Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries

Generalized Langevin equation for a tagged monomer in a Gaussian semiflexible polymer

In this study, we present a comprehensive analysis of the motion of a tagged monomer within a Gaussian semiflexible polymer model. We carefully derived the generalized Langevin equation (GLE) that governs the motion of a tagged central monomer. This derivation involves integrating out all the other degrees of freedom within the polymer chain, thereby yielding an effective description of the viscoelastic motion of the tagged monomer. A critical component of our analysis is the memory kernel that appears in the GLE. By examining this kernel, we characterized the impact of bending rigidity on the non-Markovian diffusion dynamics of the tagged monomer. Furthermore, we calculated the mean-squared displacement of the tagged monomer using the derived GLE. Our theoretical findings were corroborated by the Langevin dynamics simulation and scaling theory. Our results not only show remarkable agreement with previously known results in certain limiting cases but also provide dynamic features over the entire timescale.

Breaking the Brownian barrier: models and manifestations of molecular diffusion in complex fluids

Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to molecular self-diffusion in fluids. The foundational principles of Gaussianity and Markovianity, central to the Brownian diffusion paradigm, are insufficient for describing molecular diffusion, particularly in complex fluids characterized by intricate intermolecular interactions and hindered relaxation processes. This perspective delves into the nuanced behavior observed in diverse complex fluids, including molecular self-assembly systems, deep eutectic solvents, and ionic liquids, with a specific focus on modeling self-diffusion within these media. We explore the possibility of extending diffusion models to incorporate non-Gaussian and non-Markovian effects by augmenting the Brownian model using non-local diffusion equations. Furthermore, we validate the applicability of these models by utilizing them to describe results from quasielastic neutron scattering and MD simulations.

Generalized Langevin subdiffusion in channels: The bath always wins

We consider subdiffusive motion, modeled by the generalized Langevin equation in an equilibrium setting, of tracer particles in channels of indefinite length in the x direction: the channels of varying width and the channels with sinusoidally meandering midline. The subdiffusion in the x direction is not affected by constraints put by the channel. This is especially astonishing for meandering channels whose centerline might be quite long. The same behavior is seen in a holonomic model of a bead on a sinusoidal and meandering wire, where some analytic insights are possible.

Trajectory Analysis in Single-Particle Tracking: From Mean Squared Displacement to Machine Learning Approaches

Single-particle tracking is a powerful technique to investigate the motion of molecules or particles. Here, we review the methods for analyzing the reconstructed trajectories, a fundamental step for deciphering the underlying mechanisms driving the motion. First, we review the traditional analysis based on the mean squared displacement (MSD), highlighting the sometimes-neglected factors potentially affecting the accuracy of the results. We then report methods that exploit the distribution of parameters other than displacements, e.g., angles, velocities, and times and probabilities of reaching a target, discussing how they are more sensitive in characterizing heterogeneities and transient behaviors masked in the MSD analysis. Hidden Markov Models are also used for this purpose, and these allow for the identification of different states, their populations and the switching kinetics. Finally, we discuss a rapidly expanding field-trajectory analysis based on machine learning. Various approaches, from random forest to deep learning, are used to classify trajectory motions, which can be identified by motion models or by model-free sets of trajectory features, either previously defined or automatically identified by the algorithms. We also review free software available for some of the analysis methods. We emphasize that approaches based on a combination of the different methods, including classical statistics and machine learning, may be the way to obtain the most informative and accurate results.

Extreme heterogeneity in the microrheology of lamellar surfactant gels analyzed with neural networks

The heterogeneity of the viscoelasticity of a lamellar gel network based on cetyl-trimethylammonium chloride and cetostearyl alcohol was studied using particle-tracking microrheology. A recurrent neural network (RNN) architecture was used for estimating the Hurst exponent, H, on small sections of tracks of probe spheres moving with fractional Brownian motion. Thus, dynamic segmentation of tracks via neural networks was used in microrheology and it is significantly more accurate than using mean square displacements (MSDs). An ensemble of 414 particles produces a MSD that is subdiffusive in time, t, with a power law of the form t^{0.74±0.02}, indicating power law viscoelasticity. RNN analysis of the probability distributions of H, combined with detailed analysis of the time-averaged MSDs of individual tracks, revealed diverse diffusion processes belied by the simple scaling of the ensemble MSD, such as caging phenomena, which give rise to the complex viscoelasticity of lamellar gels.

Intracellular Macromolecular Crowding within Individual Stress Fibers Analyzed by Fluorescence Correlation Spectroscopy

Introduction

The diffusion of cell components such as proteins is crucial to the function of all living cells. The abundance of macromolecules in cells is likely to cause a state of macromolecular crowding, but its effects on the extent of diffusion remain poorly understood.

Methods

Here we investigate the diffusion rate in three distinct locations in mesenchymal cell types, namely the open cytoplasm, the stress fibers in the open cytoplasm, and those below the nucleus using three kinds of biologically inert green fluorescent proteins (GFPs), namely a monomer, dimer, and trimer GFP. Fluorescence correlation spectroscopy (FCS) was used to determine the diffusion coefficients.

Results

We show that diffusion tends to be lowered on average in stress fibers and is significantly lower in those located below the nucleus. Our data suggest that the diffusive properties of GFPs, and potentially other molecules as well, are hindered by macromolecular crowding. However, although the size dependence on protein diffusion was also studied for monomer, dimer, and trimer GFPs, there was no significant difference in the diffusion rates among the GFPs of these sizes. These results could be attributed to the lack of significant change in protein size among the selected GFP multimers.

