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How does a systematic time-dependence of the diffusion coefficient D(t) affect the ergodic and statistical characteristics of fractional Brownian motion (FBM)? Here, we answer this question via studying the characteristics of a set of standard statistical quantifiers relevant to single-particle-tracking (SPT) experiments. We examine, for instance, how the behavior of the ensemble- and time-averaged mean-squared displacements-denoted as the standard MSD < x(2)(Delta)> and TAMSD <<(delta(2)(Delta))over bar>> quantifiers-of FBM featuring < x(2) (Delta >> = <<(delta(2)(Delta >)over bar>> proportional to Delta(2H) (where H is the Hurst exponent and Delta is the [lag] time) changes in the presence of a power-law deterministically varying diffusivity D-proportional to(t) proportional to t(alpha-1) -germane to the process of scaled Brownian motion (SBM)-determining the strength of fractional Gaussian noise. The resulting compound "scaled-fractional" Brownian motion or FBM-SBM is found to be nonergodic, with < x(2)(Delta >> proportional to Delta(alpha+)(2H)(-1) and <(delta 2(Delta >) over bar > proportional to Delta(2H). We also detect a stalling behavior of the MSDs for very subdiffusive SBM and FBM, when alpha + 2H - 1 < 0. The distribution of particle displacements for FBM-SBM remains Gaussian, as that for the parent processes of FBM and SBM, in the entire region of scaling exponents (0 < alpha < 2 and 0 < H < 1). The FBM-SBM process is aging in a manner similar to SBM. The velocity autocorrelation function (ACF) of particle increments of FBM-SBM exhibits a dip when the parent FBM process is subdiffusive. Both for sub- and superdiffusive FBM contributions to the FBM-SBM process, the SBM exponent affects the long-time decay exponent of the ACF. Applications of the FBM-SBM-amalgamated process to the analysis of SPT data are discussed. A comparative tabulated overview of recent experimental (mainly SPT) and computational datasets amenable for interpretation in terms of FBM-, SBM-, and FBM-SBM-like models of diffusion culminates the presentation. The statistical aspects of the dynamics of a wide range of biological systems is compared in the table, from nanosized beads in living cells, to chromosomal loci, to water diffusion in the brain, and, finally, to patterns of animal movements.
A panoply of new tools for tracking single particles and molecules has led to an explosion of experimental data, leading to novel insights into physical properties of living matter governing cellular development and function, health and disease. In this Perspective, we present tools to investigate the dynamics and mechanics of living systems from the molecular to cellular scale via single-particle techniques. In particular, we focus on methods to measure, interpret, and analyse complex data sets that are associated with forces, materials properties, transport, and emergent organisation phenomena within biological and soft-matter systems. Current approaches, challenges, and existing solutions in the associated fields are outlined in order to support the growing community of researchers at the interface of physics and the life sciences. Each section focuses not only on the general physical principles and the potential for understanding living matter, but also on details of practical data extraction and analysis, discussing limitations, interpretation, and comparison across different experimental realisations and theoretical frameworks. Particularly relevant results are introduced as examples. While this Perspective describes living matter from a physical perspective, highlighting experimental and theoretical physics techniques relevant for such systems, it is also meant to serve as a solid starting point for researchers in the life sciences interested in the implementation of biophysical methods.
Levy walks are continuous-time random-walk processes with a spatiotemporal coupling of jump lengths and waiting times. We here apply the Hermite polynomial method to study the behavior of LWs with power-law walking time density for four different cases. First we show that the known result for the infinite density of an unconfined, unbiased LW is consistently recovered. We then derive the asymptotic behavior of the probability density function (PDF) for LWs in a constant force field, and we obtain the corresponding qth-order moments. In a harmonic external potential we derive the relaxation dynamic of the LW. For the case of a Poissonian walking time an exponential relaxation behavior is shown to emerge. Conversely, a power-law decay is obtained when the mean walking time diverges. Finally, we consider the case of an unconfined, unbiased LW with decaying speed v(r ) = v0/./r. When the mean walking time is finite, a universal Gaussian law for the position-PDF of the walker is obtained explicitly.
We derive. the ensemble-and time-averaged mean-squared displacements (MSD, TAMSD) for Poisson-reset geometric Brownian motion (GBM), in agreement with simulations. We find MSD and TAMSD saturation for frequent resetting, quantify the spread of TAMSDs via the ergodicity-breaking parameter and compute distributions of prices. General MSD-TAMSD nonequivalence proves reset GBM nonergodic.
How do different reset protocols affect ergodicity of a diffusion process in single-particle-tracking experiments? We here address the problem of resetting of an arbitrary stochastic anomalous-diffusion process (ADP) from the general mathematical points of view and assess ergodicity of such reset ADPs for an arbitrary resetting protocol. The process of stochastic resetting describes the events of the instantaneous restart of a particle’s motion via randomly distributed returns to a preset initial position (or a set of those). The waiting times of such resetting events obey the Poissonian, Gamma, or more generic distributions with specified conditions regarding the existence of moments. Within these general approaches, we derive general analytical results and support them by computer simulations for the behavior of the reset mean-squared displacement (MSD), the new reset increment-MSD (iMSD), and the mean reset time-averaged MSD (TAMSD). For parental nonreset ADPs with the MSD(t)∝ tμ we find a generic behavior and a switch of the short-time growth of the reset iMSD and mean reset TAMSDs from ∝ _μ for subdiffusive to ∝ _1 for superdiffusive reset ADPs. The critical condition for a reset ADP that recovers its ergodicity is found to be more general than that for the nonequilibrium stationary state, where obviously the iMSD and the mean TAMSD are equal. The consideration of the new statistical quantifier, the iMSD—as compared to the standard MSD—restores the ergodicity of an arbitrary reset ADP in all situations when the μth moment of the waiting-time distribution of resetting events is finite. Potential applications of these new resetting results are, inter alia, in the area of biophysical and soft-matter systems.
