Subdiffusive Continuous Time Random Walk Research Articles

Subdiffusive continuous time random walks with power-law resetting

In the present work we revisit the problem of the behavior of a subdiffusive continuous time random walk (CTRW) under resetting. The resetting process is considered as a renewal process with power-law distribution of waiting times between the resetting events. We consider both the case of complete resetting, when an ordinary CTRW starts anew after the resetting event, and the case of incomplete resetting, when the internal memory of CTRW is nor erased by the resetting event, and the CTRW restarts as an aged one. Using a special representation for the waiting time distribution in resetting, we obtained closed-form expressions for the probability density of displacements and for the mean first passage time to a given point under complete resetting, and asymptotic forms for the probability density of displacements (including prefactors) in the case of incomplete resetting.

Standard and fractional Ornstein-Uhlenbeck process on a growing domain

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing or contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers both the case of Brownian diffusion and the case of a subdiffusive continuous-time random walk (CTRW). We find a high sensitivity of the random walk properties to the details of the domain growth rate, which gives rise to a variety of regimes with extremely different behaviors. At the origin of this rich phenomenology is the fact that the walkers still move while they wait to jump, since they are dragged by the deterministic drift arising from the domain growth. Thus, the increasingly long waiting times associated with the aging of the subdiffusive CTRW imply that, in the time interval between two consecutive jumps, the walkers might travel over much longer distances than in the normal diffusive case. This gives rise to seemingly counterintuitive effects. For example, on a static domain, both Brownian diffusion and subdiffusive CTRWs yield a stationary particle distribution with finite width when a harmonic potential is at play, thus indicating a confinement of the diffusing particle. However, for a sufficiently fast growing or contracting domain, this qualitative behavior breaks down, and differences between the Brownian case and the subdiffusive case are found. In the case of Brownian particles, a sufficiently fast exponential domain growth is needed to break the confinement induced by the harmonic force; in contrast, for subdiffusive particles such a breakdown may already take place for a sufficiently fast power-law domain growth. Our analytic and numerical results for both types of diffusion are fully confirmed by random walk simulations.

Anomalous intracellular transport phases depend on cytoskeletal network features.

Intracellular transport in eukaryotic cells consists of phases of passive, diffusion-based transport and active, motor-driven transport along filaments that make up the cell's cytoskeleton. The interplay between superdiffusive transport along cytoskeletal filaments and the anomalous nature of subdiffusion in the bulk can lead to novel effects in transport behavior at the cellular scale. Here we develop a computational model of the process with cargo being ballistically transported along explicitly modeled cytoskeletal filament networks and passively transported in the cytoplasm by a subdiffusive continuous-time random walk (CTRW). We show that, over a physiologically relevant range of filament lengths and numbers, the network introduces a filament-length sensitive superdiffusive phase at early times which crosses over to a phase where the CTRW is dominant and produces subdiffusion at late times. We apply our approach to the problem of insulin secretion from cells and show that the superdiffusive phase introduced by the filament network manifests as a peak in the secretion at early times followed by an extended sustained release phase that is dominated by the CTRW process at late times. Our results are consistent with in vivo observations of insulin transport in healthy cells and shed light on the potential for the cell to tune functionally important transport phases by altering its cytoskeletal network.

Subdiffusive continuous-time random walks with stochastic resetting.

We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk scheme and independent resetting events generated uniformly in time according to the Poisson point process. In the first model the whole process is reset to the initial state, whereas in the second model only the position is subject to resets. The distinction between these two models arises from the non-Markovian character of the subdiffusive process. We derive exact expressions for the two lowest moments of the full propagator, stationary distributions, and first hitting time statistics. We also show, with an example of a constant drift, how these models can be generalized to include external forces. Possible applications to data analysis and modeling of biological systems are also discussed.

