displacement distribution. We consider both non-stratified and stratified environments.
We study the first passage dynamics for a diffusing particle experiencing a spatially varying diffusion coefficient while driven by correlated additive Gaussian white noise and multiplicative coloured non-Gaussian noise. We consider three functional forms for position dependence of the diffusion coefficient: power-law, exponential, and logarithmic. The coloured non-Gaussian noise is distributed according to Tsallis' q-distribution. Tracks of the non-Markovian systems are numerically simulated by using the fourth-order Runge-Kutta algorithm and the first passage times (FPTs) are recorded. The FPT density is determined along with the mean FPT (MFPT). Effects of the noise intensity and self-correlation of the multiplicative noise, the intensity of the additive noise, the cross-correlation strength, and the non-extensivity parameter on the MFPT are discussed.
From scaling arguments and numerical simulations, we investigate the properties of the generalized elastic model (GEM) that is used to describe various physical systems such as polymers, membranes, single-file systems, or rough interfaces. We compare analytical and numerical results for the subdiffusion exponent beta characterizing the growth of the mean squared displacement <(delta h)(2)> of the field h described by the GEM dynamic equation. We study the scaling properties of the qth order moments <vertical bar delta h vertical bar(q)> with time, finding that the interface fluctuations show no intermittent behavior. We also investigate the ergodic properties of the process h in terms of the ergodicity breaking parameter and the distribution of the time averaged mean squared displacement. Finally, we study numerically the driven GEM with a constant, localized perturbation and extract the characteristics of the average drift for a tagged probe.
The biomolecule is among the most important building blocks of biological systems, and a full understanding of its function forms the scaffold for describing the mechanisms of higher order structures as organelles and cells. Force is a fundamental regulatory mechanism of biomolecular interactions driving many cellular processes. The forces on a molecular scale are exactly in the range that can be manipulated and probed with single molecule force spectroscopy. The natural environment of a biomolecule is inside a living cell, hence, this is the most relevant environment for probing their function. In vivo studies are, however, challenged by the complexity of the cell. In this review, we start with presenting relevant theoretical tools for analyzing single molecule data obtained in intracellular environments followed by a description of state-of-the art visualization techniques. The most commonly used force spectroscopy techniques, namely optical tweezers, magnetic tweezers, and atomic force microscopy, are described in detail, and their strength and limitations related to in vivo experiments are discussed. Finally, recent exciting discoveries within the field of in vivo manipulation and dynamics of single molecule and organelles are reviewed.
We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with reflecting boundaries and show that the unbounded motion is at every time close to the equilibrium state of a finite system of growing size. This is due to time scale separation: inside wells of the random potential, there is relatively fast equilibration, while the motion across major potential barriers is ultraslow. Quantities studied by us are the time dependent mean squared displacement, the time dependent mean energy of an ensemble of particles, and the time dependent entropy of the probability distribution. Using a very fast numerical algorithm, we can explore times up top 10(17) steps and thereby also study finite-time crossover phenomena.
Lévy flights are paradigmatic generalised random walk processes, in which the independent stationary increments—the 'jump lengths'—are drawn from an -stable jump length distribution with long-tailed, power-law asymptote. As a result, the variance of Lévy flights diverges and the trajectory is characterised by occasional extremely long jumps. Such long jumps significantly decrease the probability to revisit previous points of visitation, rendering Lévy flights efficient search processes in one and two dimensions. To further quantify their precise property as random search strategies we here study the first-passage time properties of Lévy flights in one-dimensional semi-infinite and bounded domains for symmetric and asymmetric jump length distributions. To obtain the full probability density function of first-passage times for these cases we employ two complementary methods. One approach is based on the space-fractional diffusion equation for the probability density function, from which the survival probability is obtained for different values of the stable index and the skewness (asymmetry) parameter . The other approach is based on the stochastic Langevin equation with -stable driving noise. Both methods have their advantages and disadvantages for explicit calculations and numerical evaluation, and the complementary approach involving both methods will be profitable for concrete applications. We also make use of the Skorokhod theorem for processes with independent increments and demonstrate that the numerical results are in good agreement with the analytical expressions for the probability density function of the first-passage times.
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.
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.
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.
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.
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.
