Aging ballistic Lévy walks

Diffusion equation and rare fluctuations of the biased aging continuous-time random-walk model

We explore the fractional advection-diffusion equation and rare events associated with the ACTRW model. When waiting times have a finite mean but infinite variance, and the displacements follow a narrow distribution, the fractional operator is defined in terms of space rather than time. The far tail of the positional distribution is governed by rare events, which exhibit a different scaling compared to typical fluctuations. Additionally, we establish a strong relationship between the number of renewals and the positional distribution in the context of large deviations. Throughout the manuscript, the theoretical results are validated through simulations.

Generalized two-state random walk model: Nontrivial anomalous diffusion, aging, and ergodicity breaking

The intermittent stochastic motion is a dichotomous process that alternates between two distinct states. This phenomenon, observed across various physical and biological systems, is attracting increasing interest and highlighting the need for comprehensive theories to describe it. In this paper, we introduce a generalized intermittent random walk model based on a renewal process that alternates between the continuous time random walk (CTRW) state and the generalized Lévy walk (gLW) state. Notably, the nonlinear space-time coupling inherent in the gLW state allows this generalized model to encompass a variety of random walk models and makes it applicable to diverse systems. By deriving the velocity correlation function and utilizing the scaling Green-Kubo relation, the ensemble-averaged and time-averaged mean-squared displacement (MSD) is calculated, and the anomalous diffusive behavior, aging effect, and ergodic property of the model are further analyzed and discussed. The results reveal that, due to the intermittent nature, there are two diffusive terms in the expression of the MSD, and the diffusion can be intermediately characterized by the diffusive term with the largest diffusion coefficient instead of the diffusive term with the largest diffusion exponent, which is significantly different from single-state stochastic process. We demonstrate that, due to the power-law distribution of sojourn times, nonlinear space-time coupling, and intermittent characteristics, both ergodicity and nonergodicity can coexist in intermittent stochastic processes.

Langevin picture of anomalous diffusion processes in expanding medium

The expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism of a particle's motion in an expanding medium has only been investigated in the framework of a continuous-time random walk. To focus on more diffusion processes and physical observables, we build the Langevin picture of anomalous diffusion in an expanding medium, and conduct detailed analyses in the framework of the Langevin equation. With the help of a subordinator, both subdiffusion process and superdiffusion process in the expanding medium are discussed. We find that the expanding medium with different changing rate (exponential form and power-law form) leads to quite different diffusion phenomena. The particle's intrinsic diffusion behavior also plays an important role. Our detailed theoretical analyses and simulations present a panoramic view of investigating anomalous diffusion in an expanding medium under the framework of the Langevin equation.

Different effects of external force fields on aging Lévy walk

Aging phenomena have been observed in numerous physical systems. Many statistical quantities depend on the aging time t_a for aging anomalous diffusion processes. This paper pays more attention to how an external force field affects the aging Lévy walk. Based on the Langevin picture of the Lévy walk and the generalized Green-Kubo formula, we investigate the quantities that include the ensemble- and time-averaged mean-squared displacements in both weak aging t_a≪t and strong aging t_a≫t cases and compare them to the ones in the absence of any force field. Two typical force fields, constant force F and time-dependent periodic force F(t)=f₀sin⁡(ωt), are considered for comparison. The generalized Einstein relation is also discussed in the case with the constant force. We find that the constant force is the key to causing the aging phenomena and enhancing the diffusion behavior of the aging Lévy walk, while the time-dependent periodic force is not. The different effects of the two kinds of forces on the aging Lévy walk are verified by both theoretical analyses and numerical simulations.

Coexistence of ergodicity and nonergodicity in the aging two-state random walks

The two-state stochastic phenomenon is observed in various systems and is attracting more interest, and it can be described by the two-state random walk (TSRW) model. The TSRW model is a typical two-state renewal process alternating between the continuous-time random walk state and the Lévy walk state, in both of which the sojourn time distributions follow a power law. In this paper, by discussing the statistical properties and calculating the ensemble averaged and time averaged mean squared displacement, the ergodic property and the ultimate diffusive behavior of the aging TSRW is studied. Results reveal that because of the two-state intermittent feature, ergodicity and nonergodicity can coexist in the aging TSRW, which behave as the time scalings of the time averages and ensemble averages not being identically equal. In addition, we find that the unique state occupation mechanism caused by the diverging mean of the sojourn times of one state, determines the aging TSRW's ultimate diffusive behavior at extremely large timescales, i.e., instead of the term with the larger diffusion exponent, the diffusion is surprisingly characterized by the term with the smaller one, which is distinctly different from previous conclusions and known results. At last, we note that the Lévy walk with rests model which also displays aging and ergodicity breaking, can be generalized by the TSRW model.

