Fractional Lévy stable motion can model subdiffusive dynamics

Two-dimensional Brownian motion with dependent components: Turning angle analysis

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different dimensions as independent components. In this article, we investigate a model of correlated Brownian motion in R2, where the individual components are not necessarily independent. We explore various statistical properties of the process under consideration, going beyond the conventional analysis of the second moment. Our particular focus lies on investigating the distribution of turning angles. This distribution reveals particularly interesting characteristics for processes with dependent components that are relevant to applications in diverse physical systems. Theoretical considerations are supported by numerical simulations and analysis of two real-world datasets: the financial data of the Dow Jones Industrial Average and the Standard and Poor's 500, and trajectories of polystyrene beads in water. Finally, we show that the model can be readily extended to trajectories with correlations that change over time.

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.

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.

Experimental observations of fractal landscape dynamics in a dense emulsion

Many soft and biological materials display so-called 'soft glassy' dynamics; their constituents undergo anomalous random motions and complex cooperative rearrangements. A recent simulation model of one soft glassy material, a coarsening foam, suggested that the random motions of its bubbles are due to the system configuration moving over a fractal energy landscape in high-dimensional space. Here we show that the salient geometrical features of such high-dimensional fractal landscapes can be explored and reliably quantified, using empirical trajectory data from many degrees of freedom, in a model-free manner. For a mayonnaise-like dense emulsion, analysis of the observed trajectories of oil droplets quantitatively reproduces the high-dimensional fractal geometry of the configuration path and its associated local energy minima generated using a computational model. That geometry in turn drives the droplets' complex random motion observed in real space. Our results indicate that experimental studies can elucidate whether the similar dynamics in different soft and biological materials may also be due to fractal landscape dynamics.

Machine-Learning Solutions for the Analysis of Single-Particle Diffusion Trajectories

Single-particle traces of the diffusive motion of molecules, cells, or animals are by now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics is vital in understanding the observed systems. Typically, the task is to decipher the exact type of diffusion and/or to determine the system parameters. The tools used in this endeavor are currently being revolutionized by modern machine-learning techniques. In this Perspective we provide an overview of recently introduced methods in machine-learning for diffusive time series, most notably, those successfully competing in the anomalous diffusion challenge. As such methods are often criticized for their lack of interpretability, we focus on means to include uncertainty estimates and feature-based approaches, both improving interpretability and providing concrete insight into the learning process of the machine. We expand the discussion by examining predictions on different out-of-distribution data. We also comment on expected future developments.

Stochastic kinetics under combined action of two noise sources

We are exploring two archetypal noise-induced escape scenarios: Escape from a finite interval and from the positive half-line under the action of the mixture of Lévy and Gaussian white noises in the overdamped regime, for the random acceleration process and higher-order processes. In the case of escape from finite intervals, the mixture of noises can result in the change of value of the mean first passage time in comparison to the action of each noise separately. At the same time, for the random acceleration process on the (positive) half-line, over the wide range of parameters, the exponent characterizing the power-law decay of the survival probability is equal to the one characterizing the decay of the survival probability under action of the (pure) Lévy noise. There is a transient region, the width of which increases with stability index α, when the exponent decreases from the one for Lévy noise to the one corresponding to the Gaussian white noise driving.

The Fokker-Planck equation of the superstatistical fractional Brownian motion with application to passive tracers inside cytoplasm

By collecting from literature data experimental evidence of anomalous diffusion of passive tracers inside cytoplasm, and in particular of subdiffusion of mRNA molecules inside live Escherichia coli cells, we obtain the probability density function of molecules' displacement and we derive the corresponding Fokker-Planck equation. Molecules' distribution emerges to be related to the Krätzel function and its Fokker-Planck equation to be a fractional diffusion equation in the Erdélyi-Kober sense. The irreducibility of the derived Fokker-Planck equation to those of other literature models is also discussed.

Ergodic property of random diffusivity system with trapping events

A Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous environment. This paper considers a Langevin system containing a random diffusivity and an α-stable subordinator with α<1. This model describes the particle's motion in complex media where both the long trapping events and random diffusivity exist. We derive the general expressions of ensemble- and time-averaged mean-squared displacements which only contain the values of the inverse subordinator and diffusivity. Further taking specific time-dependent diffusivity, we obtain the analytic expressions of ergodicity breaking parameter and probability density function of the time-averaged mean-squared displacement. The results imply the nonergodicity of the random diffusivity model with any kind of diffusivity, including the critical case where the model presents normal diffusion.

Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems

In the face of the upcoming 30th anniversary of econophysics, we review our contributions and other related works on the modeling of the long-range memory phenomenon in physical, economic, and other social complex systems. Our group has shown that the long-range memory phenomenon can be reproduced using various Markov processes, such as point processes, stochastic differential equations, and agent-based models-reproduced well enough to match other statistical properties of the financial markets, such as return and trading activity distributions and first-passage time distributions. Research has lead us to question whether the observed long-range memory is a result of the actual long-range memory process or just a consequence of the non-linearity of Markov processes. As our most recent result, we discuss the long-range memory of the order flow data in the financial markets and other social systems from the perspective of the fractional Lèvy stable motion. We test widely used long-range memory estimators on discrete fractional Lèvy stable motion represented by the auto-regressive fractionally integrated moving average (ARFIMA) sample series. Our newly obtained results seem to indicate that new estimators of self-similarity and long-range memory for analyzing systems with non-Gaussian distributions have to be developed.

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.

Impact of Feature Choice on Machine Learning Classification of Fractional Anomalous Diffusion

The growing interest in machine learning methods has raised the need for a careful study of their application to the experimental single-particle tracking data. In this paper, we present the differences in the classification of the fractional anomalous diffusion trajectories that arise from the selection of the features used in random forest and gradient boosting algorithms. Comparing two recently used sets of human-engineered attributes with a new one, which was tailor-made for the problem, we show the importance of a thoughtful choice of the features and parameters. We also analyse the influence of alterations of synthetic training data set on the classification results. The trained classifiers are tested on real trajectories of G proteins and their receptors on a plasma membrane.

Anisotropy of Anomalous Diffusion Improves the Accuracy of Differentiating and Grading Alzheimer's Disease Using Novel Fractional Motion Model

Background and Purpose: Recent evidence shows that the fractional motion (FM) model may be a more appropriate model for describing the complex diffusion process of water in brain tissue and has shown to be beneficial in clinical applications of Alzheimer's disease (AD). However, the FM model averaged the anomalous diffusion parameter values, which omitted the impacts of anisotropy. This study aimed to investigate the potential feasibility of anisotropy of anomalous diffusion using the FM model for distinguishing and grading AD patients. Methods: Twenty-four patients with AD and 11 matched healthy controls were recruited, diffusion MRI was obtained from all participants and analyzed using the FM model. Generalized fractional anisotropy (gFA), an anisotropy metric, was introduced and the gFA values of FM-related parameters, Noah exponent (α) and the Hurst exponent (H), were calculated and compared between the healthy group and AD group and between the mild AD group and moderate AD group. The receiver-operating characteristic (ROC) analysis and the multivariate logistic regression analysis were used to assess the diagnostic performances of the anisotropy values and the directionally averaged values. Results: The gFA(α) and gFA(H) values of the moderate AD group were higher than those of the mild AD group in left hippocampus. The gFA(α) value of the moderate AD group was significantly higher than that of the healthy control group in both the left and right hippocampus. The gFA(ADC) values of the moderate AD group were significantly lower than those of the mild AD group and healthy control group in the right hippocampus. Compared with the gFA(α), gFA(H), α, and H, the ROC analysis showed larger areas under the curves for combination of α + gFA(α) and the combination of H + gFA(H) in differentiating the mild AD and moderate AD groups, and larger area under the curves for combination of α + gFA(α) in differentiating the healthy controls and AD groups. Conclusion: The anisotropy of anomalous diffusion could significantly differentiate and grade patients with AD, and the diagnostic performance was improved when the anisotropy metric was combined with commonly used directionally averaged values. The utility of anisotropic anomalous diffusion may provide novel insights to profoundly understand the neuropathology of AD.

Look at Tempered Subdiffusion in a Conjugate Map: Desire for the Confinement

The Laplace distribution of random processes was observed in numerous situations that include glasses, colloidal suspensions, live cells, and firm growth. Its origin is not so trivial as in the case of Gaussian distribution, supported by the central limit theorem. Sums of Laplace distributed random variables are not Laplace distributed. We discovered a new mechanism leading to the Laplace distribution of observable values. This mechanism changes the contribution ratio between a jump and a continuous parts of random processes. Our concept uses properties of Bernstein functions and subordinators connected with them.

