Non-Gaussian diffusion in static disordered media

Unexpected effects of disorder on current fluctuations in the symmetric simple exclusion process

We explore how the disorder impacts the current fluctuations in the symmetric simple exclusion process (SSEP) within a heterogeneous environment. First, we analyze the SSEP with a defect site under the periodic boundary conditions. We derive the exact expression for the second moment of the current and observe deviations from that of the homogeneous system. Notably, the second moment of the current shows asymmetric density dependence around a density of 1/2 and surpassing that of the homogeneous system in the low-density region. Furthermore, based on the finding from the SSEP with a defect site, we present an approximate derivation of the second moment of the current in the SSEP on a quenched random energy landscape using a partial-mean-field approach. The second moment of the current is heavily influenced by the energy landscape, revealing unique effects arising from the interplay between the heterogeneous environment and the many-body system. Our findings provide valuable insights that can be applied to control current fluctuations in systems involving the interactions of many particles, such as biological transport.

Particle-environment interactions in arbitrary dimensions: A unifying analytic framework to model diffusion with inert spatial heterogeneities

Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system, with examples ranging from molecules advancing along dendritic spines to antipredator displacements of animals due to sparse vegetation. Despite the ubiquity of such phenomena, a general framework to model the movement explicitly in the presence of spatial heterogeneities is missing. Here, we tackle this challenge and develop an analytic theory to model inert particle-environment interactions in domains of arbitrary shape and dimensions. We use a discrete space formulation, which allows us to model the interactions between an agent and the environment as perturbed dynamics between lattice sites. Interactions from spatial disorder, such as impenetrable and permeable obstacles or regions of increased or decreased diffusivity, as well as many others, can be modelled using our framework. We provide exact expressions for the generating function of the occupation probability of the diffusing particle and related transport quantities such as first-passage, return, and exit probabilities and their respective means. We uncover a surprising property, the disorder indifference phenomenon of the mean first-passage time in the presence of a permeable barrier in quasi-1D systems. We demonstrate the widespread applicability of our formalism by considering three examples that span across scales and disciplines. (1) We explore an enhancement strategy of transdermal drug delivery. (2) We represent the movement decisions of an animal undergoing thigomotaxis, the tendency to remain at the peripheries of its enclosure, using a spatially disordered environment. (3) We illustrate the use of spatial heterogeneities to model inert interactions between particles by modeling the search for a promoter region on the DNA by transcription factors during gene transcription.

Sample-to-sample fluctuations of transport coefficients in the totally asymmetric simple exclusion process with quenched disorder

We consider the totally asymmetric simple exclusion processes on quenched random energy landscapes. We show that the current and the diffusion coefficient differ from those for homogeneous environments. Using the mean-field approximation, we analytically obtain the site density when the particle density is low or high. As a result, the current and the diffusion coefficient are described by the dilute limit of particles or holes, respectively. However, in the intermediate regime, due to the many-body effect, the current and the diffusion coefficient differ from those for single-particle dynamics. The current is almost constant and becomes the maximal value in the intermediate regime. Moreover, the diffusion coefficient decreases with the particle density in the intermediate regime. We obtain analytical expressions for the maximal current and the diffusion coefficient based on the renewal theory. The deepest energy depth plays a central role in determining the maximal current and the diffusion coefficient. As a result, the maximal current and the diffusion coefficient depend crucially on the disorder, i.e., non-self-averaging. Based on the extreme value theory, we find that sample-to-sample fluctuations of the maximal current and diffusion coefficient are characterized by the Weibull distribution. We show that the disorder averages of the maximal current and the diffusion coefficient converge to zero as the system size is increased and quantify the degree of the non-self-averaging effect for the maximal current and the diffusion coefficient.

Non-self-averaging of current in a totally asymmetric simple exclusion process with quenched disorder

We investigate the current properties in the totally asymmetric simple exclusion process (TASEP) on a quenched random energy landscape. In low- and high-density regimes, the properties are characterized by single-particle dynamics. In the intermediate one, the current becomes constant and is maximized. Based on the renewal theory, we derive accurate results for the maximum current. The maximum current significantly depends on a disorder realization, i.e., non-self-averaging (SA). We demonstrate that the disorder average of the maximum current decreases with the system size, and the sample-to-sample fluctuations of the maximum current exceed those of current in the low- and high-density regimes. We find a significant difference between single-particle dynamics and the TASEP. In particular, the non-SA behavior of the maximum current is always observed, whereas the transition from non-SA to SA for current in single-particle dynamics exists.