Strong anomalous diffusive behaviors of the two-state random walk process

The phenomenon of the two-state process is observed in various systems and is increasingly attracting attention, such that there is a need for a theoretical model of the process. In this paper, we present a prototypal two-state random walk (TSRW) model of a renewal process alternating between the continuous-time random walk (CTRW) state and Lévy walk (LW) state. The jump length distribution of the CTRW state is assumed to be Gaussian whereas the time distributions of the two states are both considered to follow a power law. The diffusive behavior is analyzed and discussed by calculating the mean squared displacement (MSD) analytically and numerically. The results reveal that it displays strong anomalous diffusive behaviors caused by random motions of both states, i.e., two anomalous diffusion terms coexist in the expression of the MSD, and the time distribution which has the heavier tail determines their forms. Moreover, because the two diffusion terms originate from different mechanisms, we find that the diffusion can be characterized by either the term with the largest diffusion exponent or the term with the largest diffusion coefficient at long timescales, which shows very different properties from the single-state process. In addition, the two-state nature of the process of the particle moving in a velocity field makes the TSRW model applicable to describe it. Results obtained from the two-state model reveal that the diffusion can even exhibit subdiffusive behavior, which is significantly different from known results obtained using the single-state model.

Large deviations of the ballistic Lévy walk model

We study the ballistic Lévy walk stemming from an infinite mean traveling time between collision events. Our study focuses on the density of spreading particles all starting from a common origin, which is limited by a "light" cone -v_{0}t<x<v_{0}t. In particular we study this density close to its maximum in the vicinity of the light cone. The spreading density follows the Lamperti-arcsine law describing typical fluctuations. However, this law blows up in the vicinity of the spreading horizon, which is nonphysical in the sense that any finite-time observation will never diverge. We claim that one can find two laws for the spatial density: The first one is the mentioned Lamperti-arcsine law describing the central part of the distribution, and the second is an infinite density illustrating the dynamics for x≃v_{0}t. We identify the relationship between a large position and the longest traveling time describing the single big jump principle. From the renewal theory we find that the distribution of rare events of the position is related to the derivative of the average of the number of renewals at a short "time" using a rate formalism.

Large Deviations for Continuous Time Random Walks

Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the widely applicable continuous time random walk model and obtain the large deviation description of the propagator. Under mild conditions that the microscopic jump lengths distribution is decaying exponentially or faster i.e., Lévy like power law distributed jump lengths are excluded, and that the distribution of the waiting times is analytical for short waiting times, the spreading of particles follows an exponential decay at large distances, with a logarithmic correction. Here we show how anti-bunching of jump events reduces the effect, while bunching and intermittency enhances it. We employ exact solutions of the continuous time random walk model to test the large deviation theory.

Mean squared displacement in a generalized Lévy walk model

Lévy walks represent a class of stochastic models (space-time-coupled continuous-time random walks) with applications ranging from the laser cooling to the description of animal motion. The initial model was intended for the description of turbulent dispersion as given by the Richardson law. The existence of this Richardson regime in the original model was recently challenged [T. Albers and G. Radons, Phys. Rev. Lett. 120, 104501 (2018)PRLTAO0031-900710.1103/PhysRevLett.120.104501]: The mean squared displacement (MSD) in this model diverges, i.e., does not exist, in the regime, where it presumably should reproduce the Richardson law. In the Supplemental Material to that work the authors present (but do not investigate in detail) a generalized model interpolating between the original one and the Drude-like models known to show no divergences. In the present work we give a detailed investigation of the ensemble MSD in this generalized model, show that the behavior of the MSD in this model is the same (up to prefactors) as in the original one in the domains where the MSD in the original model does exist, and investigate the conditions under which the MSD in the generalized model does exist or diverges. Both ordinary and aged situations are considered.

