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In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small 'escape window' in the otherwise impermeable boundary, once it arrives to this window and crosses an entropic barrier at the entrance to it. This generic problem is mathematically identical to that of a diffusion-mediated reaction with a partially-reactive site on the container's boundary. Considerable knowledge is available on the dependence of the mean first-reaction time (FRT) on the pertinent parameters. We here go a distinct step further and derive the full FRT distribution for the NEP. We demonstrate that typical FRTs may be orders of magnitude shorter than the mean one, thus resulting in a strong defocusing of characteristic temporal scales. We unveil the geometry-control of the typical times, emphasising the role of the initial distance to the target as a decisive parameter. A crucial finding is the further FRT defocusing due to the barrier, necessitating repeated escape or reaction attempts interspersed with bulk excursions. These results add new perspectives and offer a broad comprehension of various features of the by-now classical NEP that are relevant for numerous biological and technological systems.
In nature as well as in the context of infection and medical applications, bacteria often have to move in highly complex environments such as soil or tissues. Previous studies have shown that bacteria strongly interact with their surroundings and are often guided by confinements. Here, we investigate theoretically how the dispersal of swimming bacteria can be augmented by microfluidic environments and validate our theoretical predictions experimentally. We consider a system of bacteria performing the prototypical run-and-tumble motion inside a labyrinth with square lattice geometry. Narrow channels between the square obstacles limit the possibility of bacteria to reorient during tumbling events to an area where channels cross. Thus, by varying the geometry of the lattice it might be possible to control the dispersal of cells. We present a theoretical model quantifying diffusive spreading of a run-and-tumble random walker in a square lattice. Numerical simulations validate our theoretical predictions for the dependence of the diffusion coefficient on the lattice geometry. We show that bacteria moving in square labyrinths exhibit enhanced dispersal as compared to unconfined cells. Importantly, confinement significantly extends the duration of the phase with strongly non-Gaussian diffusion, when the geometry of channels is imprinted in the density profiles of spreading cells. Finally, in good agreement with our theoretical findings, we observe the predicted behaviors in experiments with E. coli bacteria swimming in a square lattice labyrinth created in amicrofluidic device. Altogether, our comprehensive understanding of bacterial dispersal in a simple two-dimensional labyrinth makes the first step toward the analysis of more complex geometries relevant for real world applications.
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.
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is ascribed to the heterogeneity of the medium and is captured by random parameter models such as ‘superstatistics’ or ‘diffusing diffusivity’. Independently, scientists working in the area of time series analysis and statistics have studied a class of discrete-time processes with similar properties, namely, random coefficient autoregressive models. In this work we try to reconcile these two approaches and thus provide a bridge between physical stochastic processes and autoregressive models.Westart from the basic Langevin equation of motion with time-varying damping or diffusion coefficients and establish the link to random coefficient autoregressive processes. By exploring that link we gain access to efficient statistical methods which can help to identify data exhibiting Brownian yet non-Gaussian diffusion.
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite interval with reflecting boundary conditions. The probability density function of this reflected FBM at long times converges to a stationary distribution showing distinct deviations from the fully flat distribution of amplitude 1/L in an interval of length L found for reflected normal Brownian motion. While for superdiffusion, corresponding to a mean squared displacement (MSD) 〈X² (t)〉 ⋍ tᵅ with 1 < α < 2, the probability density function is lowered in the centre of the interval and rises towards the boundaries, for subdiffusion (0 < α < 1) this behaviour is reversed and the particle density is depleted close to the boundaries. The MSD in these cases at long times converges to a stationary value, which is, remarkably, monotonically increasing with the anomalous diffusion exponent α. Our a priori surprising results may have interesting consequences for the application of FBM for processes such as molecule or tracer diffusion in the confines of living biological cells or organelles, or other viscoelastic environments such as dense liquids in microfluidic chambers.
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 show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. We also discuss a related measure of dispersion, which is a nonlinear analogue of the mean squared displacement.
We combine ultrafast X-ray diffraction (UXRD) and time-resolved Magneto-Optical Kerr Effect (MOKE) measurements to monitor the strain pulses in laser-excited TbFe2/Nb heterostructures. Spatial separation of the Nb detection layer from the laser excitation region allows for a background-free characterization of the laser-generated strain pulses. We clearly observe symmetric bipolar strain pulses if the excited TbFe2 surface terminates the sample and a decomposition of the strain wavepacket into an asymmetric bipolar and a unipolar pulse, if a SiO2 glass capping layer covers the excited TbFe2 layer. The inverse magnetostriction of the temporally separated unipolar strain pulses in this sample leads to a MOKE signal that linearly depends on the strain pulse amplitude measured through UXRD. Linear chain model simulations accurately predict the timing and shape of UXRD and MOKE signals that are caused by the strain reflections from multiple interfaces in the heterostructure.