A combined dynamics consisting of Brownian motion and Levy flights is exhibited by a variety of biological systems performing search processes. Assessing the search reliability of ever locating the target and the search efficiency of doing so economically of such dynamics thus poses an important problem. Here we model this dynamics by a one-dimensional fractional Fokker-Planck equation combining unbiased Brownian motion and Levy flights. By solving this equation both analytically and numerically we show that the superposition of recurrent Brownian motion and Levy flights with stable exponent alpha < 1, by itself implying zero probability of hitting a point on a line, leads to transient motion with finite probability of hitting any point on the line. We present results for the exact dependence of the values of both the search reliability and the search efficiency on the distance between the starting and target positions as well as the choice of the scaling exponent a of the Levy flight component.
Based on the space-fractional Fokker-Planck equation with a delta-sink term, we study the efficiency of random search processes based on Levy flights with power-law distributed jump lengths in the presence of an external drift, for instance, an underwater current, an airflow, or simply the preference of the searcher based on prior experience. While Levy flights turn out to be efficient search processes when the target is upstream relative to the starting point, in the downstream scenario, regular Brownian motion turns out to be advantageous. This is caused by the occurrence of leapovers of Levy flights, due to which Levy flights typically overshoot a point or small interval. Studying the solution of the fractional Fokker-Planck equation, we establish criteria when the combination of the external stream and the initial distance between the starting point and the target favours Levy flights over the regular Brownian search. Contrary to the common belief that Levy flights with a Levy index alpha = 1 (i.e. Cauchy flights) are optimal for sparse targets, we find that the optimal value for alpha may range in the entire interval (1, 2) and explicitly include Brownian motion as the most efficient search strategy overall.
It is generally believed that random search processes based on scale-free, Levy stable jump length distributions (Levy flights) optimize the search for sparse targets. Here we show that this popular search advantage is less universal than commonly assumed. We study the efficiency of a minimalist search model based on Levy flights in the absence and presence of an external drift (underwater current, atmospheric wind, a preference of the walker owing to prior experience, or a general bias in an abstract search space) based on two different optimization criteria with respect to minimal search time and search reliability (cumulative arrival probability). Although Levy flights turn out to be efficient search processes when the target is far from the starting point, or when relative to the starting point the target is upstream, we show that for close targets and for downstream target positioning regular Brownian motion turns out to be the advantageous search strategy. Contrary to claims that Levy flights with a critical exponent alpha = 1 are optimal for the search of sparse targets in different settings, based on our optimization parameters the optimal a may range in the entire interval (1, 2) and especially include Brownian motion as the overall most efficient search strategy.
We address the generic problem of random search for a point-like target on a line. Using the measures of search reliability and efficiency to quantify the random search quality, we compare Brownian search with Levy search based on long-tailed jump length distributions. We then compare these results with a search process combined of two different long-tailed jump length distributions. Moreover, we study the case of multiple targets located by a Levy searcher.
We consider the mean first-passage time of a random walker moving in a potential landscape on a finite interval, the starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate that the mean first-passage time for a piecewise linear curve between these two points is minimized by the introduction of a potential barrier. Due to thermal fluctuations, this barrier may be crossed. It turns out that the corresponding expense for this activation is less severe than the gain from an increased slope towards the end point. In particular, the resulting mean first-passage time is shorter than for a linear potential drop between the two points.
We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimized by introduction of a piecewise linear potential barrier. Analytical results for the survival probability and first-passage density based on the fractional Fokker-Planck equation are shown to agree well with Monte Carlo simulations results. As an application we discuss an improved design for efficient translocation of gradient copolymers compared to homopolymer translocation in a quasi-equilibrium approximation.
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.
Following recent discoveries of colocalization of downstream-regulating genes in living cells, the impact of the spatial distance between such genes on the kinetics of gene product formation is increasingly recognized. We here show from analytical and numerical analysis that the distance between a transcription factor (TF) gene and its target gene drastically affects the speed and reliability of transcriptional regulation in bacterial cells. For an explicit model system, we develop a general theory for the interactions between a TF and a transcription unit. The observed variations in regulation efficiency are linked to the magnitude of the variation of the TF concentration peaks as a function of the binding site distance from the signal source. Our results support the role of rapid binding site search for gene colocalization and emphasize the role of local concentration differences.
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.
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.