Conclusion

The data presented here would provide a basis for better understanding of the complex protein diffusion in the nonuniform cytoplasm, shedding light on cellular responses to mechanical stress, their local mechanical properties, and reduced turnover in senescent cells.

Dissipative systems fractionally coupled to a bath

Quantum diffusion is a major topic in condensed-matter physics, and the Caldeira-Leggett model has been one of the most successful approaches to study this phenomenon. Here, we generalize this model by coupling the bath to the system through a Liouville fractional derivative. The Liouville fractional Langevin equation is then derived in the classical regime, without imposing a non-Ohmic macroscopic spectral function for the bath. By investigating the short- and long-time behavior of the mean squared displacement, we show that this model is able to describe a large variety of anomalous diffusion. Indeed, we find ballistic, sub-ballistic, and super-ballistic behavior for short times, whereas for long times, we find saturation and sub- and super-diffusion.

Multifractal spectral features enhance classification of anomalous diffusion

Anomalous diffusion processes, characterized by their nonstandard scaling of the mean-squared displacement, pose a unique challenge in classification and characterization. In a previous study [Mangalam et al., Phys. Rev. Res. 5, 023144 (2023)2643-156410.1103/PhysRevResearch.5.023144], we established a comprehensive framework for understanding anomalous diffusion using multifractal formalism. The present study delves into the potential of multifractal spectral features for effectively distinguishing anomalous diffusion trajectories from five widely used models: fractional Brownian motion, scaled Brownian motion, continuous-time random walk, annealed transient time motion, and Lévy walk. We generate extensive datasets comprising 10^{6} trajectories from these five anomalous diffusion models and extract multiple multifractal spectra from each trajectory to accomplish this. Our investigation entails a thorough analysis of neural network performance, encompassing features derived from varying numbers of spectra. We also explore the integration of multifractal spectra into traditional feature datasets, enabling us to assess their impact comprehensively. To ensure a statistically meaningful comparison, we categorize features into concept groups and train neural networks using features from each designated group. Notably, several feature groups demonstrate similar levels of accuracy, with the highest performance observed in groups utilizing moving-window characteristics and p varation features. Multifractal spectral features, particularly those derived from three spectra involving different timescales and cutoffs, closely follow, highlighting their robust discriminatory potential. Remarkably, a neural network exclusively trained on features from a single multifractal spectrum exhibits commendable performance, surpassing other feature groups. In summary, our findings underscore the diverse and potent efficacy of multifractal spectral features in enhancing the predictive capacity of machine learning to classify anomalous diffusion processes.

Diffusion of active Brownian particles under quenched disorder

The motion of a single active particle in one dimension with quenched disorder under the external force is investigated. Within the tailored parameter range, anomalous diffusion that displays weak ergodicity breaking is observed, i.e., non-ergodic subdiffusion and non-ergodic superdiffusion. This non-ergodic anomalous diffusion is analyzed through the time-dependent probability distributions of the particle's velocities and positions. Its origin is attributed to the relative weights of the locked state (predominant in the subdiffusion state) and running state (predominant in the superdiffusion state). These results may contribute to understanding the dynamical behavior of self-propelled particles in nature and the extraordinary response of nonlinear dynamics to the externally biased force.

Coherent light scattering from cellular dynamics in living tissues

This review examines the biological physics of intracellular transport probed by the coherent optics of dynamic light scattering from optically thick living tissues. Cells and their constituents are in constant motion, composed of a broad range of speeds spanning many orders of magnitude that reflect the wide array of functions and mechanisms that maintain cellular health. From the organelle scale of tens of nanometers and upward in size, the motion inside living tissue is actively driven rather than thermal, propelled by the hydrolysis of bioenergetic molecules and the forces of molecular motors. Active transport can mimic the random walks of thermal Brownian motion, but mean-squared displacements are far from thermal equilibrium and can display anomalous diffusion through Lévy or fractional Brownian walks. Despite the average isotropic three-dimensional environment of cells and tissues, active cellular or intracellular transport of single light-scattering objects is often pseudo-one-dimensional, for instance as organelle displacement persists along cytoskeletal tracks or as membranes displace along the normal to cell surfaces, albeit isotropically oriented in three dimensions. Coherent light scattering is a natural tool to characterize such tissue dynamics because persistent directed transport induces Doppler shifts in the scattered light. The many frequency-shifted partial waves from the complex and dynamic media interfere to produce dynamic speckle that reveals tissue-scale processes through speckle contrast imaging and fluctuation spectroscopy. Low-coherence interferometry, dynamic optical coherence tomography, diffusing-wave spectroscopy, diffuse-correlation spectroscopy, differential dynamic microscopy and digital holography offer coherent detection methods that shed light on intracellular processes. In health-care applications, altered states of cellular health and disease display altered cellular motions that imprint on the statistical fluctuations of the scattered light. For instance, the efficacy of medical therapeutics can be monitored by measuring the changes they induce in the Doppler spectra of livingex vivocancer biopsies.