Identification and Classification of Alzheimer's Disease Patients Using Novel Fractional Motion Model

Most diffusion magnetic resonance imaging (dMRI) techniques use the mono-exponential model to describe the diffusion process of water in the brain. However, the observed dMRI signal decay curve deviates from the mono-exponential form. To solve this problem, the fractional motion (FM) model has been developed, which is regarded as a more appropriate model for describing the complex diffusion process in brain tissue. It is still unclear in the identification and classification of Alzheimer's disease (AD) patients using the FM model. The purpose of this study was to investigate the potential feasibility of FM model for differentiating AD patients from healthy controls and grading patients with AD. Twenty-four patients with AD and 11 healthy controls were included. The left and right hippocampus were selected as regions of interest (ROIs). The apparent diffusion coefficient (ADC) values and FM-related parameters, including the Noah exponent (α), the Hurst exponent (H), and the memory parameter (μ=H-1/α), were calculated and compared between AD patients and healthy controls and between mild AD and moderate AD patients using a two-sample t-test. The correlations between FM-related parameters α, H, μ, and ADC values and the cognitive functions assessed by mini-mental state examination (MMSE) and Montreal cognitive assessment (MoCA) scales were investigated using Pearson partial correlation analysis in patients with AD. The receiver-operating characteristic analysis was used to assess the differential performance. We found that the FM-related parameter α could be used to distinguish AD patients from healthy controls (P < 0.05) with greater sensitivity and specificity (left ROI, 0.917 and 0.636; right ROI, 0.917 and 0.727) and grade AD patients (P < 0.05) showed higher sensitivity and specificity (right ROI, 0.917, 0.75). The α was found to be positively correlated with MMSE (P < 0.05) and MoCA (P < 0.05) scores in patients with AD, indicating that the α values in the bilateral hippocampus were a potential MRI-based biomarker of disease severity in AD patients. This novel diffusion model may be useful for further understanding neuropathologic changes in patients with AD.

Assessment of MRI-based anomalous diffusion changes in brain ischemic stroke with a fractional motion model

The actual diffusion process in human brain has been shown to be anomalous comparing to that predicted with traditional diffusion MRI (dMRI) theory. Recently, dMRI based on fractional motion (FM) model has demonstrated the potential to accurately describe anomalous diffusion in vivo. In this work, we explored the potential value of FM model-based dMRI in quantificational identification of ischemic stroke and compared that with the traditional apparent diffusion coefficient (ADC). We included 23 acute stroke patients, 8 of whom finished a follow-up scan, and 22 matched healthy controls. The dMRI images were acquired by using a Stejskal-Tanner single-shot spin-echo echo-planar-imaging sequence (diffusion gradients were applied in three orthogonal directions with 25 non-zero b values ranging from 248 to 4474 s/mm²) at 3.0 T MRI. We calculated the coefficient of variation (CV) for FM-related parameters in stroke lesions, and compared the mean values for FM-related parameters and ADC by using two-sample t-tests. Correlation analysis was achieved using Pearson correlation coefficient test. In acute stroke lesions, CV for FM-related parameters showed significant increase compared with normal tissues (P < 0.01), while those of ADC didn't appear statistical difference. Mean values for FM-related parameters showed significant decrease in acute lesion (P < 0.01) and their changing pattern during follow-up was positively correlated with ADC (P < 0.005). Our results initially verified the utility of the FM-model in detecting ischemic stroke compared with traditional dMRI.

Classification of diffusion modes in single-particle tracking data: Feature-based versus deep-learning approach

Single-particle trajectories measured in microscopy experiments contain important information about dynamic processes occurring in a range of materials including living cells and tissues. However, extracting that information is not a trivial task due to the stochastic nature of the particles' movement and the sampling noise. In this paper, we adopt a deep-learning method known as a convolutional neural network (CNN) to classify modes of diffusion from given trajectories. We compare this fully automated approach working with raw data to classical machine learning techniques that require data preprocessing and extraction of human-engineered features from the trajectories to feed classifiers like random forest or gradient boosting. All methods are tested using simulated trajectories for which the underlying physical model is known. From the results it follows that CNN is usually slightly better than the feature-based methods, but at the cost of much longer processing times. Moreover, there are still some borderline cases in which the classical methods perform better than CNN.