Acanthamoebae are free-living protists and human pathogens, whose cellular functions and pathogenicity strongly depend on the transport of intracellular vesicles and granules through the cytosol. Using high-speed live cell imaging in combination with single-particle tracking analysis, we show here that the motion of endogenous intracellular particles in the size range from a few hundred nanometers to several micrometers in Acanthamoeba castellanii is strongly superdiffusive and influenced by cell locomotion, cytoskeletal elements, and myosin II. We demonstrate that cell locomotion significantly contributes to intracellular particle motion, but is clearly not the only origin of superdiffusivity. By analyzing the contribution of microtubules, actin, and myosin II motors we show that myosin II is a major driving force of intracellular motion in A. castellanii. The cytoplasm of A. castellanii is supercrowded with intracellular vesicles and granules, such that significant intracellular motion can only be achieved by actively driven motion, while purely thermally driven diffusion is negligible.
We analyze historical data of stock-market prices for multiple financial indices using the concept of delay-time averaging for the financial time series (FTS). The region of validity of our recent theoretical predictions [Cherstvy A G et al 2017 New J. Phys. 19 063045] for the standard and delayed time-averaged mean-squared 'displacements' (TAMSDs) of the historical FTS is extended to all lag times. As the first novel element, we perform extensive computer simulations of the stochastic differential equation describing geometric Brownian motion (GBM) which demonstrate a quantitative agreement with the analytical long-term price-evolution predictions in terms of the delayed TAMSD (for all stock-market indices in crisis-free times). Secondly, we present a robust procedure of determination of the model parameters of GBM via fitting the features of the price-evolution dynamics in the FTS for stocks and cryptocurrencies. The employed concept of single-trajectory-based time averaging can serve as a predictive tool (proxy) for a mathematically based assessment and rationalization of probabilistic trends in the evolution of stock-market prices.
Aging scaled Brownian motion
(2015)
Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.
We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble-and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.
We examine the non-ergodic properties of scaled Brownian motion (SBM), a non-stationary stochastic process with a time dependent diffusivity of the form D(t) similar or equal to t(alpha-1). We compute the ergodicity breaking parameter EB in the entire range of scaling exponents a, both analytically and via extensive computer simulations of the stochastic Langevin equation. We demonstrate that in the limit of long trajectory lengths T and short lag times Delta the EB parameter as function of the scaling exponent a has no divergence at alpha - 1/2 and present the asymptotes for EB in different limits. We generalize the analytical and simulations results for the time averaged and ergodic properties of SBM in the presence of ageing, that is, when the observation of the system starts only a finite time span after its initiation. The approach developed here for the calculation of the higher time averaged moments of the particle displacement can be applied to derive the ergodic properties of other stochastic processes such as fractional Brownian motion.
Low-dimensional, many-body systems are often characterized by ultraslow dynamics. We study a labelled particle in a generic system of identical particles with hard-core interactions in a strongly disordered environment. The disorder is manifested through intermittent motion with scale-free sticking times at the single particle level. While for a non-interacting particle we find anomalous diffusion of the power-law form < x(2)(t)> similar or equal to t(alpha) of the mean squared displacement with 0 < alpha < 1, we demonstrate here that the combination of the disordered environment with the many-body interactions leads to an ultraslow, logarithmic dynamics < x(2)(t)> similar or equal to log(1/2)t with a universal 1/2 exponent. Even when a characteristic sticking time exists but the fluctuations of sticking times diverge we observe the mean squared displacement < x(2)(t)> similar or equal to t(gamma) with 0 < gamma < 1/2, that is slower than the famed Harris law < x(2)(t)> similar or equal to t(1/2) without disorder. We rationalize the results in terms of a subordination to a counting process, in which each transition is dominated by the forward waiting time of an ageing continuous time process.
We consider anomalous stochastic processes based on the renewal continuous time random walk model with different forms for the probability density of waiting times between individual jumps. In the corresponding continuum limit we derive the generalized diffusion and Fokker-Planck-Smoluchowski equations with the corresponding memory kernels. We calculate the qth order moments in the unbiased and biased cases, and demonstrate that the generalized Einstein relation for the considered dynamics remains valid. The relaxation of modes in the case of an external harmonic potential and the convergence of the mean squared displacement to the thermal plateau are analyzed.
We study distributed-order time fractional diffusion equations characterized by multifractal memory kernels, in contrast to the simple power-law kernel of common time fractional diffusion equations. Based on the physical approach to anomalous diffusion provided by the seminal Scher-Montroll-Weiss continuous time random walk, we analyze both natural and modified-form distributed-order time fractional diffusion equations and compare the two approaches. The mean squared displacement is obtained and its limiting behavior analyzed. We derive the connection between the Wiener process, described by the conventional Langevin equation and the dynamics encoded by the distributed-order time fractional diffusion equation in terms of a generalized subordination of time. A detailed analysis of the multifractal properties of distributed-order diffusion equations is provided.