Universal cover-time distribution of heterogeneous random walks

The cover-time problem, i.e., the time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk on complex structures has been a long-standing challenge and has attracted persistent efforts. Usually it is assumed that the random walk is noncompact, to facilitate theoretical treatments by neglecting the correlations between visits. The known results are essentially limited to noncompact and homogeneous systems, where different sites are on an equal footing and have identical or close mean first-passage times, such as random walks on a torus. In contrast, realistic random walks are prevailingly heterogeneous with diversified mean first-passage times. Does a universal distribution still exist? Here, by considering the most general situations of noncompact random walks, we uncover a generalized rescaling relation for the cover time, exploiting the diversified mean first-passage times that have not been accounted for before. This allows us to concretely establish a universal distribution of the rescaled cover times for heterogeneous noncompact random walks, which turns out to be the Gumbel universality class that is ubiquitous for a large family of extreme value statistics. Our analysis is based on the transfer matrix framework, which is generic in that, besides heterogeneity, it is also robust against biased protocols, directed links, and self-connecting loops. The finding is corroborated with extensive numerical simulations of diverse heterogeneous noncompact random walks on both model and realistic topological structures. Our technical ingredient may be exploited for other extreme value or ergodicity problems with nonidentical distributions.

Temperature and friction fluctuations inside a harmonic potential

In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether diffusivity fluctuations are interpreted as temperature or friction fluctuations, we show that they display drastically different statistical properties inside the harmonic potential. We compute the characteristic function of the process under both types of interpretations and analyze their limit behavior. Based on the integral representations of the processes we compute the mean-squared displacement and the normalized excess kurtosis. In the long-time limit, we show for friction fluctuations that the probability density function (PDF) always converges to a Gaussian whereas in the case of temperature fluctuations the stationary PDF can display either Gaussian distribution or generalized Laplace (Bessel) distribution depending on the ratio between diffusivity and positional correlation times.

A Novel Physical Mechanism to Model Brownian Yet Non-Gaussian Diffusion: Theory and Application

In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported "normal diffusion" with a Laplacian probability distribution in the particle's displacements (i.e., Brownian yet non-Gaussian diffusion). To model this behavior, different stochastic and microscopic models have been proposed, with the former introducing new random elements that incorporate our lack of information about the media and the latter describing a limited number of interesting physical scenarios. This incentivizes the search of a more thorough understanding of how the media interacts with itself and with the particle being diffused in Brownian yet non-Gaussian diffusion. For this reason, a comprehensive mathematical model to explain Brownian yet non-Gaussian diffusion that includes weak molecular interactions is proposed in this paper. Based on the theory of interfaces by De Gennes and Langevin dynamics, it is shown that long-range interactions in a weakly interacting fluid at shorter time scales leads to a Laplacian probability distribution in the radial particle's displacements. Further, it is shown that a phase separation can explain a high diffusivity and causes this Laplacian distribution to evolve towards a Gaussian via a transition probability in the interval of time as it was observed in experiments. To verify these model predictions, the experimental data of the Brownian motion of colloidal beads on phospholipid bilayer by Wang et al. are used and compared with the results of the theory. This comparison suggests that the proposed model is able to explain qualitatively and quantitatively the Brownian yet non-Gaussian diffusion.

Motion of an active particle with dynamical disorder

We propose a model for investigating the motion of a single active particle in a heterogeneous environment where the heterogeneity may arise due to crowding, conformational fluctuations and/or slow rearrangement of the surroundings. Describing the active particle in terms of the Ornstein-Uhlenbeck process (OUP) and incorporating heterogeneity in a thermal bath using two separate models, namely "diffusing diffusivity" and "switching diffusion", we explore the essential dynamical properties of the particle for its one-dimensional motion. In addition, we show how the dynamical behavior is controlled by dynamical variables associated with active noise such as strength and persistence time. Our model is relevant in the context of single particle dynamics in a crowded environment, driven by activity.