Continuous-time random-walk model for anomalous diffusion in expanding media

Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium. From this hierarchy, the full time evolution of the second-order moment is obtained for some specific types of expansion. In the case of an exponential expansion, exact recurrence relations for the Laplace-transformed moments are obtained, whence the long-time behavior of moments of arbitrary order is subsequently inferred. Our analytical and numerical results for both Lévy flights and subdiffusive CTRWs confirm the intuitive expectation that the medium expansion hinders the mixing of diffusive particles occupying separate regions. In the case of Lévy flights, we quantify this effect by means of the so-called "Lévy horizon."

Anomalous Diffusion of Dissipative Solitons in the Cubic-Quintic Complex Ginzburg-Landau Equation in Two Spatial Dimensions.

We demonstrate the occurrence of anomalous diffusion of dissipative solitons in a "simple" and deterministic prototype model: the cubic-quintic complex Ginzburg-Landau equation in two spatial dimensions. The main features of their dynamics, induced by symmetric-asymmetric explosions, can be modeled by a subdiffusive continuous-time random walk, while in the case dominated by only asymmetric explosions, it becomes characterized by normal diffusion.

Ageing Scher–Montroll Transport

We study the properties of ageing Scher–Montroll transport in terms of a biased subdiffusive continuous time random walk in which the waiting times $$\tau $$ between consecutive jumps of the charge carriers are distributed according to the power law probability $$\psi (t)\simeq t^{-1-\alpha }$$ with $$0<\alpha <1$$ . As we show, the dynamical properties of the Scher–Montroll transport depend on the ageing time span $$t_{a}$$ between the initial preparation of the system and the start of the observation. The Scher–Montroll transport theory was originally shown to describe the photocurrent in amorphous solids in the presence of an external electric field, but it has since been used in many other fields of physical sciences, in particular also in the geophysical context for the description of the transport of tracer particles in subsurface aquifers. In the absence of ageing ( $$t_{a}=0$$ ) the photocurrent of the classical Scher–Montroll model or the breakthrough curves in the groundwater context exhibit a crossover between two power law regimes in time with the scaling exponents $$\alpha -1$$ and $$-1-\alpha $$ . In the presence of ageing a new power law regime and an initial plateau regime of the current emerge. We derive the different power law regimes and crossover times of the ageing Scher–Montroll transport and show excellent agreement with simulations of the process. Experimental data of ageing Scher–Montroll transport in polymeric semiconductors are shown to agree well with the predictions of our theory.

Quantitative Convergence Towards a Self-Similar Profile in an Age-Structured Renewal Equation for Subdiffusion

Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the subdiffusive continuous-time random walk using age-structured partial differential equations with age renewal upon each walker jump, where the age of a walker is the time elapsed since its last jump. In the spatially-homogeneous (zero-dimensional) case, we follow the evolution in time of the age distribution. An approach inspired by relative entropy techniques allows us to obtain quantitative explicit rates for the convergence of the age distribution to a self-similar profile, which corresponds to convergence to a stationary profile for the rescaled variables. An important difficulty arises from the fact that the equation in self-similar variables is not autonomous and we do not have a specific analytical solution. Therefore, in order to quantify the latter convergence, we estimate attraction to a time-dependent pseudo-equilibrium, which in turn converges to the stationary profile.

Langevin formulation of a subdiffusive continuous-time random walk in physical time.

Systems living in complex nonequilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the continuous-time random walk (CTRW). Stochastic trajectories of a CTRW can be described in terms of the subordination of a normal diffusive process by an inverse Lévy-stable process. Here, we propose an equivalent Langevin formulation of a force-free CTRW without subordination. By introducing a different type of non-Gaussian noise, we are able to express the CTRW dynamics in terms of a single Langevin equation in physical time with additive noise. We derive the full multipoint statistics of this noise and compare it with the scaled Brownian motion (SBM), an alternative stochastic model describing subdiffusive dynamics. Interestingly, these two noises are identical up to the second order correlation functions, but different in the higher order statistics. We extend our formalism to general waiting time distributions and force fields and compare our results with those of the SBM. In the presence of external forces, our proposed noise generates a different class of stochastic processes, resembling a CTRW but with forces acting at all times.

