## Institut für Physik und Astronomie

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In Allefeld & Kurths [2004], we introduced an approach to multivariate phase synchronization analysis in the form of a Synchronization Cluster Analysis (SCA). A statistical model of a synchronization cluster was described, and an abbreviated instruction on how to apply this model to empirical data was given, while an implementation of the corresponding algorithm was (and is) available from the authors. In this letter, the complete details on how the data analysis algorithm is to be derived from the model are filled in.

Phase synchronization analysis, including our recently introduced multivariate approach, is applied to event-related EEG data from an experiment on language processing, following a classic psycholinguistic paradigm. For the two types of experimental manipulation distinct effects in overall synchronization are found; for one of them they can also be localized. The synchronization effects occur earlier than those found by the conventional analysis method, indicating that the new approach provides additional information on the underlying neuronal process.

In order to investigate the temporal characteristics of cognitive processing, we apply multivariate phase synchronization analysis to event-related potentials. The experimental design combines a semantic incongruity in a sentence context with a physical mismatch (color change). In the ERP average, these result in an N400 component and a P300-like positivity, respectively. The synchronization analysis shows an effect of global desynchronization in the theta band around 288ms after stimulus presentation for the semantic incongruity, while the physical mismatch elicits an increase of global synchronization in the alpha band around 204ms. Both of these effects clearly precede those in the ERP average. Moreover, the delay between synchronization effect and ERP component correlates with the complexity of the cognitive processes.

We present different tests for phase synchronization which improve the procedures currently used in the literature. This is accomplished by using a two-samples test setup and by utilizing insights and methods from directional statistics and bootstrap theory. The tests differ in the generality of the situation in which they can be applied as well as in their complexity, including computational cost. A modification of the resampling technique of the bootstrap is introduced, making it possible to fully utilize data from time series.

A method for the multivariate analysis of statistical phase synchronization phenomena in empirical data is presented. A first statistical approach is complemented by a stochastic dynamic model, to result in a data analysis algorithm which can in a specific sense be shown to be a generic multivariate statistical phase synchronization analysis. The method is applied to EEG data from a psychological experiment, obtaining results which indicate the relevance of this method in the context of cognitive science as well as in other fields.

Diffusion of finite-size particles in two-dimensional channels with random wall configurations
(2014)

Diffusion of chemicals or tracer molecules through complex systems containing irregularly shaped channels is important in many applications. Most theoretical studies based on the famed Fick–Jacobs equation focus on the idealised case of infinitely small particles and reflecting boundaries. In this study we use numerical simulations to consider the transport of finite-size particles through asymmetrical two-dimensional channels. Additionally, we examine transient binding of the molecules to the channel walls by applying sticky boundary conditions. We consider an ensemble of particles diffusing in independent channels, which are characterised by common structural parameters. We compare our results for the long-time effective diffusion coefficient with a recent theoretical formula obtained by Dagdug and Pineda [J. Chem. Phys., 2012, 137, 024107].

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The investigation of the resulting diffusion is performed for unconfined and confined motion.

We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black–Scholes–Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.

We have investigated the electrochemical, spectroscopic and electroluminescent properties of a family of aza-aromatic complexes of ruthenium of type [RuII(bpy/phen)2(L)]2+ (4d6) with three isomeric L ligands, where, bpy = 2,2′-bipyridine, phen = 1,10-phenanthroline and the L ligands are 3-(2-pyridyl)[1,2,4]triazolo[1,5-a]pyridine (L1), 3-(2-pyridyl[1,2,3])triazolo[1,5-a]pyridine (L2) and 2-(2-pyridyl)[1,2,4]triazolo[1,5-a]pyridine (L3). The complexes display two bands in the visible region near 410–420 and 440–450 nm. The complexes are diamagnetic and show well defined 1H NMR lines. They are electroactive in acetonitrile solution and exhibit a well defined RuII/RuIII couple near 1.20 to 1.30 V and −1.40 to −1.50 V due to ligand reduction versus Saturated Calomel Electrode (SCE). The solutions are also luminescent, with peaks are near 600 nm. All the complexes are electroluminescent in nature with peaks lying near 580 nm. L1 and L3 ligated complexes with two bpy co-ligands show weak photoluminescence (PL) but stronger electroluminescence (EL) compared to corresponding L2 ligated analogues.