Nature of Subdiffusion Crossover in Molecular and Polymeric Glassformers

A crossover from a non-Gaussian to Gaussian subdiffusion has been observed ubiquitously in various polymeric and molecular glassformers. We have developed a framework that generalizes the fractional Brownian motion model to incorporate non-Gaussian features by introducing a jump kernel. We illustrate that the non-Gaussian fractional Brownian motion model accurately characterizes the subdiffusion crossover. From the solutions of the non-Gaussian fractional Brownian motion model, we gain insights into the nature of van Hove self-correlation in non-Gaussian subdiffusive regime, which is found to exhibit exponential tails, providing first such experimental evidence in molecular glassformers. The validity of the model is supported by comparison with incoherent quasielastic neutron scattering data obtained from several molecular and polymeric glassformers.

Anomalous diffusion, non-Gaussianity, nonergodicity, and confinement in stochastic-scaled Brownian motion with diffusing diffusivity dynamics

Scaled Brownian motions (SBMs) with power-law time-dependent diffusivity have been used to describe various types of anomalous diffusion yet Gaussian observed in granular gases kinetics, turbulent diffusion, and molecules mobility in cells, to name a few. However, some of these systems may exhibit non-Gaussian behavior which can be described by SBM with diffusing diffusivity (DD-SBM). Here, we numerically investigate both free and confined DD-SBM models characterized by fixed or stochastic scaling exponent of time-dependent diffusivity. The effects of distributed scaling exponent, random diffusivity, and confinement are considered. Different regimes of ultraslow diffusion, subdiffusion, normal diffusion, and superdiffusion are observed. In addition, weak ergodic and non-Gaussian behaviors are also detected. These results provide insights into diffusion in time-fluctuating diffusivity landscapes with potential applications to time-dependent temperature systems spreading in heterogeneous environments.

Ligand-Receptor Interaction Triggers Hopping and Sliding Motions on Living Cell Membranes

Exploring the surface-capturing and releasing processes of nanocargo on the living cell membrane is critical for understanding the membrane translocation process. In this work, we achieve total internal reflection scattering (TIRS) illumination on a commercial dark-field optical microscope without the introduction of any additional optical components. By gradually reducing the diaphragm size in the excitation light path, the angle of the incident beam can be well manipulated. Under optimal conditions, the excitation light can be totally reflected at the glass/water interface, resulting in a thin layer of evanescent field for TIRS illumination. Due to the exponential decay feature of the evanescent field, the displacement of the nanocargo along the vertical direction can be directly resolved in the intensity track. With this method, we selectively monitor the dynamics of the transferrin-modified nanocargo on the living cell membrane. Transition between confined diffusion and long-range searching is involved in the binding site recognition process, which exhibits non-Gaussian and nonergodic-like behavior. More interestingly, 2D fast sliding and 3D hopping motions are also distinguished on the fluidic cell membrane, which is essentially modulated by the strength of ligand-receptor interactions, as revealed by the free-energy profiles. These heterogeneous and dynamic interactions together control the diffusion mode of the nanocargo on the lipid membrane and, thus, determine the cellular translocation efficiency.

Nonergodicity of confined superdiffusive fractional Brownian motion

Using stochastic simulations supported by analytics we determine the degree of nonergodicity of box-confined fractional Brownian motion for both sub- and superdiffusive Hurst exponents H. At H>1/2 the nonequivalence of the ensemble- and time-averaged mean-squared displacements (TAMSDs) is found to be most pronounced (with a giant spread of individual TAMSDs at H→1), with two distinct short-lag-time TAMSD exponents.

Anomalous diffusion, nonergodicity, non-Gaussianity, and aging of fractional Brownian motion with nonlinear clocks

How do nonlinear clocks in time and/or space affect the fundamental properties of a stochastic process? Specifically, how precisely may ergodic processes such as fractional Brownian motion (FBM) acquire predictable nonergodic and aging features being subjected to such conditions? We address these questions in the current study. To describe different types of non-Brownian motion of particles-including power-law anomalous, ultraslow or logarithmic, as well as superfast or exponential diffusion-we here develop and analyze a generalized stochastic process of scaled-fractional Brownian motion (SFBM). The time- and space-SFBM processes are, respectively, constructed based on FBM running with nonlinear time and space clocks. The fundamental statistical characteristics such as non-Gaussianity of particle displacements, nonergodicity, as well as aging are quantified for time- and space-SFBM by selecting different clocks. The latter parametrize power-law anomalous, ultraslow, and superfast diffusion. The results of our computer simulations are fully consistent with the analytical predictions for several functional forms of clocks. We thoroughly examine the behaviors of the probability-density function, the mean-squared displacement, the time-averaged mean-squared displacement, as well as the aging factor. Our results are applicable for rationalizing the impact of nonlinear time and space properties superimposed onto the FBM-type dynamics. SFBM offers a general framework for a universal and more precise model-based description of anomalous, nonergodic, non-Gaussian, and aging diffusion in single-molecule-tracking observations.

Time-fractional Caputo derivative versus other integrodifferential operators in generalized Fokker-Planck and generalized Langevin equations

Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be derived as continuum limits of continuous-time random walks and are associated with the Mittag-Leffler relaxation of Fourier modes, interpolating between a short-time stretched exponential and a long-time inverse power-law scaling. More recently, a number of other integrodifferential operators have been proposed, including the Caputo-Fabrizio and Atangana-Baleanu forms. Moreover, the conformable derivative has been introduced. We study here the dynamics of the associated generalized Fokker-Planck equations from the perspective of the moments, the time-averaged mean-squared displacements, and the autocovariance functions. We also study generalized Langevin equations based on these generalized operators. The differences between the Fokker-Planck and Langevin equations with different integrodifferential operators are discussed and compared with the dynamic behavior of established models of scaled Brownian motion and fractional Brownian motion. We demonstrate that the integrodifferential operators with exponential and Mittag-Leffler kernels are not suitable to be introduced to Fokker-Planck and Langevin equations for the physically relevant diffusion scenarios discussed in our paper. The conformable and Caputo Langevin equations are unveiled to share similar properties with scaled and fractional Brownian motion, respectively.