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.

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.

Statistical analysis of superstatistical fractional Brownian motion and applications

Recent advances in experimental techniques for complex systems and the corresponding theoretical findings show that in many cases random parametrization of the diffusion coefficients gives adequate descriptions of the observed fractional dynamics. In this paper we introduce two statistical methods which can be effectively applied to analyze and estimate parameters of superstatistical fractional Brownian motion with random scale parameter. The first method is based on the analysis of the increments of the process, the second one takes advantage of the variation of the trajectories of the process. We prove the effectiveness of the methods using simulated data. Also, we apply it to the experimental data describing random motion of individual molecules inside the cell of E.coli. We show that fractional Brownian motion with Weibull-distributed diffusion coefficient gives adequate description of this experimental data.

Range Entropy: A Bridge between Signal Complexity and Self-Similarity

Approximate entropy (ApEn) and sample entropy (SampEn) are widely used for temporal complexity analysis of real-world phenomena. However, their relationship with the Hurst exponent as a measure of self-similarity is not widely studied. Additionally, ApEn and SampEn are susceptible to signal amplitude changes. A common practice for addressing this issue is to correct their input signal amplitude by its standard deviation. In this study, we first show, using simulations, that ApEn and SampEn are related to the Hurst exponent in their tolerance r and embedding dimension m parameters. We then propose a modification to ApEn and SampEn called range entropy or RangeEn. We show that RangeEn is more robust to nonstationary signal changes, and it has a more linear relationship with the Hurst exponent, compared to ApEn and SampEn. RangeEn is bounded in the tolerance r-plane between 0 (maximum entropy) and 1 (minimum entropy) and it has no need for signal amplitude correction. Finally, we demonstrate the clinical usefulness of signal entropy measures for characterisation of epileptic EEG data as a real-world example.

An efficient algorithm for extracting the magnitude of the measurement error for fractional dynamics

Modern live-imaging fluorescent microscopy techniques following the stochastic motion of labeled tracer particles, i.e. single particle tracking (SPT) experiments, have uncovered significant deviations from the laws of Brownian motion in a variety of biological systems. Accurately characterizing the anomalous diffusion for SPT experiments has become a central issue in biophysics. However, measurement errors raise difficulty in the analysis of single trajectories. In this paper, we introduce a novel surface calibration method based on a fractionally integrated moving average (FIMA) process as an effective tool for extracting both the magnitude of the measurement error and the anomalous exponent for autocorrelated processes of various origins. This method is developed using a toy model - fractional Brownian motion disturbed by independent Gaussian white noise - and is illustrated on both simulated and experimental biological data. We also compare this new method with the mean-squared displacement (MSD) technique, extended to capture the measurement noise in the toy model, which shows inferior results. The introduced procedure is expected to allow for more accurate analysis of fractional anomalous diffusion trajectories with measurement errors across different experimental fields and without the need for any calibration measurements.

Directional sensitivity of anomalous diffusion in human brain assessed by tensorial fractional motion model

Anisotropic diffusion in the nervous system is most commonly modeled by apparent diffusion tensor, which is based on regular diffusion theory. However, the departure of diffusion-induced signal attenuation from a mono-exponential form implies that there is anomalous diffusion. Recently, a novel diffusion NMR theory based on the fractional motion (FM) model, which is an anomalous diffusion model, has been proposed. While the FM model has been applied to both healthy subjects and tumor patients, its anisotropy in the nervous system remains elusive. In this study, this issue was addressed by measuring the FM-related parameters in 12 non-collinear directions. A metric to quantify the directional deviation was derived. Furthermore, the FM-related parameters were modeled as tensors and analyzed in analogy with the conventional diffusion tensor imaging (DTI). Experimental results, which were obtained for 15 healthy subjects at 3T, exhibited pronounced anisotropy of the FM-related parameters, although the effects were smaller than the apparent diffusion coefficient (ADC). The tensorial nature for α, which is the Noah exponent in the FM model, showed behavior similar to the ADC, especially the principal eigenvector for α aligned with the dominant white matter fiber directions. The Hurst exponent H in the FM model, however, showed no correlation with the major fiber directions. The anisotropy of the FM model may provide complementary information to DTI and may have potential for tractography and detecting brain abnormalities.