Aging two-state process with Lévy walk and Brownian motion

With the rich dynamics studies of single-state processes, the two-state processes are attracting more interest, since they are widely observed in complex system and have effective applications in diverse fields, such as foraging behavior of animals. This paper builds the theoretical foundation of the process with two states: Lévy walk and Brownian motion, having been proved to be an efficient intermittent search process. The sojourn time distributions in two states are both assumed to be heavy-tailed with exponents α_{±}∈(0,2). The dynamical behaviors of this two-state process are obtained through analyzing the ensemble-averaged and time-averaged mean-squared displacements (MSDs) in weak and strong aging cases. It is discovered that the magnitude relationship of α_{±} decides the fraction of two states for long times, playing a crucial role in these MSDs. According to the generic expressions of MSDs, some inherent characteristics of the two-state process are detected. The effects of the fraction on these observables are presented in detail for six different cases. The key of getting these results is to calculate the velocity correlation function of the two-state process, the techniques of which can be generalized to other multistate processes.

Lévy walks with variable waiting time: A ballistic case

The Lévy walk process for a lower interval of an excursion times distribution (α<1) is discussed. The particle rests between the jumps, and the waiting time is position-dependent. Two cases are considered: a rising and diminishing waiting time rate ν(x), which require different approximations of the master equation. The process comprises two phases of the motion: particles at rest and in flight. The density distributions for them are derived, as a solution of corresponding fractional equations. For strongly falling ν(x), the resting particles density assumes the α-stable form (truncated at fronts), and the process resolves itself to the Lévy flights. The diffusion is enhanced for this case but no longer ballistic, in contrast to the case for the rising ν(x). The analytical results are compared with Monte Carlo trajectory simulations. The results qualitatively agree with observed properties of human and animal movements.

Neuronal messenger ribonucleoprotein transport follows an aging Lévy walk

Localization of messenger ribonucleoproteins (mRNPs) plays an essential role in the regulation of gene expression for long-term memory formation and neuronal development. Knowledge concerning the nature of neuronal mRNP transport is thus crucial for understanding how mRNPs are delivered to their target synapses. Here, we report experimental and theoretical evidence that the active transport dynamics of neuronal mRNPs, which is distinct from the previously reported motor-driven transport, follows an aging Lévy walk. Such nonergodic, transient superdiffusion occurs because of two competing dynamic phases: the motor-involved ballistic run and static localization of mRNPs. Our proposed Lévy walk model reproduces the experimentally extracted key dynamic characteristics of mRNPs with quantitative accuracy. Moreover, the aging status of mRNP particles in an experiment is inferred from the model. This study provides a predictive theoretical model for neuronal mRNP transport and offers insight into the active target search mechanism of mRNP particles in vivo.

Transport on intermediate time scales in flows with cat's eye patterns

We consider the advection-diffusion transport of tracers in a one-parameter family of plane periodic flows where the patterns of streamlines feature regions of confined circulation in the shape of "cat's eyes," separated by meandering jets with ballistic motion inside them. By varying the parameter, we proceed from the regular two-dimensional lattice of eddies without jets to the sinusoidally modulated shear flow without eddies. When a weak thermal noise is added, i.e., at large Péclet numbers, several intermediate time scales arise, with qualitatively and quantitatively different transport properties: depending on the parameter of the flow, the initial position of a tracer, and the aging time, motion of the tracers ranges from subdiffusive to superballistic. We report on results of extensive numerical simulations of the mean-squared displacement for different initial conditions in ordinary and aged situations. These results are compared with a theory based on a Lévy walk that describes the intermediate-time ballistic regime and gives a reasonable description of the behavior for a certain class of initial conditions. The interplay of the walk process with internal circulation dynamics in the trapped state results at intermediate time scales in nonmonotonic characteristics of aging not captured by the Lévy walk model.

Aging in mortal superdiffusive Lévy walkers

A growing body of literature examines the effects of superdiffusive subballistic movement premeasurement (aging or time lag) on observations arising from single-particle tracking. A neglected aspect is the finite lifetime of these Lévy walkers, be they proteins, cells, or larger structures. We examine the effects of aging on the motility of mortal walkers, and discuss the means by which permanent stopping of walkers may be categorized as arising from "natural" death or experimental artifacts such as low photostability or radiation damage. This is done by comparison of the walkers' mean squared displacement (MSD) with the front velocity of propagation of a group of walkers, which is found to be invariant under time lags. For any running time distribution of a mortal random walker, the MSD is tempered by the stopping rate θ. This provides a physical interpretation for truncated heavy-tailed diffusion processes and serves as a tool by which to better classify the underlying running time distributions of random walkers. Tempering of aged MSDs raises the issue of misinterpreting superdiffusive motion which appears Brownian or subdiffusive over certain time scales.

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.