Gramian angular fields for leveraging pretrained computer vision models with anomalous diffusion trajectories

Anomalous diffusion is present at all scales, from atomic to large ones. Some exemplary systems are ultracold atoms, telomeres in the nucleus of cells, moisture transport in cement-based materials, arthropods' free movement, and birds' migration patterns. The characterization of the diffusion gives critical information about the dynamics of these systems and provides an interdisciplinary framework with which to study diffusive transport. Thus, the problem of identifying underlying diffusive regimes and inferring the anomalous diffusion exponent α with high confidence is critical to physics, chemistry, biology, and ecology. Classification and analysis of raw trajectories combining machine learning techniques with statistics extracted from them have widely been studied in the Anomalous Diffusion Challenge [Muñoz-Gil et al., Nat. Commun. 12, 6253 (2021)2041-172310.1038/s41467-021-26320-w]. Here we present a new data-driven method for working with diffusive trajectories. This method utilizes Gramian angular fields (GAF) to encode one-dimensional trajectories as images (Gramian matrices), while preserving their spatiotemporal structure for input to computer-vision models. This allows us to leverage two well-established pretrained computer-vision models, ResNet and MobileNet, to characterize the underlying diffusive regime and infer the anomalous diffusion exponent α. Short raw trajectories of lengths between 10 and 50 are commonly encountered in single-particle tracking experiments and are the most difficult ones to characterize. We show that GAF images can outperform the current state-of-the-art while increasing accessibility to machine learning methods in an applied setting.

Weak ergodicity breaking and anomalous diffusion in collective motion of active particles under spatiotemporal disorder

The effects of spatiotemporal disorder, i.e., both the noise and quenched disorder, on the dynamics of active particles in two dimensions are investigated. We demonstrate that within the tailored parameter regime, nonergodic superdiffusion and nonergodic subdiffusion occur in the system, identified by the observable quantities (the mean squared displacement and ergodicity-breaking parameter) averaged over both the noise and realizations of quenched disorder. Their origins are attributed to the competition effects between the neighbor alignment and spatiotemporal disorder on the collective motion of active particles. These results may be helpful for further understanding the nonequilibrium transport process of active particles, as well as for detection of the transport of self-propelled particles in complex and crowded environments.

Role of ergodicity, aging, and Gaussianity in resolving the origins of biomolecule subdiffusion

The internal motions of biomolecules are essential to their function. Although biological macromolecules conventionally show subdiffusive dynamics, only recently has subdiffusion been associated with non-ergodicity. These findings have stimulated new questions in biophysics and statistical mechanics. Is non-ergodic subdiffusion a general strategy shared by biomolecules? What underlying mechanisms are responsible for it? Here, we performed extensive molecular dynamics (MD) simulations to characterize the internal dynamics of six different biomolecules, ranging from single or double-stranded DNA, a single domain protein (KRAS), two globular proteins (PGK and SHP2), to an intrinsically disordered protein (SNAP-25). We found that the subdiffusive behavior of these biomolecules falls into two classes. The internal motion of the first three cases is ergodic subdiffusion and can be interpreted by fractional Brownian motion (FBM), while the latter three cases involve non-ergodic subdiffusion and can be modeled by mixed origins of continuous-time random walk (CTRW) and FBM.

Anomalous diffusion, aging, and nonergodicity of scaled Brownian motion with fractional Gaussian noise: overview of related experimental observations and models

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 examine how the behavior of the...

Energetic Particle Superdiffusion in Solar System Plasmas: Which Fractional Transport Equation?

Superdiffusive transport of energetic particles in the solar system and in other plasma environments is often inferred; while this can be described in terms of Lévy walks, a corresponding transport differential equation still calls for investigation. Here, we propose that superdiffusive transport can be described by means of a transport equation for pitch-angle scattering where the time derivative is fractional rather than integer. We show that this simply leads to superdiffusion in the direction parallel to the magnetic field, and we discuss some advantages with respect to approaches based on transport equations with symmetric spatial fractional derivates.

Qualitative Analysis of Langevin Integro-Fractional Differential Equation under Mittag–Leffler Functions Power Law

This research paper intends to investigate some qualitative analysis for a nonlinear Langevin integro-fractional differential equation. We investigate the sufficient conditions for the existence and uniqueness of solutions for the proposed problem using Banach’s and Krasnoselskii’s fixed point theorems. Furthermore, we discuss different types of stability results in the frame of Ulam–Hyers by using a mathematical analysis approach. The obtained results are illustrated by presenting a numerical example.

Objective comparison of methods to decode anomalous diffusion

Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a challenging task, which traditionally relies on calculating the trajectory mean squared displacement. However, this approach breaks down for cases of practical interest, e.g., short or noisy trajectories, heterogeneous behaviour, or non-ergodic processes. Recently, several new approaches have been proposed, mostly building on the ongoing machine-learning revolution. To perform an objective comparison of methods, we gathered the community and organized an open competition, the Anomalous Diffusion challenge (AnDi). Participating teams applied their algorithms to a commonly-defined dataset including diverse conditions. Although no single method performed best across all scenarios, machine-learning-based approaches achieved superior performance for all tasks. The discussion of the challenge results provides practical advice for users and a benchmark for developers.