Memory-induced diffusive-superdiffusive transition: Ensemble and time-averaged observables

The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination of the number of both right and left previous transitions. The diffusion process is nonstationary, and its probability develops the phenomenon of aging. Depending on the characteristic memory parameters, the ensemble behavior may be normal, superdiffusive, or ballistic. In contrast, the time-averaged mean squared displacement is equal to that of a normal undriven random walk, which renders the process nonergodic. In addition, and similarly to Lévy walks [Godec and Metzler, Phys. Rev. Lett. 110, 020603 (2013)PRLTAO0031-900710.1103/PhysRevLett.110.020603], for trajectories of finite duration the time-averaged displacement apparently become random with properties that depend on the measurement time and also on the memory properties. These features are related to the nonstationary power-law decay of the transition probabilities to their stationary values. Time-averaged response to a bias is also calculated. In contrast with Lévy walks [Froemberg and Barkai, Phys. Rev. E 87, 030104(R) (2013)PLEEE81539-375510.1103/PhysRevE.87.030104], the response always vanishes asymptotically.

Mean-squared-displacement statistical test for fractional Brownian motion

Anomalous diffusion in crowded fluids, e.g., in cytoplasm of living cells, is a frequent phenomenon. A common tool by which the anomalous diffusion of a single particle can be classified is the time-averaged mean square displacement (TAMSD). A classical mechanism leading to the anomalous diffusion is the fractional Brownian motion (FBM). A validation of such process for single-particle tracking data is of great interest for experimentalists. In this paper we propose a rigorous statistical test for FBM based on TAMSD. To this end we analyze the distribution of the TAMSD statistic, which is given by the generalized chi-squared distribution. Next, we study the power of the test by means of Monte Carlo simulations. We show that the test is very sensitive for changes of the Hurst parameter. Moreover, it can easily distinguish between two models of subdiffusion: FBM and continuous-time random walk.

Anomalous diffusion in cerebral glioma assessed using a fractional motion model

PURPOSE

To demonstrate the capability of the fractional motion (FM) model for describing anomalous diffusion in cerebral gliomas and to assess the potential feasibility of FM for grading these tumors.

METHODS

Diffusion MRI images were acquired from brain tumor patients using a special Stejskal-Tanner diffusion sequence with variable diffusion gradient amplitudes and separation times. Patients with histopathologically confirmed gliomas, including astrocytic and oligoastrocytic tumors, were selected. The FM-related parameters, including the Noah exponent ( α), the Hurst exponent ( H), and the memory parameter ( μ=H-1/α), were calculated and compared between low- and high-grade gliomas using a two-sample t-test. The grading performance was evaluated using the receiver operating characteristic analysis.

RESULTS

Twenty-two patients were included in the present study. The calculated α, H, and μ permitted the separation of tumor lesions from surrounding normal tissues in parameter maps and helped differentiate glioma grades. Moreover, α showed greater sensitivity and specificity in distinguishing low- and high-grade gliomas compared with the apparent diffusion coefficient.

CONCLUSION

The FM model could improve the diagnostic accuracy in differentiating low- and high-grade gliomas. This improved diffusion model may facilitate future studies of neuro-pathological changes in clinical populations. Magn Reson Med 78:1944-1949, 2017. © 2017 International Society for Magnetic Resonance in Medicine.

Inverse Gaussian and its inverse process as the subordinators of fractional Brownian motion

In this paper we study the fractional Brownian motion (FBM) time changed by the inverse Gaussian (IG) process and its inverse, called the inverse to the inverse Gaussian (IIG) process. Some properties of the time-changed processes are similar to those of the classical FBM, such as long-range dependence. However, one can also observe different characteristics that are not satisfied by the FBM. We study the distributional properties of both subordinators, namely, IG and IIG processes, and also that of the FBM time changed by these subordinators. We establish also the connections between the subordinated processes considered and the continuous-time random-walk model. For the application part, we introduce the simulation procedures for both processes and discuss the estimation schemes for their parameters. The effectiveness of these methods is checked for simulated trajectories.

Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem

In this paper we propose an algorithm to distinguish between light- and heavy-tailed probability laws underlying random datasets. The idea of the algorithm, which is visual and easy to implement, is to check whether the underlying law belongs to the domain of attraction of the Gaussian or non-Gaussian stable distribution by examining its rate of convergence. The method allows to discriminate between stable and various non-stable distributions. The test allows to differentiate between distributions, which appear the same according to standard Kolmogorov–Smirnov test. In particular, it helps to distinguish between stable and Student’s t probability laws as well as between the stable and tempered stable, the cases which are considered in the literature as very cumbersome. Finally, we illustrate the procedure on plasma data to identify cases with so-called L-H transition.

Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors - An alternative approach

Accurately characterizing the anomalous diffusion of a tracer particle has become a central issue in biophysics. However, measurement errors raise difficulty in the characterization of single trajectories, which is usually performed through the time-averaged mean square displacement (TAMSD). In this paper, we study a fractionally integrated moving average (FIMA) process as an appropriate model for anomalous diffusion data with measurement errors. We compare FIMA and traditional TAMSD estimators for the anomalous diffusion exponent. The ability of the FIMA framework to characterize dynamics in a wide range of anomalous exponents and noise levels through the simulation of a toy model (fractional Brownian motion disturbed by Gaussian white noise) is discussed. Comparison to the TAMSD technique, shows that FIMA estimation is superior in many scenarios. This is expected to enable new measurement regimes for single particle tracking (SPT) experiments even in the presence of high measurement errors.

Guidelines for the fitting of anomalous diffusion mean square displacement graphs from single particle tracking experiments

Single particle tracking is an essential tool in the study of complex systems and biophysics and it is commonly analyzed by the time-averaged mean square displacement (MSD) of the diffusive trajectories. However, past work has shown that MSDs are susceptible to significant errors and biases, preventing the comparison and assessment of experimental studies. Here, we attempt to extract practical guidelines for the estimation of anomalous time averaged MSDs through the simulation of multiple scenarios with fractional Brownian motion as a representative of a large class of fractional ergodic processes. We extract the precision and accuracy of the fitted MSD for various anomalous exponents and measurement errors with respect to measurement length and maximum time lags. Based on the calculated precision maps, we present guidelines to improve accuracy in single particle studies. Importantly, we find that in some experimental conditions, the time averaged MSD should not be used as an estimator.

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.

Universal algorithm for identification of fractional Brownian motion. A case of telomere subdiffusion

We present a systematic statistical analysis of the recently measured individual trajectories of fluorescently labeled telomeres in the nucleus of living human cells. The experiments were performed in the U2OS cancer cell line. We propose an algorithm for identification of the telomere motion. By expanding the previously published data set, we are able to explore the dynamics in six time orders, a task not possible earlier. As a result, we establish a rigorous mathematical characterization of the stochastic process and identify the basic mathematical mechanisms behind the telomere motion. We find that the increments of the motion are stationary, Gaussian, ergodic, and even more chaotic--mixing. Moreover, the obtained memory parameter estimates, as well as the ensemble average mean square displacement reveal subdiffusive behavior at all time spans. All these findings statistically prove a fractional Brownian motion for the telomere trajectories, which is confirmed by a generalized p-variation test. Taking into account the biophysical nature of telomeres as monomers in the chromatin chain, we suggest polymer dynamics as a sufficient framework for their motion with no influence of other models. In addition, these results shed light on other studies of telomere motion and the alternative telomere lengthening mechanism. We hope that identification of these mechanisms will allow the development of a proper physical and biological model for telomere subdynamics. This array of tests can be easily implemented to other data sets to enable quick and accurate analysis of their statistical characteristics.

Fractional process as a unified model for subdiffusive dynamics in experimental data

We show how to use a fractional autoregressive integrated moving average (FARIMA) model to a statistical analysis of the subdiffusive dynamics. The discrete time FARIMA(1,d,1) model is applied in this paper to the random motion of an individual fluorescently labeled mRNA molecule inside live E. coli cells in the experiment described in detail by Golding and Cox [Phys. Rev. Lett. 96, 098102 (2006)] as well as to the motion of fluorescently labeled telomeres in the nucleus of live human cells (U2OS cancer) in the experiment performed by Bronstein et al. [Phys. Rev. Lett. 103, 018102 (2009)]. It is found that only the memory parameter d of the FARIMA model completely detects an anomalous dynamics of the experimental data in both cases independently of the observed distribution of random noises.