We measure valence-to-core x-ray emission spectra of compressed crystalline GeO₂ up to 56 GPa and of amorphous GeO₂ up to 100 GPa. In a novel approach, we extract the Ge coordination number and mean Ge-O distances from the emission energy and the intensity of the Kβ'' emission line. The spectra of high-pressure polymorphs are calculated using the Bethe-Salpeter equation. Trends observed in the experimental and calculated spectra are found to match only when utilizing an octahedral model. The results reveal persistent octahedral Ge coordination with increasing distortion, similar to the compaction mechanism in the sequence of octahedrally coordinated crystalline GeO₂ high-pressure polymorphs.
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.
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.
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.
Fixational eye movements show scaling behaviour of the positional mean-squared displacement with a characteristic transition from persistence to antipersistence for increasing time-lag. These statistical patterns were found to be mainly shaped by microsaccades (fast, small-amplitude movements). However, our re-analysis of fixational eye-movement data provides evidence that the slow component (physiological drift) of the eyes exhibits scaling behaviour of the mean-squared displacement that varies across human participants. These results suggest that drift is a correlated movement that interacts with microsaccades. Moreover, on the long time scale, the mean-squared displacement of the drift shows oscillations, which is also present in the displacement auto-correlation function. This finding lends support to the presence of time-delayed feedback in the control of drift movements. Based on an earlier non-linear delayed feedback model of fixational eye movements, we propose and discuss different versions of a new model that combines a self-avoiding walk with time delay. As a result, we identify a model that reproduces oscillatory correlation functions, the transition from persistence to antipersistence, and microsaccades.
Effects of the target aspect ratio and intrinsic reactivity onto diffusive search in bounded domains
(2017)
Westudy 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.
Molecules often fragment after photoionization in the gas phase. Usually, this process can only be investigated spectroscopically as long as there exists electron correlation between the photofragments. Important parameters, like their kinetic energy after separation, cannot be investigated. We are reporting on a femtosecond time-resolved Auger electron spectroscopy study concerning the photofragmentation dynamics of thymine. We observe the appearance of clearly distinguishable signatures from thymine′s neutral photofragment isocyanic acid. Furthermore, we observe a time-dependent shift of its spectrum, which we can attribute to the influence of the charged fragment on the Auger electron. This allows us to map our time-dependent dataset onto the fragmentation coordinate. The time dependence of the shift supports efficient transformation of the excess energy gained from photoionization into kinetic energy of the fragments. Our method is broadly applicable to the investigation of photofragmentation processes.
We consider synchronization properties of arrays of spin-torque nano-oscillators coupled via an RC load. We show that while the fully synchronized state of identical oscillators may be locally stable in some parameter range, this synchrony is not globally attracting. Instead, regimes of different levels of compositional complexity are observed. These include chimera states (a part of the array forms a cluster while other units are desynchronized), clustered chimeras (several clusters plus desynchronized oscillators), cluster state (all oscillators form several clusters), and partial synchronization (no clusters but a nonvanishing mean field). Dynamically, these states are also complex, demonstrating irregular and close to quasiperiodic modulation. Remarkably, when heterogeneity of spin-torque oscillators is taken into account, dynamical complexity even increases: close to the onset of a macroscopic mean field, the dynamics of this field is rather irregular.
Passive coherent combination of several discrete low power laser diodes is a promising way to overcome the issue of degrading beam quality when scaling single emitters to > 10W output power. Such systems would be an efficient alternative to current high power sources, yet they suffer from fatal coherence loss when operated well above threshold. We present a new way to obtain detailed coherence information for laser diode arrays using a spatial light modulator to help identify the underlying decoherence processes. Reconstruction tests of the emitted far-field distribution are conducted to evaluate the performance of our setup.
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.
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.
Complementarity in single photon interference – the role of the mode function and vacuum fields
(2017)
Background
In earlier experiments the role of the vacuum fields could be demonstrated as the source of complementarity with respect to the temporal properties (Heuer et al., Phys. Rev. Lett. 114:053601, 2015).
Methods
Single photon first order interferences of spatially separated regions from the cone structure of spontaneous parametric down conversion allow for analyzing the role of the mode function in quantum optics regarding the complementarity principle.
Results
Here the spatial coherence properties of these vacuum fields are demonstrated as the physical reason for complementarity in these single photon quantum optical experiments. These results are directly connected to the mode picture in classical optics.
Conclusion
The properties of the involved vacuum fields selected via the measurement process are the physical background of the complementarity principle in quantum optics.