Precise measurements of chromatin diffusion dynamics by modeling using Gaussian processes

The spatiotemporal organization of chromatin influences many nuclear processes: from chromosome segregation to transcriptional regulation. To get a deeper understanding of these processes, it is essential to go beyond static viewpoints of chromosome structures, to accurately characterize chromatin's diffusion properties. We present GP-FBM: a computational framework based on Gaussian processes and fractional Brownian motion to extract diffusion properties from stochastic trajectories of labeled chromatin loci. GP-FBM uses higher-order temporal correlations present in the data, therefore, outperforming existing methods. Furthermore, GP-FBM allows to interpolate incomplete trajectories and account for substrate movement when two or more particles are present. Using our method, we show that average chromatin diffusion properties are surprisingly similar in interphase and mitosis in mouse embryonic stem cells. We observe surprising heterogeneity in local chromatin dynamics, correlating with potential regulatory activity. We also present GP-Tool, a user-friendly graphical interface to facilitate usage of GP-FBM by the research community.

Inertia triggers nonergodicity of fractional Brownian motion

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.

Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes

How different are the results of constant-rate resetting of anomalous-diffusion processes in terms of their ensemble-averaged versus time-averaged mean-squared displacements (MSDs versus TAMSDs) and how does stochastic resetting impact nonergodicity? We examine, both analytically and by simulations, the implications of resetting on the MSD- and TAMSD-based spreading dynamics of particles executing fractional Brownian motion (FBM) with a long-time memory, heterogeneous diffusion processes (HDPs) with a power-law space-dependent diffusivity D(x)=D_{0}|x|^{γ} and their "combined" process of HDP-FBM. We find, inter alia, that the resetting dynamics of originally ergodic FBM for superdiffusive Hurst exponents develops disparities in scaling and magnitudes of the MSDs and mean TAMSDs indicating weak ergodicity breaking. For subdiffusive HDPs we also quantify the nonequivalence of the MSD and TAMSD and observe a new trimodal form of the probability density function. For reset FBM, HDPs and HDP-FBM we compute analytically and verify by simulations the short-time MSD and TAMSD asymptotes and long-time plateaus reminiscent of those for processes under confinement. We show that certain characteristics of these reset processes are functionally similar despite a different stochastic nature of their nonreset variants. Importantly, we discover nonmonotonicity of the ergodicity-breaking parameter EB as a function of the resetting rate r. For all reset processes studied we unveil a pronounced resetting-induced nonergodicity with a maximum of EB at intermediate r and EB∼(1/r)-decay at large r. Alongside the emerging MSD-versus-TAMSD disparity, this r-dependence of EB can be an experimentally testable prediction. We conclude by discussing some implications to experimental systems featuring resetting dynamics.

NOBIAS: Analyzing Anomalous Diffusion in Single-Molecule Tracks With Nonparametric Bayesian Inference

Single particle tracking (SPT) enables the investigation of biomolecular dynamics at a high temporal and spatial resolution in living cells, and the analysis of these SPT datasets can reveal biochemical interactions and mechanisms. Still, how to make the best use of these tracking data for a broad set of experimental conditions remains an analysis challenge in the field. Here, we develop a new SPT analysis framework: NOBIAS (NOnparametric Bayesian Inference for Anomalous Diffusion in Single-Molecule Tracking), which applies nonparametric Bayesian statistics and deep learning approaches to thoroughly analyze SPT datasets. In particular, NOBIAS handles complicated live-cell SPT data for which: the number of diffusive states is unknown, mixtures of different diffusive populations may exist within single trajectories, symmetry cannot be assumed between the x and y directions, and anomalous diffusion is possible. NOBIAS provides the number of diffusive states without manual supervision, it quantifies the dynamics and relative populations of each diffusive state, it provides the transition probabilities between states, and it assesses the anomalous diffusion behavior for each state. We validate the performance of NOBIAS with simulated datasets and apply it to the diffusion of single outer-membrane proteins in Bacteroides thetaiotaomicron. Furthermore, we compare NOBIAS with other SPT analysis methods and find that, in addition to these advantages, NOBIAS is robust and has high computational efficiency and is particularly advantageous due to its ability to treat experimental trajectories with asymmetry and anomalous diffusion.

Thermodynamic Uncertainty Relation Bounds the Extent of Anomalous Diffusion

In a finite system driven out of equilibrium by a constant external force the thermodynamic uncertainty relation (TUR) bounds the variance of the conjugate current variable by the thermodynamic cost of maintaining the nonequilibrium stationary state. Here we highlight a new facet of the TUR by showing that it also bounds the timescale on which a finite system can exhibit anomalous kinetics. In particular, we demonstrate that the TUR bounds subdiffusion in a single file confined to a ring as well as a dragged Gaussian polymer chain even when detailed balance is satisfied. Conversely, the TUR bounds the onset of superdiffusion in the active comb model. Remarkably, the fluctuations in a comb model evolving from a steady state behave anomalously as soon as detailed balance is broken. Our work establishes a link between stochastic thermodynamics and the field of anomalous dynamics that will fertilize further investigations of thermodynamic consistency of anomalous diffusion models.