We study the adsorption–desorption transition of polyelectrolyte chains onto planar, cylindrical and spherical surfaces with arbitrarily high surface charge densities by massive Monte Carlo computer simulations. We examine in detail how the well known scaling relations for the threshold transition—demarcating the adsorbed and desorbed domains of a polyelectrolyte near weakly charged surfaces—are altered for highly charged interfaces. In virtue of high surface potentials and large surface charge densities, the Debye–Hückel approximation is often not feasible and the nonlinear Poisson–Boltzmann approach should be implemented. At low salt conditions, for instance, the electrostatic potential from the nonlinear Poisson–Boltzmann equation is smaller than the Debye–Hückel result, such that the required critical surface charge density for polyelectrolyte adsorption σc increases. The nonlinear relation between the surface charge density and electrostatic potential leads to a sharply increasing critical surface charge density with growing ionic strength, imposing an additional limit to the critical salt concentration above which no polyelectrolyte adsorption occurs at all. We contrast our simulations findings with the known scaling results for weak critical polyelectrolyte adsorption onto oppositely charged surfaces for the three standard geometries. Finally, we discuss some applications of our results for some physical–chemical and biophysical systems.

Based on extensive Monte Carlo simulations and analytical considerations we study the electrostatically driven adsorption of flexible polyelectrolyte chains onto charged Janus nanospheres. These net-neutral colloids are composed of two equally but oppositely charged hemispheres. The critical binding conditions for polyelectrolyte chains are analysed as function of the radius of the Janus particle and its surface charge density, as well as the salt concentration in the ambient solution. Specifically for the adsorption of finite-length polyelectrolyte chains onto Janus nanoparticles, we demonstrate that the critical adsorption conditions drastically differ when the size of the Janus particle or the screening length of the electrolyte are varied. We compare the scaling laws obtained for the adsorption–desorption threshold to the known results for uniformly charged spherical particles, observing significant disparities. We also contrast the changes to the polyelectrolyte chain conformations close to the surface of the Janus nanoparticles as compared to those for simple spherical particles. Finally, we discuss experimentally relevant physico-chemical systems for which our simulations results may become important. In particular, we observe similar trends with polyelectrolyte complexation with oppositely but heterogeneously charged proteins.

The strong adhesion of sub-micron sized particles to surfaces is a nuisance, both for removing contaminating colloids from surfaces and for conscious manipulation of particles to create and test novel micro/nano-scale assemblies. The obvious idea of using detergents to ease these processes suffers from a lack of control: the action of any conventional surface-modifying agent is immediate and global. With photosensitive azobenzene containing surfactants we overcome these limitations. Such photo-soaps contain optical switches (azobenzene molecules), which upon illumination with light of appropriate wavelength undergo reversible trans-cis photo-isomerization resulting in a subsequent change of the physico-chemical molecular properties. In this work we show that when a spatial gradient in the composition of trans- and cis- isomers is created near a solid-liquid interface, a substantial hydrodynamic flow can be initiated, the spatial extent of which can be set, e.g., by the shape of a laser spot. We propose the concept of light induced diffusioosmosis driving the flow, which can remove, gather or pattern a particle assembly at a solid-liquid interface. In other words, in addition to providing a soap we implement selectivity: particles are mobilized and moved at the time of illumination, and only across the illuminated area.