Convergence to a Gaussian by Narrowing of Central Peak in Brownian yet Non-Gaussian Diffusion in Disordered Environments

In usual diffusion, the concentration profile, starting from an initial distribution showing sharp features, first gets smooth and then converges to a Gaussian. By considering several examples, we show that the art of convergence to a Gaussian in diffusion in disordered media with infinite contrast may be strikingly different: sharp features of initial distribution do not smooth out at long times. This peculiarity of the strong disorder may be of importance for diagnostics of disorder in complex, e.g., biological, systems.

Cusp of Non-Gaussian Density of Particles for a Diffusing Diffusivity Model

We study a two state "jumping diffusivity" model for a Brownian process alternating between two different diffusion constants, D+>D-, with random waiting times in both states whose distribution is rather general. In the limit of long measurement times, Gaussian behavior with an effective diffusion coefficient is recovered. We show that, for equilibrium initial conditions and when the limit of the diffusion coefficient D-⟶0 is taken, the short time behavior leads to a cusp, namely a non-analytical behavior, in the distribution of the displacements P(x,t) for x⟶0. Visually this cusp, or tent-like shape, resembles similar behavior found in many experiments of diffusing particles in disordered environments, such as glassy systems and intracellular media. This general result depends only on the existence of finite mean values of the waiting times at the different states of the model. Gaussian statistics in the long time limit is achieved due to ergodicity and convergence of the distribution of the temporal occupation fraction in state D+ to a δ-function. The short time behavior of the same quantity converges to a uniform distribution, which leads to the non-analyticity in P(x,t). We demonstrate how super-statistical framework is a zeroth order short time expansion of P(x,t), in the number of transitions, that does not yield the cusp like shape. The latter, considered as the key feature of experiments in the field, is found with the first correction in perturbation theory.

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.

Quenched trap model on the extreme landscape: The rise of subdiffusion and non-Gaussian diffusion

Non-Gaussian diffusion has been intensively studied in recent years, which reflects the dynamic heterogeneity in the disordered media. The recent study on the non-Gaussian diffusion in a static disordered landscape suggests novel phenomena due to the quenched disorder. In this paper, we further investigate the random walk on this landscape under various effective temperatures μ, which continuously modulate the dynamic heterogeneity. We show in the long-time limit, the trap dynamics on the landscape is equivalent to the quenched trap model in which subdiffusion appears for μ<1. The non-Gaussian distribution of displacement has been analytically estimated for short t of which the stretched exponential tail is expected for μ≠1. Due to the localization in the ensemble of trajectory segments, an additional peak arises in P(x,t) around x=0 even for μ>1. Evolving in different timescales, the peak and the tail of P(x,t) are well split for a wide range of t. This theoretical paper reveals the connections among the subdiffusion, non-Gaussian diffusion, and the dynamic heterogeneity in the static disordered medium. It also offers an insight on how the cell would benefit from the quasistatic disordered structures.

Non-self-averaging behaviors and ergodicity in quenched trap models with finite system sizes

Tracking tracer particles in heterogeneous environments plays an important role in unraveling material properties. These heterogeneous structures are often static and depend on the sample realizations. Sample-to-sample fluctuations of such disorder realizations sometimes become considerably large. When we investigate the sample-to-sample fluctuations, fundamental averaging procedures are a thermal average for a single disorder realization and the disorder average for different disorder realizations. Here we report on non-self-averaging phenomena in quenched trap models with finite system sizes, where we consider the periodic and the reflecting boundary conditions. Sample-to-sample fluctuations of diffusivity greatly exceed trajectory-to-trajectory fluctuations of diffusivity in the corresponding annealed model. For a single disorder realization, the time-averaged mean square displacement and position-dependent observables converge to constants because of the existence of the equilibrium distribution. This is a manifestation of ergodicity. As a result, the time-averaged quantities depend neither on the initial condition nor on the thermal histories but depend crucially on the disorder realization.