Classification of particle trajectories in living cells: Machine learning versus statistical testing hypothesis for fractional anomalous diffusion

Single-particle tracking (SPT) has become a popular tool to study the intracellular transport of molecules in living cells. Inferring the character of their dynamics is important, because it determines the organization and functions of the cells. For this reason, one of the first steps in the analysis of SPT data is the identification of the diffusion type of the observed particles. The most popular method to identify the class of a trajectory is based on the mean-square displacement (MSD). However, due to its known limitations, several other approaches have been already proposed. With the recent advances in algorithms and the developments of modern hardware, the classification attempts rooted in machine learning (ML) are of particular interest. In this work, we adopt two ML ensemble algorithms, i.e., random forest and gradient boosting, to the problem of trajectory classification. We present a new set of features used to transform the raw trajectories data into input vectors required by the classifiers. The resulting models are then applied to real data for G protein-coupled receptors and G proteins. The classification results are compared to recent statistical methods going beyond MSD.

Ballistic Brownian motion of supercavitating nanoparticles

We show that the Brownian motion of a nanoparticle (NP) can reach a ballistic limit when intensely heated to form supercavitation. As the NP temperature increases, its Brownian motion displays a sharp transition from normal to ballistic diffusion upon the formation of a vapor bubble to encapsulate the NP. Intense heating allows the NP to instantaneously extend the bubble boundary via evaporation, so the NP moves in a low-friction gaseous environment. We find the dynamics of the supercavitating NP is largely determined by the near field effect, i.e., highly localized vapor phase property in the vicinity of the NP.

Optimal prediction with resource constraints using the information bottleneck

Responding to stimuli requires that organisms encode information about the external world. Not all parts of the input are important for behavior, and resource limitations demand that signals be compressed. Prediction of the future input is widely beneficial in many biological systems. We compute the trade-offs between representing the past faithfully and predicting the future using the information bottleneck approach, for input dynamics with different levels of complexity. For motion prediction, we show that, depending on the parameters in the input dynamics, velocity or position information is more useful for accurate prediction. We show which motion representations are easiest to re-use for accurate prediction in other motion contexts, and identify and quantify those with the highest transferability. For non-Markovian dynamics, we explore the role of long-term memory in shaping the internal representation. Lastly, we show that prediction in evolutionary population dynamics is linked to clustering allele frequencies into non-overlapping memories.

Capturing Subdiffusive Solute Dynamics and Predicting Selectivity in Nanoscale Pores with Time Series Modeling

Fitting mathematical models with a direct connection to experimental observables to the outputs of molecular simulations can be a powerful tool for extracting important physical information from them. In this study, we present two new approaches that use stochastic time series modeling to predict long-time-scale behavior and macroscopic properties from molecular simulation, which can be generalized to other molecular systems where complex diffusion occurs. In our previous work, we studied long molecular dynamics (MD) simulation trajectories of a cross-linked H_II phase lyotropic liquid crystal (LLC) membrane, where we observed subdiffusive solute transport behavior characterized by intermittent hops separated by periods of entrapment. In this work, we use our models to parameterize the behavior of the same systems, so we can generate characteristic trajectory realizations that can be used to predict solute mean-squared displacements (MSDs), solute flux, and solute selectivity in macroscopic length pores. First, using anomalous diffusion theory, we show how solute dynamics can be modeled as a fractional diffusion process subordinate to a continuous time random walk. From the MD simulations, we parameterize the distribution of dwell times, hop lengths between dwells, and correlation between hops. We explore two variations of the anomalous diffusion modeling approach. The first variation applies a single set of parameters to the solute displacements and the second applies two sets of parameters based on the solute's radial distance from the closest pore center. Next, we present an approach that generalizes Markov state models, treating the configurational states of the system as a Markov process where each state has distinct transport properties. For each state and transition between states, we parameterize the distribution and temporal correlation structure of positional fluctuations as a means of characterization and to allow us to predict solute MSDs. We show that both stochastic models reasonably reproduce the MSDs calculated from MD simulations. However, qualitative differences between MD and Markov state-dependent model-generated trajectories may in some cases limit their usefulness. With these parameterized stochastic models, we demonstrate how one can estimate the flux of a solute across a macroscopic length pore and, based on these quantities, the membrane's selectivity toward each solute. This work therefore helps to connect microscopic, chemically dependent solute motions that do not follow simple diffusive behavior with long-time-scale behavior, in an approach generalizable to many types of molecular systems with complex dynamics.

Reflected fractional Brownian motion in one and higher dimensions

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of large-scale computer simulations of FBM in one, two, and three dimensions in the presence of reflecting boundaries that confine the motion to finite regions in space. Generalizing earlier results for finite and semi-infinite one-dimensional intervals, we observe that the interplay between the long-time correlations of FBM and the reflecting boundaries leads to striking deviations of the stationary probability density from the uniform density found for normal diffusion. Particles accumulate at the boundaries for superdiffusive FBM while their density is depleted at the boundaries for subdiffusion. Specifically, the probability density P develops a power-law singularity, P∼r^{κ}, as a function of the distance r from the wall. We determine the exponent κ as a function of the dimensionality, the confining geometry, and the anomalous diffusion exponent α of the FBM. We also discuss implications of our results, including an application to modeling serotonergic fiber density patterns in vertebrate brains.