What are the physical laws of the mutual interactions of objects bound to cell membranes, such as various membrane proteins or elongated virus particles? To rationalise this, we here investigate by extensive computer simulations mutual interactions of rod-like particles adsorbed on the surface of responsive elastic two-dimensional sheets. Specifically, we quantify sheet deformations as a response to adhesion of such filamentous particles. We demonstrate that tip-to-tip contacts of rods are favoured for relatively soft sheets, while side-by-side contacts are preferred for stiffer elastic substrates. These attractive orientation-dependent substrate-mediated interactions between the rod-like particles on responsive sheets can drive their aggregation and self-assembly. The optimal orientation of the membrane-bound rods is established via responding to the elastic energy profiles created around the particles. We unveil the phase diagramme of attractive–repulsive rod–rod interactions in the plane of their separation and mutual orientation. Applications of our results to other systems featuring membrane-associated particles are also discussed.

Can the statistical properties of single-electron transfer events be correctly predicted within a common equilibrium ensemble description? This fundamental in nanoworld question of ergodic behavior is scrutinized within a very basic semi-classical curve-crossing problem. It is shown that in the limit of non-adiabatic electron transfer (weak tunneling) well-described by the Marcus–Levich–Dogonadze(MLD) rate the answer is yes. However, in the limit of the so-called solvent-controlled adiabatic electron transfer, a profound breaking of ergodicity occurs. Namely, a common description based on the ensemble reduced density matrix with an initial equilibrium distribution of the reaction coordinate is not able to reproduce the statistics of single-trajectory events in this seemingly classical regime. For sufficiently large activation barriers, the ensemble survival probability in a state remains nearly exponential with the inverse rate given by the sum of the adiabatic curve crossing (Kramers) time and the inverse MLD rate. In contrast, near to the adiabatic regime, the single-electron survival probability is clearly non-exponential, even though it possesses an exponential tail which agrees well with the ensemble description. Initially, it is well described by a Mittag-Leffler distribution with a fractional rate. Paradoxically, the mean transfer time in this classical on the ensemble level regime is well described by the inverse of the nonadiabatic quantum tunneling rate on a single particle level. An analytical theory is developed which perfectly agrees with stochastic simulations and explains our findings.

Molecular motors pulling cargos in the viscoelastic cytosol: how power strokes beat subdiffusion
(2014)

The discovery of anomalous diffusion of larger biopolymers and submicron tracers such as endogenous granules, organelles, or virus capsids in living cells, attributed to the viscoelastic nature of the cytoplasm, provokes the question whether this complex environment equally impacts the active intracellular transport of submicron cargos by molecular motors such as kinesins: does the passive anomalous diffusion of free cargo always imply its anomalously slow active transport by motors, the mean transport distance along microtubule growing sublinearly rather than linearly in time? Here we analyze this question within the widely used two-state Brownian ratchet model of kinesin motors based on the continuous-state diffusion along microtubules driven by a flashing binding potential, where the cargo particle is elastically attached to the motor. Depending on the cargo size, the loading force, the amplitude of the binding potential, the turnover frequency of the molecular motor enzyme, and the linker stiffness we demonstrate that the motor transport may turn out either normal or anomalous, as indeed measured experimentally. We show how a highly efficient normal active transport mediated by motors may emerge despite the passive anomalous diffusion of the cargo, and study the intricate effects of the elastic linker. Under different, well specified conditions the microtubule-based motor transport becomes anomalously slow and thus significantly less efficient.

Stochastic Wilson
(2015)

We consider a simple Markovian class of the stochastic Wilson–Cowan type models of neuronal network dynamics, which incorporates stochastic delay caused by the existence of a refractory period of neurons. From the point of view of the dynamics of the individual elements, we are dealing with a network of non-Markovian stochastic two-state oscillators with memory, which are coupled globally in a mean-field fashion. This interrelation of a higher-dimensional Markovian and lower-dimensional non-Markovian dynamics is discussed in its relevance to the general problem of the network dynamics of complex elements possessing memory. The simplest model of this class is provided by a three-state Markovian neuron with one refractory state, which causes firing delay with an exponentially decaying memory within the two-state reduced model. This basic model is used to study critical avalanche dynamics (the noise sustained criticality) in a balanced feedforward network consisting of the excitatory and inhibitory neurons. Such avalanches emerge due to the network size dependent noise (mesoscopic noise). Numerical simulations reveal an intermediate power law in the distribution of avalanche sizes with the critical exponent around −1.16. We show that this power law is robust upon a variation of the refractory time over several orders of magnitude. However, the avalanche time distribution is biexponential. It does not reflect any genuine power law dependence.