Diffusive and subdiffusive dynamics of indoor microclimate: a time series modeling

The indoor microclimate is an issue in modern society, where people spend about 90% of their time indoors. Temperature and relative humidity are commonly used for its evaluation. In this context, the two parameters are usually considered as behaving in the same manner, just inversely correlated. This opinion comes from observation of the deterministic components of temperature and humidity time series. We focus on the dynamics and the dependency structure of the time series of these parameters, without deterministic components. Here we apply the mean square displacement, the autoregressive integrated moving average (ARIMA), and the methodology for studying anomalous diffusion. The analyzed data originated from five monitoring locations inside a modern office building, covering a period of nearly one week. It was found that the temperature data exhibited a transition between diffusive and subdiffusive behavior, when the building occupancy pattern changed from the weekday to the weekend pattern. At the same time the relative humidity consistently showed diffusive character. Also the structures of the dependencies of the temperature and humidity data sets were different, as shown by the different structures of the ARIMA models which were found appropriate. In the space domain, the dynamics and dependency structure of the particular parameter were preserved. This work proposes an approach to describe the very complex conditions of indoor air and it contributes to the improvement of the representative character of microclimate monitoring.

Recognition of stable distribution with Lévy index α close to 2

We address the problem of recognizing α-stable Lévy distribution with Lévy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the distribution is not clearly detectable, and the shape of the empirical probability density function is close to a Gaussian. We propose a testing procedure combining a simple visual test based on empirical fourth moment with the Anderson-Darling and Jarque-Bera statistical tests and we check the efficiency of the method on simulated data. Furthermore, we apply our method to the analysis of turbulent plasma density and potential fluctuations measured in the stellarator-type fusion device and demonstrate that the phenomenon of the L-H transition from low confinement, L mode, to a high confinement, H mode, which occurs in this device is accompanied by the transition from Lévy to Gaussian fluctuation statistics.

Bayesian estimation of self-similarity exponent

In this study we propose a bayesian approach to the estimation of the Hurst exponent in terms of linear mixed models. Even for unevenly sampled signals and signals with gaps, our method is applicable. We test our method by using artificial fractional brownian motion of different length and compare it with the detrended fluctuation analysis technique. The estimation of the Hurst exponent of a Rosenblatt process is shown as an example of an H-self-similar process with non-gaussian dimensional distribution. Additionally, we perform an analysis with real data, the Dow-Jones Industrial Average closing values, and analyze its temporal variation of the Hurst exponent.

Generalization of the Khinchin theorem to Lévy flights

One of the most fundamental theorems in statistical mechanics is the Khinchin ergodic theorem, which links the ergodicity of a physical system with the irreversibility of the corresponding autocorrelation function. However, the Khinchin theorem cannot be successfully applied to processes with infinite second moment, in particular, to the relevant class of Lévy flights. Here, we solve this challenging problem. Namely, using the recently developed measure of dependence called Lévy correlation cascade, we derive a version of the Khinchin theorem for Lévy flights. This result allows us to verify the Boltzmann hypothesis for systems displaying Lévy-flight-type dynamics.

Transport in periodic potentials induced by fractional Gaussian noise

Directed transport of overdamped Brownian particles driven by fractional Gaussian noises is investigated in asymmetrically periodic potentials. By using Langevin dynamics simulations, we find that rectified currents occur in the absence of any external driving forces. Unlike white Gaussian noises, fractional Gaussian noises can break thermodynamical equilibrium and induce directed transport. Remarkably, the average velocity for persistent fractional noise is opposite to that for antipersistent fractional noise. The velocity increases monotonically with Hurst exponent for the persistent case, whereas there exists an optimal value of Hurst exponent at which the velocity takes its maximal value for the antipersistent case.

Anomalous diffusion with under- and overshooting subordination: a competition between the very large jumps in physical and operational times

In this paper we present an approach to anomalous diffusion based on subordination of stochastic processes. Application of such a methodology to analysis of the diffusion processes helps better understanding of physical mechanisms underlying the nonexponential relaxation phenomena. In the subordination framework we analyze a coupling between the very large jumps in physical and two different operational times, modeled by under- and overshooting subordinators, respectively. We show that the resulting diffusion processes display features by means of which all experimentally observed two-power-law dielectric relaxation patterns can be explained. We also derive the corresponding fractional equations governing the spatiotemporal evolution of the diffusion front of an excitation mode undergoing diffusion in the system under consideration. The commonly known type of subdiffusion, corresponding to the Mittag-Leffler (or Cole-Cole) relaxation, appears as a special case of the studied anomalous diffusion processes.