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 consider a generalized diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyze the probability distribution functions and we derive the mean squared displacement in x and y directions. Different forms of the memory kernels (Dirac delta, power-law, and distributed order) are considered. It is shown that anomalous diffusion may occur along both x and y directions. Ultraslow diffusion and some more general diffusive processes are observed as well. We give the corresponding continuous time random walk model for the considered two dimensional diffusion-like equation on a comb, and we derive the probability distribution functions which subordinate the process governed by this equation to the Wiener process.
We obtain a generalized diffusion equation in modified or Riemann-Liouville form from continuous time random walk theory. The waiting time probability density function and mean squared displacement for different forms of the equation are explicitly calculated. We show examples of generalized diffusion equations in normal or Caputo form that encode the same probability distribution functions as those obtained from the generalized diffusion equation in modified form. The obtained equations are general and many known fractional diffusion equations are included as special cases.
Velocity and displacement correlation functions for fractional generalized Langevin equations
(2012)
We study analytically a generalized fractional Langevin equation. General formulas for calculation of variances and the mean square displacement are derived. Cases with a three parameter Mittag-Leffler frictional memory kernel are considered. Exact results in terms of the Mittag-Leffler type functions for the relaxation functions, average velocity and average particle displacement are obtained. The mean square displacement and variances are investigated analytically. Asymptotic behaviors of the particle in the short and long time limit are found. The model considered in this paper may be used for modeling anomalous diffusive processes in complex media including phenomena similar to single file diffusion or possible generalizations thereof. We show the importance of the initial conditions on the anomalous diffusive behavior of the particle.
We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion.
We discuss generalized integro-differential diffusion equations whose integral kernels are not of a simple power law form, and thus these equations themselves do not belong to the family of fractional diffusion equations exhibiting a monoscaling behavior. They instead generate a broad class of anomalous nonscaling patterns, which correspond either to crossovers between different power laws, or to a non-power-law behavior as exemplified by the logarithmic growth of the width of the distribution. We consider normal and modified forms of these generalized diffusion equations and provide a brief discussion of three generic types of integral kernels for each form, namely, distributed order, truncated power law and truncated distributed order kernels. For each of the cases considered we prove the non-negativity of the solution of the corresponding generalized diffusion equation and calculate the mean squared displacement. (C) 2017 Elsevier Ltd. All rights reserved.
Isoflux tension propagation (IFTP) theory and Langevin dynamics (LD) simulations are employed to study the dynamics of channel-driven polymer translocation in which a polymer translocates into a narrow channel and the monomers in the channel experience a driving force fc. In the high driving force limit, regardless of the channel width, IFTP theory predicts τ ∝ f βc for the translocation time, where β = −1 is the force scaling exponent. Moreover, LD data show that for a very narrow channel fitting only a single file of monomers, the entropic force due to the subchain inside the channel does not play a significant role in the translocation dynamics and the force exponent β = −1 regardless of the force magnitude. As the channel width increases the number of possible spatial configurations of the subchain inside the channel becomes significant and the resulting entropic force causes the force exponent to drop below unity.
We study time averages of single particle trajectories in scale-free anomalous diffusion processes, in which the measurement starts at some time t(a) > 0 after initiation of the process at t = 0. Using aging renewal theory, we show that for such nonstationary processes a large class of observables are affected by a unique aging function, which is independent of boundary conditions or the external forces. Moreover, we discuss the implications of aging induced population splitting: with growing age ta of the process, an increasing fraction of particles remains motionless in a measurement of fixed duration. Consequences for single biomolecule tracking in live cells are discussed.
We discuss a renewal process in which successive events are separated by scale-free waiting time periods. Among other ubiquitous long-time properties, this process exhibits aging: events counted initially in a time interval [0, t] statistically strongly differ from those observed at later times [t(a,) t(a) + t]. The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. In complex, disordered media, processes with scale-free waiting times play a particularly prominent role. We set up a unified analytical foundation for such anomalous dynamics by discussing in detail the distribution of the aging renewal process. We analyze its half-discrete, half-continuous nature and study its aging time evolution. These results are readily used to discuss a scale-free anomalous diffusion process, the continuous-time random walk. By this, we not only shed light on the profound origins of its characteristic features, such as weak ergodicity breaking, along the way, we also add an extended discussion on aging effects. In particular, we find that the aging behavior of time and ensemble averages is conceptually very distinct, but their time scaling is identical at high ages. Finally, we show how more complex motion models are readily constructed on the basis of aging renewal dynamics.