Anomalous diffusion and nonergodicity for heterogeneous diffusion processes with fractional Gaussian noise

Heterogeneous diffusion processes (HDPs) feature a space-dependent diffusivity of the form D(x)=D_{0}|x|^{α}. Such processes yield anomalous diffusion and weak ergodicity breaking, the asymptotic disparity between ensemble and time averaged observables, such as the mean-squared displacement. Fractional Brownian motion (FBM) with its long-range correlated yet Gaussian increments gives rise to anomalous and ergodic diffusion. Here, we study a combined model of HDPs and FBM to describe the particle dynamics in complex systems with position-dependent diffusivity driven by fractional Gaussian noise. This type of motion is, inter alia, relevant for tracer-particle diffusion in biological cells or heterogeneous complex fluids. We show that the long-time scaling behavior predicted theoretically and by simulations for the ensemble- and time-averaged mean-squared displacements couple the scaling exponents α of HDPs and the Hurst exponent H of FBM in a characteristic way. Our analysis of the simulated data in terms of the rescaled variable y∼|x|^{1/(2/(2-α))}/t^{H} coupling particle position x and time t yields a simple, Gaussian probability density function (PDF), P_{HDP-FBM}(y)=e^{-y^{2}}/sqrt[π]. Its universal shape agrees well with theoretical predictions for both uni- and bimodal PDF distributions.

Transport and tumbling of polymers in viscoelastic shear flow

Polymers in shear flow are ubiquitous and we study their motion in a viscoelastic fluid under shear. Employing Hookean dumbbells as representative, we find that the center-of-mass motion follows: 〈x_{c}^{2}(t)〉∼γ[over ̇]^{2}t^{α+2}, generalizing the earlier result: 〈x_{c}^{2}(t)〉∼γ[over ̇]^{2}t^{3}(α=1). Here 0<α<1 is the coefficient defining the power-law decay of noise correlations in the viscoelastic media. Motion of the relative coordinate, on the other hand, is quite intriguing in that 〈x_{r}^{2}(t)〉∼t^{β} with β=2(1-α), for small α. This implies nonexistence of the steady state, making it inappropriate for addressing tumbling dynamics. We remedy this pathology by introducing a nonlinear spring with FENE-LJ interaction and study tumbling dynamics of the dumbbell. We find that the tumbling frequency exhibits a nonmonotonic behavior as a function of shear rate for various degrees of subdiffusion. We also find that this result is robust against variations in the extension of the spring. We briefly discuss the case of polymers.

Fractional Langevin Equation Involving Two Fractional Orders: Existence and Uniqueness Revisited

We consider the nonlinear fractional Langevin equation involving two fractional orders with initial conditions. Using some basic properties of Prabhakar integral operator, we find an equivalent Volterra integral equation with two parameter Mittag–Leffler function in the kernel to the mentioned equation. We used the contraction mapping theorem and Weissinger’s fixed point theorem to obtain existence and uniqueness of global solution in the spaces of Lebesgue integrable functions. The new representation formula of the general solution helps us to find the fixed point problem associated with the fractional Langevin equation which its contractivity constant is independent of the friction coefficient. Two examples are discussed to illustrate the feasibility of the main theorems.

Existence Results for Langevin Equation Involving Atangana-Baleanu Fractional Operators

A new form of nonlinear Langevin equation (NLE), featuring two derivatives of non-integer orders, is studied in this research. An existence conclusion due to the nonlinear alternative of Leray-Schauder type (LSN) for the solution is offered first and, following that, the uniqueness of solution using Banach contraction principle (BCP) is demonstrated. Eventually, the derivatives of non-integer orders are elaborated in Atangana-Baleanu sense.

Non-Gaussian subdiffusion of single-molecule tracers in a hydrated polymer network

Single molecule tracking experiments inside a hydrated polymer network have shown that the tracer motion is subdiffusive due to the viscoelastic environment inside the gel-like network. This property can be related to the negative autocorrelation of the instantaneous displacements at short times. Although the displacements of the individual tracers exhibit Gaussian statistics, the displacement distribution of all the trajectories combined from different spatial locations of the polymer network exhibits a non-Gaussian distribution. Here, we analyze many individual tracer trajectories to show that the central portion of the non-Gaussian distribution can be well approximated by an exponential distribution that spreads sublinearly with time. We explain all these features seen in the experiment by a generalized Langevin model for an overdamped particle with algebraically decaying correlations. We show that the degree of non-Gaussianity can change with the extent of heterogeneity, which is controlled in our model by the experimentally observed distributions of the motion parameters.

Probability density of the fractional Langevin equation with reflecting walls

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin equation fulfill the appropriate fluctuation-dissipation relation, the probability density on a finite interval converges for long times towards the expected uniform distribution prescribed by thermal equilibrium. In contrast, on a semi-infinite interval with a reflecting wall at the origin, the probability density shows pronounced deviations from the Gaussian behavior observed for normal diffusion. If the correlations of the random force are persistent (positive), particles accumulate at the reflecting wall while antipersistent (negative) correlations lead to a depletion of particles near the wall. We compare and contrast these results with the strong accumulation and depletion effects recently observed for nonthermal fractional Brownian motion with reflecting walls, and we discuss broader implications.