How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the future? Specifically, what are the long-time properties of a time-local exponential growth of stock-market prices under the influence of stochastically occurring economic crashes? Here, we derive the ensemble- and time-averaged properties of the respective "economic" or geometric Brownian motion (GBM) with a nonzero drift exposed to a Poissonian constant-rate price-restarting process of "resetting." We examine-based both on thorough analytical calculations and on findings from systematic stochastic computer simulations-the general situation of reset GBM with a nonzero [positive] drift and for all special cases emerging for varying parameters of drift, volatility, and reset rate in the model. We derive and summarize all short- and long-time dependencies for the mean-squared displacement (MSD), the variance, and the mean time-averaged MSD (TAMSD) of the process of Poisson-reset GBM under the conditions of both rare and frequent resetting. We consider three main regions of model parameters and categorize the crossovers between different functional behaviors of the statistical quantifiers of this process. The analytical relations are fully supported by the results of computer simulations. In particular, we obtain that Poisson-reset GBM is a nonergodic stochastic process, with generally MSD(Delta) not equal TAMSD(Delta) and Variance(Delta) not equal TAMSD(Delta) at short lag times Delta and for long trajectory lengths T. We investigate the behavior of the ergodicity-breaking parameter in each of the three regions of parameters and examine its dependence on the rate of reset at Delta/T << 1. Applications of these theoretical results to the analysis of prices of reset-containing options are pertinent.
We introduce and study a Lévy walk (LW) model of particle spreading with a finite propagation speed combined with soft resets, stochastically occurring periods in which an harmonic external potential is switched on and forces the particle towards a specific position. Soft resets avoid instantaneous relocation of particles that in certain physical settings may be considered unphysical. Moreover, soft resets do not have a specific resetting point but lead the particle towards a resetting point by a restoring Hookean force. Depending on the exact choice for the LW waiting time density and the probability density of the periods when the harmonic potential is switched on, we demonstrate a rich emerging response behaviour including ballistic motion and superdiffusion. When the confinement periods of the soft-reset events are dominant, we observe a particle localisation with an associated non-equilibrium steady state. In this case the stationary particle probability density function turns out to acquire multimodal states. Our derivations are based on Markov chain ideas and LWs with multiple internal states, an approach that may be useful and flexible for the investigation of other generalised random walks with soft and hard resets. The spreading efficiency of soft-rest LWs is characterised by the first-passage time statistic.
We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching, we unveil a rich transport dynamics including significant transient anomalous diffusion and non-Gaussian displacement distributions. Our discussion is based on experimental parameters for tau proteins in neuronal cells, but the results obtained here are expected to be of relevance for a broad class of processes in complex systems. Specifically, we obtain that, when the mean binding time is significantly longer than the mean mobile time, transient anomalous diffusion is observed at short and intermediate time scales, with a strong dependence on the fraction of initially mobile and immobile particles. We unveil a Laplace distribution of particle displacements at relevant intermediate time scales. For any initial fraction of mobile particles, the respective mean squared displacement (MSD) displays a plateau. Moreover, we demonstrate a short-time cubic time dependence of the MSD for immobile tracers when initially all particles are immobile.
We study the diffusive motion of a particle in a subharmonic potential of the form U(x) = |x|( c ) (0 < c < 2) driven by long-range correlated, stationary fractional Gaussian noise xi ( alpha )(t) with 0 < alpha <= 2. In the absence of the potential the particle exhibits free fractional Brownian motion with anomalous diffusion exponent alpha. While for an harmonic external potential the dynamics converges to a Gaussian stationary state, from extensive numerical analysis we here demonstrate that stationary states for shallower than harmonic potentials exist only as long as the relation c > 2(1 - 1/alpha) holds. We analyse the motion in terms of the mean squared displacement and (when it exists) the stationary probability density function. Moreover we discuss analogies of non-stationarity of Levy flights in shallow external potentials.
The application of the fractional calculus in the mathematical modelling of relaxation processes in complex heterogeneous media has attracted a considerable amount of interest lately.
The reason for this is the successful implementation of fractional stochastic and kinetic equations in the studies of non-Debye relaxation.
In this work, we consider the rotational diffusion equation with a generalised memory kernel in the context of dielectric relaxation processes in a medium composed of polar molecules. We give an overview of existing models on non-exponential relaxation and introduce an exponential resetting dynamic in the corresponding process.
The autocorrelation function and complex susceptibility are analysed in detail.
We show that stochastic resetting leads to a saturation of the autocorrelation function to a constant value, in contrast to the case without resetting, for which it decays to zero. The behaviour of the autocorrelation function, as well as the complex susceptibility in the presence of resetting, confirms that the dielectric relaxation dynamics can be tuned by an appropriate choice of the resetting rate.
The presented results are general and flexible, and they will be of interest for the theoretical description of non-trivial relaxation dynamics in heterogeneous systems composed of polar molecules.