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Levy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties.
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.
A single predator charging a herd of prey: effects of self volume and predator-prey decision-making
(2016)
We study the degree of success of a single predator hunting a herd of prey on a two-dimensional square lattice landscape. We explicitly consider the self volume of the prey restraining their dynamics on the lattice. The movement of both predator and prey is chosen to include an intelligent, decision making step based on their respective sighting ranges, the radius in which they can detect the other species (prey cannot recognise each other besides the self volume interaction): after spotting each other the motion of prey and predator turns from a nearest neighbour random walk into directed escape or chase, respectively. We consider a large range of prey densities and sighting ranges and compute the mean first passage time for a predator to catch a prey as well as characterise the effective dynamics of the hunted prey. We find that the prey's sighting range dominates their life expectancy and the predator profits more from a bad eyesight of the prey than from his own good eye sight. We characterise the dynamics in terms of the mean distance between the predator and the nearest prey. It turns out that effectively the dynamics of this distance coordinate can be captured in terms of a simple Ornstein–Uhlenbeck picture. Reducing the many-body problem to a simple two-body problem by imagining predator and nearest prey to be connected by an effective Hookean bond, all features of the model such as prey density and sighting ranges merge into the effective binding constant.
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.
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.
Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms encoded in the data and thus to better understand the probed systems. We here augment recently proposed machine-learning techniques for decoding anomalous-diffusion data to include an uncertainty estimate in addition to the predicted output. To avoid the Black-Box-Problem a Bayesian-Deep-Learning technique named Stochastic-Weight-Averaging-Gaussian is used to train models for both the classification of the diffusionmodel and the regression of the anomalous diffusion exponent of single-particle-trajectories. Evaluating their performance, we find that these models can achieve a wellcalibrated error estimate while maintaining high prediction accuracies. In the analysis of the output uncertainty predictions we relate these to properties of the underlying diffusion models, thus providing insights into the learning process of the machine and the relevance of the output.
Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms encoded in the data and thus to better understand the probed systems. We here augment recently proposed machine-learning techniques for decoding anomalous-diffusion data to include an uncertainty estimate in addition to the predicted output. To avoid the Black-Box-Problem a Bayesian-Deep-Learning technique named Stochastic-Weight-Averaging-Gaussian is used to train models for both the classification of the diffusion model and the regression of the anomalous diffusion exponent of single-particle-trajectories. Evaluating their performance, we find that these models can achieve a well-calibrated error estimate while maintaining high prediction accuracies. In the analysis of the output uncertainty predictions we relate these to properties of the underlying diffusion models, thus providing insights into the learning process of the machine and the relevance of the output. <br /> Diffusive motions in complex environments such as living biological cells or soft matter systems can be analyzed with single-particle-tracking approaches, where accuracy of output may vary. The authors involve a machine-learning technique for decoding anomalous-diffusion data and provide an uncertainty estimate together with predicted output.
Macromolecular crowding in living biological cells effects subdiffusion of larger biomolecules such as proteins and enzymes. Mimicking this subdiffusion in terms of random walks on a critical percolation cluster, we here present a case study of EcoRV restriction enzymes involved in vital cellular defence. We show that due to its so far elusive propensity to an inactive state the enzyme avoids non-specific binding and remains well-distributed in the bulk cytoplasm of the cell. Despite the reduced volume exploration capability of subdiffusion processes, this mechanism guarantees a high efficiency of the enzyme. By variation of the non-specific binding constant and the bond occupation probability on the percolation network, we demonstrate that reduced nonspecific binding are beneficial for efficient subdiffusive enzyme activity even in relatively small bacteria cells. Our results corroborate a more local picture of cellular regulation.