Subdiffusive Dynamics Lead to Depleted Particle Densities near Cellular Borders

It has long been known that the complex cellular environment leads to anomalous motion of intracellular particles. At a gross level, this is characterized by mean-squared displacements that deviate from the standard linear profile. Statistical analysis of particle trajectories has helped further elucidate how different characteristics of the cellular environment can introduce different types of anomalousness. A significant majority of this literature has, however, focused on characterizing the properties of trajectories that do not interact with cell borders (e.g., cell membrane or nucleus). Numerous biological processes ranging from protein activation to exocytosis, however, require particles to be near a membrane. This study investigates the consequences of a canonical type of subdiffusive motion, fractional Brownian motion, and its physical analog, generalized Langevin equation dynamics, on the spatial localization of particles near reflecting boundaries. Results show that this type of subdiffusive motion leads to the formation of significant zones of depleted particle density near boundaries and that this effect is independent of the specific model details encoding those dynamics. Rather, these depletion layers are a natural and robust consequence of the anticorrelated nature of motion increments that is at the core of fractional Brownian motion (or alternatively generalized Langevin equation) dynamics. If such depletion zones are present, it would be of profound importance given the wide array of signaling and transport processes that occur near membranes. If not, that would suggest our understanding of this type of anomalous motion may be flawed. Either way, this result points to the need to further investigate the consequences of anomalous particle motions near cell borders from both theoretical and experimental perspectives.

Statistical testing approach for fractional anomalous diffusion classification

Taking advantage of recent single-particle tracking data, we compare the popular standard mean-squared displacement method with a statistical testing hypothesis procedure for three testing statistics and for two particle types: membrane receptors and the G proteins coupled to them. Each method results in different classifications. For this reason, more rigorous statistical tests are analyzed here in detail. The main conclusion is that the statistical testing approaches might provide good results even for short trajectories, but none of the proposed methods is "the best" for all considered examples; in other words, one needs to combine different approaches to get a reliable classification.

Active dynamics and spatially coherent motion in chromosomes subject to enzymatic force dipoles

Inspired by recent experiments on chromosomal dynamics, we introduce an exactly solvable model for the interaction between a flexible polymer and a set of motorlike enzymes. The enzymes can bind and unbind to specific sites of the polymer and produce a dipolar force on two neighboring monomers when bound. We study the resulting nonequilibrium dynamics of the polymer and find that the motion of the monomers has several properties that were observed experimentally for chromosomal loci: a subdiffusive mean-square displacement and the appearance of regions of correlated motion. We also determine the velocity autocorrelation of the monomers and find that the underlying stochastic process is not fractional Brownian motion. Finally, we show that the active forces swell the polymer by an amount that becomes constant for large polymers.

Identifying diffusive motions in single-particle trajectories on the plasma membrane via fractional time-series models

In this paper we show that an autoregressive fractionally integrated moving average time-series model can identify two types of motion of membrane proteins on the surface of mammalian cells. Specifically we analyze the motion of the voltage-gated sodium channel Nav1.6 and beta-2 adrenergic receptors. We find that the autoregressive (AR) part models well the confined dynamics whereas the fractionally integrated moving average (FIMA) model describes the nonconfined periods of the trajectories. Since the Ornstein-Uhlenbeck process is a continuous counterpart of the AR model, we are also able to calculate its physical parameters and show their biological relevance. The fitted FIMA and AR parameters show marked differences in the dynamics of the two studied molecules.

Bayesian analysis of single-particle tracking data using the nested-sampling algorithm: maximum-likelihood model selection applied to stochastic-diffusivity data

We employ Bayesian statistics using the nested-sampling algorithm to compare and rank multiple models of ergodic diffusion (including anomalous diffusion) as well as to assess their optimal parameters for in silico-generated and real time-series. We focus on the recently-introduced model of Brownian motion with "diffusing diffusivity"-giving rise to widely-observed non-Gaussian displacement statistics-and its comparison to Brownian and fractional Brownian motion, also for the time-series with some measurement noise. We conduct this model-assessment analysis using Bayesian statistics and the nested-sampling algorithm on the level of individual particle trajectories. We evaluate relative model probabilities and compute best-parameter sets for each diffusion model, comparing the estimated parameters to the true ones. We test the performance of the nested-sampling algorithm and its predictive power both for computer-generated (idealised) trajectories as well as for real single-particle-tracking trajectories. Our approach delivers new important insight into the objective selection of the most suitable stochastic model for a given time-series. We also present first model-ranking results in application to experimental data of tracer diffusion in polymer-based hydrogels.

Time averages and their statistical variation for the Ornstein-Uhlenbeck process: Role of initial particle distributions and relaxation to stationarity

How ergodic is diffusion under harmonic confinements? How strongly do ensemble- and time-averaged displacements differ for a thermally-agitated particle performing confined motion for different initial conditions? We here study these questions for the generic Ornstein-Uhlenbeck (OU) process and derive the analytical expressions for the second and fourth moment. These quantifiers are particularly relevant for the increasing number of single-particle tracking experiments using optical traps. For a fixed starting position, we discuss the definitions underlying the ensemble averages. We also quantify effects of equilibrium and nonequilibrium initial particle distributions onto the relaxation properties and emerging nonequivalence of the ensemble- and time-averaged displacements (even in the limit of long trajectories). We derive analytical expressions for the ergodicity breaking parameter quantifying the amplitude scatter of individual time-averaged trajectories, both for equilibrium and out-of-equilibrium initial particle positions, in the entire range of lag times. Our analytical predictions are in excellent agreement with results of computer simulations of the Langevin equation in a parabolic potential. We also examine the validity of the Einstein relation for the ensemble- and time-averaged moments of the OU-particle. Some physical systems, in which the relaxation and nonergodic features we unveiled may be observable, are discussed.