530 Physik
Refine
Year of publication
Language
- English (155)
Is part of the Bibliography
- yes (155)
Keywords
- diffusion (36)
- anomalous diffusion (31)
- fractional Brownian motion (6)
- nonergodicity (6)
- first passage time (5)
- superstatistics (5)
- first-passage (4)
- first-passage time (4)
- geometric Brownian motion (4)
- random diffusivity (4)
Institute
For an effectively one-dimensional, semi-infinite disordered system connected to a reservoir of tracer particles kept at constant concentration, we provide the dynamics of the concentration profile.
Technically, we start with the Montroll-Weiss equation of a continuous time random walk with a scale-free waiting time density.
From this we pass to a formulation in terms of the fractional diffusion equation for the concentration profile C(x, t) in a semi-infinite space for the boundary condition C(0, t) = C-0, using a subordination approach.
From this we deduce the tracer flux and the so-called breakthrough curve (BTC) at a given distance from the tracer source.
In particular, BTCs are routinely measured in geophysical contexts but are also of interest in single-particle tracking experiments.
For the "residual' BTCs, given by 1- P(x, t), we demonstrate a long-time power-law behaviour that can be compared conveniently to experimental measurements.
For completeness we also derive expressions for the moments in this constant-concentration boundary condition.
How predictable is the next move of an animal? Specifically, which factors govern the short- and long-term motion patterns and the overall dynamics of land-bound, plant-eating animals in general and ruminants in particular? To answer this question, we here study the movement dynamics of springbok antelopes Antidorcas marsupialis. We propose several complementary statistical-analysis techniques combined with machine-learning approaches to analyze—across multiple time scales—the springbok motion recorded in long-term GPS tracking of collared springboks at a private wildlife reserve in Namibia. As a result, we are able to predict the springbok movement within the next hour with a certainty of about 20%. The remaining about 80% are stochastic in nature and are induced by unaccounted factors in the modeling algorithm and by individual behavioral features of springboks. We find that directedness of motion contributes approximately 17% to this predicted fraction. We find that the measure for directedeness is strongly dependent on the daily cycle of springbok activity. The previously known daily affinity of springboks to their water points, as predicted from our machine-learning algorithm, overall accounts for only about 3% of this predicted deterministic component of springbok motion. Moreover, the resting points are found to affect the motion of springboks at least as much as the formally studied effects of water points. The generality of these statements for the motion patterns and their underlying behavioral reasons for other ruminants can be examined on the basis of our statistical-analysis tools in the future.
We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent α(t ) in a changing environment. In MMFBM the built-in, long-range memory is continuously modulated by α(t ). We derive the essential statistical properties of MMFBM such as its response function, mean-squared displacement (MSD), autocovariance function, and Gaussian distribution. In contrast to existing forms of FBM with time-varying memory exponents but a reset memory structure, the instantaneous dynamic of MMFBM is influenced by the process history, e.g., we show that after a steplike change of α(t ) the scaling exponent of the MSD after the α step may be determined by the value of α(t ) before the change. MMFBM is a versatile and useful process for correlated physical systems with nonequilibrium initial conditions in a changing environment.
First-passage times in conical varying-width channels biased by a transverse gravitational force
(2022)
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field.
The theoretical expression for the mean first-passage time for such a system is derived under the assumption that the axial diffusion in a two-dimensional channel of smoothly varying geometry can be approximately described as a one-dimensional diffusion in an entropic potential with position-dependent effective diffusivity in terms of the modified Fick-Jacobs equation.
We analyze the channel crossing dynamics in terms of the mean first-passage time, combining our analytical results with extensive two-dimensional Brownian dynamics simulations, allowing us to find the range of applicability of the one-dimensional approximation.
We find that the effective particle diffusivity decreases with increasing amplitude of the external potential.
Remarkably, the mean first-passage time for crossing the channel is shown to assume a minimum at finite values of the potential amplitude.
Stochastic resetting, a diffusive process whose amplitude is reset to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. Here we generalize the resetting step by introducing a random resetting amplitude such that the diffusing particle may be only partially reset towards the trajectory origin or even overshoot the origin in a resetting step. We introduce different scenarios for the random-amplitude stochastic resetting process and discuss the resulting dynamics. Direct applications are geophysical layering (stratigraphy) and population dynamics or financial markets, as well as generic search processes.
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.
The time instant-the first-passage time (FPT)-when a diffusive particle (e.g., a ligand such as oxygen or a signalling protein) for the first time reaches an immobile target located on the surface of a bounded three-dimensional domain (e.g., a hemoglobin molecule or the cellular nucleus) is a decisive characteristic time-scale in diverse biophysical and biochemical processes, as well as in intermediate stages of various inter- and intra-cellular signal transduction pathways. Adam and Delbruck put forth the reduction-of-dimensionality concept, according to which a ligand first binds non-specifically to any point of the surface on which the target is placed and then diffuses along this surface until it locates the target. In this work, we analyse the efficiency of such a scenario and confront it with the efficiency of a direct search process, in which the target is approached directly from the bulk and not aided by surface diffusion. We consider two situations: (i) a single ligand is launched from a fixed or a random position and searches for the target, and (ii) the case of 'amplified' signals when N ligands start either from the same point or from random positions, and the search terminates when the fastest of them arrives to the target. For such settings, we go beyond the conventional analyses, which compare only the mean values of the corresponding FPTs. Instead, we calculate the full probability density function of FPTs for both scenarios and study its integral characteristic-the 'survival' probability of a target up to time t. On this basis, we examine how the efficiencies of both scenarios are controlled by a variety of parameters and single out realistic conditions in which the reduction-of-dimensionality scenario outperforms the direct search.
How related are the ergodic properties of the over- and underdamped Langevin equations driven by fractional Gaussian noise? We here find that for massive particles performing fractional Brownian motion (FBM) inertial effects not only destroy the stylized fact of the equivalence of the ensemble-averaged mean-squared displacement (MSD) to the time-averaged MSD (TAMSD) of overdamped or massless FBM, but also dramatically alter the values of the ergodicity-breaking parameter (EB). Our theoretical results for the behavior of EB for underdamped or massive FBM for varying particle mass m, Hurst exponent H, and trace length T are in excellent agreement with the findings of stochastic computer simulations. The current results can be of interest for the experimental community employing various single-particle-tracking techniques and aiming at assessing the degree of nonergodicity for the recorded time series (studying, e.g., the behavior of EB versus lag time). To infer FBM as a realizable model of anomalous diffusion for a set single-particle-tracking data when massive particles are being tracked, the EBs from the data should be compared to EBs of massive (rather than massless) FBM.
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.
The field of movement ecology has seen a rapid increase in high-resolution data in recent years, leading to the development of numerous statistical and numerical methods to analyse relocation trajectories. Data are often collected at the level of the individual and for long periods that may encompass a range of behaviours.
Here, we use the power spectral density (PSD) to characterise the random movement patterns of a black-winged kite (Elanus caeruleus) and a white stork (Ciconia ciconia). The tracks are first segmented and clustered into different behaviours (movement modes), and for each mode we measure the PSD and the ageing properties of the process.
For the foraging kite we find 1/f noise, previously reported in ecological systems mainly in the context of population dynamics, but not for movement data. We further suggest plausible models for each of the behavioural modes by comparing both the measured PSD exponents and the distribution of the single-trajectory PSD to known theoretical results and simulations.