We study the dynamics of polymer chains in a bath of self-propelled particles (SPP) by extensive Langevin dynamics simulations in a two-dimensional model system. Specifically, we analyse the polymer looping properties versus the SPP activity and investigate how the presence of the active particles alters the chain conformational statistics. We find that SPPs tend to extend flexible polymer chains, while they rather compactify stiffer semiflexible polymers, in agreement with previous results. Here we show that higher activities of SPPs yield a higher effective temperature of the bath and thus facilitate the looping kinetics of a passive polymer chain. We explicitly compute the looping probability and looping time in a wide range of the model parameters. We also analyse the motion of a monomeric tracer particle and the polymer's centre of mass in the presence of the active particles in terms of the time averaged mean squared displacement, revealing a giant diffusivity enhancement for the polymer chain via SPP pooling. Our results are applicable to rationalising the dimensions and looping kinetics of biopolymers at constantly fluctuating and often actively driven conditions inside biological cells or in suspensions of active colloidal particles or bacteria cells.
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.
During the life cycle of bacterial cells the non-mixing of the two ring-shaped daughter genomes is an important prerequisite for the cell division process. Mimicking the environments inside highly crowded biological cells, we study the dynamics and statistical behavior of two flexible ring polymers in the presence of cylindrical confinement and crowding molecules. From extensive computer simulations we determine the degree of ring-ring overlap and the number of inter-monomer contacts for varying volume fractions phi of crowders. We also examine the entropic demixing of polymer rings in the presence of mobile crowders and determine the characteristic times of the internal polymer dynamics. Effects of the ring length on ring-ring overlap are also analyzed. In particular, on systematic variation of the fraction of crowding molecules, a (1 - phi)-scaling is found for the ring-ring overlap length along the cylinder axis, and a non-monotonic dependence of the 3D ring-ring contact number with a maximum at phi approximate to 0.2 is obtained. Our results demonstrate that polymer rings are demixed and separated by particular entropy-favourable partitioning of crowders along the axis of the cylindrical simulation box. These findings help to rationalize the implications of macromolecular crowding for circular DNA molecules in confined spaces inside bacteria as well as in localized cellular compartments inside eukaryotic cells.
The rapid worldwide spread of severe viral infections, often involving novel mutations of viruses, poses major challenges to our health-care systems. This means that tools that can efficiently and specifically diagnose viruses are much needed. To be relevant for broad applications in local health-care centers, such tools should be relatively cheap and easy to use. In this paper, we discuss the biophysical potential for the macroscopic detection of viruses based on the induction of a mechanical stress in a bundle of prestretched DNA molecules upon binding of viruses to the DNA. We show that the affinity of the DNA to the charged virus surface induces a local melting of the double helix into two single-stranded DNA. This process effects a mechanical stress along the DNA chains leading to an overall contraction of the DNA. Our results suggest that when such DNA bundles are incorporated in a supporting matrix such as a responsive hydrogel, the presence of viruses may indeed lead to a significant, macroscopic mechanical deformation of the matrix. We discuss the biophysical basis for this effect and characterize the physical properties of the associated DNA melting transition. In particular, we reveal several scaling relations between the relevant physical parameters of the system. We promote this DNA-based assay as a possible tool for efficient and specific virus screening.
We examine by extensive computer simulations the self-diffusion of anisotropic star-like particles in crowded two-dimensional solutions. We investigate the implications of the area coverage fraction phi of the crowders and the crowder-crowder adhesion properties on the regime of transient anomalous diffusion. We systematically compute the mean squared displacement (MSD) of the particles, their time averaged MSD, and the effective diffusion coefficient. The diffusion is ergodic in the limit of long traces, such that the mean time averaged MSD converges towards the ensemble averaged MSD, and features a small residual amplitude spread of the time averaged MSD from individual trajectories. At intermediate time scales, we quantify the anomalous diffusion in the system. Also, we show that the translational-but not rotational-diffusivity of the particles Dis a nonmonotonic function of the attraction strength between them. Both diffusion coefficients decrease as the power law D(phi) similar to (1 - phi/phi*)(2 ... 2.4) with the area fraction phi occupied by the crowders and the critical value phi*. Our results might be applicable to rationalising the experimental observations of non-Brownian diffusion for a number of standard macromolecular crowders used in vitro to mimic the cytoplasmic conditions of living cells.
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.
Polymer looping is controlled by macromolecular crowding, spatial confinement, and chain stiffness
(2015)
We study by extensive computer simulations the looping characteristics of linear polymers with varying persistence length inside a spherical cavity in the presence of macromolecular crowding. For stiff chains, the looping probability and looping time reveal wildly oscillating patterns as functions of the chain length. The effects of crowding differ dramatically for flexible versus stiff polymers. While for flexible chains the looping kinetics is slowed down by the crowders, for stiffer chains the kinetics turns out to be either decreased or facilitated, depending on the polymer length. For severe confinement, the looping kinetics may become strongly facilitated by crowding. Our findings are of broad impact for DNA looping in the crowded and compartmentalized interior of living biological cells.