Effects of the target aspect ratio and intrinsic reactivity onto diffusive search in bounded domains
(2017)

We study the mean first passage time (MFPT) to a reaction event on a specific site in a cylindrical geometry—characteristic, for instance, for bacterial cells, with a concentric inner cylinder representing the nuclear region of the bacterial cell. Asimilar problem emerges in the description of a diffusive search by a transcription factor protein for a specific binding region on a single strand of DNA.We develop a unified theoretical approach to study the underlying boundary value problem which is based on a self-consistent approximation of the mixed boundary condition. Our approach permits us to derive explicit, novel, closed-form expressions for the MFPT valid for a generic setting with an arbitrary relation between the system parameters.Weanalyse this general result in the asymptotic limits appropriate for the above-mentioned biophysical problems. Our investigation reveals the crucial role of the target aspect ratio and of the intrinsic reactivity of the binding region, which were disregarded in previous studies. Theoretical predictions are confirmed by numerical simulations.

The molecular ability to selectively and efficiently convert sunlight into other forms of energy like heat, bond change, or charge separation is truly remarkable. The decisive steps in these transformations often happen on a femtosecond timescale and require transitions among different electronic states that violate the Born-Oppenheimer approximation (BOA). Non-BOA transitions pose challenges to both theory and experiment. From a theoretical point of view, excited state dynamics and nonadiabatic transitions both are difficult problems (see Figure 1(a)). However, the theory on non-BOA dynamics has advanced significantly over the last two decades. Full dynamical simulations for molecules of the size of nucleobases have been possible for a couple of years and allow predictions of experimental observables like photoelectron energy or ion yield. The availability of these calculations for isolated molecules has spurred new experimental efforts to develop methods that are sufficiently different from all optical techniques. For determination of transient molecular structure, femtosecond X-ray diffraction and electron diffraction have been implemented on optically excited molecules.

Background: Inferring regulatory interactions between genes from transcriptomics time-resolved data, yielding reverse engineered gene regulatory networks, is of paramount importance to systems biology and bioinformatics studies. Accurate methods to address this problem can ultimately provide a deeper insight into the complexity, behavior, and functions of the underlying biological systems. However, the large number of interacting genes coupled with short and often noisy time-resolved read-outs of the system renders the reverse engineering a challenging task. Therefore, the development and assessment of methods which are computationally efficient, robust against noise, applicable to short time series data, and preferably capable of reconstructing the directionality of the regulatory interactions remains a pressing research problem with valuable applications.
Results: Here we perform the largest systematic analysis of a set of similarity measures and scoring schemes within the scope of the relevance network approach which are commonly used for gene regulatory network reconstruction from time series data. In addition, we define and analyze several novel measures and schemes which are particularly suitable for short transcriptomics time series. We also compare the considered 21 measures and 6 scoring schemes according to their ability to correctly reconstruct such networks from short time series data by calculating summary statistics based on the corresponding specificity and sensitivity. Our results demonstrate that rank and symbol based measures have the highest performance in inferring regulatory interactions. In addition, the proposed scoring scheme by asymmetric weighting has shown to be valuable in reducing the number of false positive interactions. On the other hand, Granger causality as well as information-theoretic measures, frequently used in inference of regulatory networks, show low performance on the short time series analyzed in this study.
Conclusions: Our study is intended to serve as a guide for choosing a particular combination of similarity measures and scoring schemes suitable for reconstruction of gene regulatory networks from short time series data. We show that further improvement of algorithms for reverse engineering can be obtained if one considers measures that are rooted in the study of symbolic dynamics or ranks, in contrast to the application of common similarity measures which do not consider the temporal character of the employed data. Moreover, we establish that the asymmetric weighting scoring scheme together with symbol based measures (for low noise level) and rank based measures (for high noise level) are the most suitable choices.