We study Brownian motion in a confining potential under a constant-rate resetting to a reset position x(0). The relaxation of this system to the steady-state exhibits a dynamic phase transition, and is achieved in a light cone region which grows linearly with time. When an absorbing boundary is introduced, effecting a symmetry breaking of the system, we find that resetting aids the barrier escape only when the particle starts on the same side as the barrier with respect to the origin. We find that the optimal resetting rate exhibits a continuous phase transition with critical exponent of unity. Exact expressions are derived for the mean escape time, the second moment, and the coefficient of variation (CV).
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law < r(2)(t)> similar or equal to Dt yet the distribution of particle displacements is strongly non-Gaussian. A central approach to describe this effect is the diffusing diffusivity (DD) model in which the diffusion coefficient itself is a stochastic quantity, mimicking heterogeneities of the environment encountered by the tracer particle on its path. We here quantify in terms of analytical and numerical approaches the first passage behaviour of the DD model. We observe significant modifications compared to Brownian-Gaussian diffusion, in particular that the DD model may have a faster first passage dynamics. Moreover we find a universal crossover point of the survival probability independent of the initial condition.
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.
Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random-diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a range of previously unconsidered random-diffusivity processes, for which we obtain exact forms of the probability density function. These new processes are different versions of jump processes as well as functionals of Brownian motion. The resulting behaviour subtly depends on the specific model details. Thus, the central part of the probability density function may be Gaussian or non-Gaussian, and the tails may assume Gaussian, exponential, log-normal, or even power-law forms. For all these models we derive analytically the moment-generating function for the single-trajectory power spectral density. We establish the generic 1/f²-scaling of the power spectral density as function of frequency in all cases. Moreover, we establish the probability density for the amplitudes of the random power spectral density of individual trajectories. The latter functions reflect the very specific properties of the different random-diffusivity models considered here. Our exact results are in excellent agreement with extensive numerical simulations.
Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion emerges due to a variety of physical mechanisms, e.g., trapping interactions or the viscoelasticity of the environment. However, sometimes systems dynamics are erroneously claimed to be anomalous, despite the fact that the true motion is Brownian—or vice versa. This ambiguity in establishing whether the dynamics as normal or anomalous can have far-reaching consequences, e.g., in predictions for reaction- or relaxation-laws. Demonstrating that a system exhibits normal- or anomalous-diffusion is highly desirable for a vast host of applications. Here, we present a criterion for anomalous-diffusion based on the method of power-spectral analysis of single trajectories. The robustness of this criterion is studied for trajectories of fractional-Brownian-motion, a ubiquitous stochastic process for the description of anomalous-diffusion, in the presence of two types of measurement errors. In particular, we find that our criterion is very robust for subdiffusion. Various tests on surrogate data in absence or presence of additional positional noise demonstrate the efficacy of this method in practical contexts. Finally, we provide a proof-of-concept based on diverse experiments exhibiting both normal and anomalous-diffusion.
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.
We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and income mobility, the feasibility of an individual to change their position in the income rankings. For this purpose, we use the properties of an established model for income growth that includes 'resetting' as a stabilizing force to ensure stationary dynamics. We find that the dynamics of inequality is regime-dependent: it may range from a strictly non-ergodic state where this phenomenon has an increasing trend, up to a stable regime where inequality is steady and the system efficiently mimics ergodicity. Mobility measures, conversely, are always stable over time, but suggest that economies become less mobile in non-ergodic regimes. By fitting the model to empirical data for the income share of the top earners in the USA, we provide evidence that the income dynamics in this country is consistently in a regime in which non-ergodicity characterizes inequality and immobility. Our results can serve as a simple rationale for the observed real-world income dynamics and as such aid in addressing non-ergodicity in various empirical settings across the globe.This article is part of the theme issue 'Kinetic exchange models of societies and economies'.
Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics, due to irregularities found when comparing its properties with empirical distributions. As a solution, we investigate a generalisation of GBM where the introduction of a memory kernel critically determines the behaviour of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and then obtain the corresponding probability density functions using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) in order to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness.
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.
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.