Ageing first passage time density in continuous time random walks and quenched energy landscapes

We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function (). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time ta, the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs with describe systems such as charge carriers in amorphous semiconducters, tracer dispersion in geological and biological systems, or the dynamics of blinking quantum dots. We derive the exact forms of the first passage time density for an ageing subdiffusive CTRW in the semi-infinite, confined, and biased case, finding different scaling regimes for weakly, intermediately, and strongly aged systems: these regimes, with different scaling laws, are also found when the scaling exponent is in the range , for sufficiently long ta. We compare our results with the ageing motion of a test particle in a quenched energy landscape. We test our theoretical results in the quenched landscape against simulations: only when the bias is strong enough, the correlations from returning to previously visited sites become insignificant and the results approach the ageing CTRW results. With small bias or without bias, the ageing effects disappear and a change in the exponent compared to the case of a completely annealed landscape can be found, reflecting the build-up of correlations in the quenched landscape.

Ageing and confinement in non-ergodic heterogeneous diffusion processes

We study the effects of ageing—the time delay between initiation of the physical process at t = 0 and start of observation at some time —and spatial confinement on the properties of heterogeneous diffusion processes (HDPs) with deterministic power-law space-dependent diffusivities, . From analysis of the ensemble and time averaged mean squared displacements and the ergodicity breaking parameter quantifying the inherent degree of irreproducibility of individual realizations of the HDP we obtain striking similarities to ageing subdiffusive continuous time random walks with scale-free waiting time distributions. We also explore how both processes can be distinguished. For confined HDPs we study the long-time saturation of the ensemble and time averaged particle displacements as well as the magnitude of the inherent scatter of time averaged displacements and contrast the outcomes to the results known for other anomalous diffusion processes under confinement.

Nonergodicity, fluctuations, and criticality in heterogeneous diffusion processes.

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence D(x) ∼ |x|(α) of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on statistical measures such as the amplitude scatter of the time-averaged mean-squared displacement of individual realizations, the ergodicity breaking and non-Gaussianity parameters, as well as the probability density function P(x,t), we analyze the weakly nonergodic character of the heterogeneous diffusion process and, particularly, the degree of irreproducibility of individual realizations. As we show, the fluctuations between individual realizations increase with growing modulus |α| of the scaling exponent. The fluctuations appear to diverge when the critical value α = 2 is approached, while for even larger α the fluctuations decrease, again. At criticality, the power-law behavior of the mean-squared displacement changes to an exponentially fast growth, and the fluctuations of the time-averaged mean-squared displacement do not converge for increasing number of realizations. From a systematic comparison we observe some striking similarities of the heterogeneous diffusion process with the familiar subdiffusive continuous time random walk process with power-law waiting time distribution and diverging characteristic waiting time.

Scaled Brownian motion as a mean-field model for continuous-time random walks

We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient D(t)=αD0tα-1 (Batchelor's equation) which, for α<1, is often used for fitting experimental data for subdiffusion of unclear genesis. We show that this process is a close relative of subdiffusive continuous-time random walks and describes the motion of the rescaled mean position of a cloud of independent walkers. It shares with subdiffusive continuous-time random walks its nonstationary and nonergodic properties. The nonergodicity of sBm does not however go hand in hand with strong difference between its different realizations: its heterogeneity ("ergodicity breaking") parameter tends to zero for long trajectories.

Speeding up the first-passage for subdiffusion by introducing a finite potential barrier

We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimized by introduction of a piecewise linear potential barrier. Analytical results for the survival probability and first-passage density based on the fractional Fokker–Planck equation are shown to agree well with Monte Carlo simulations results. As an application we discuss an improved design for efficient translocation of gradient copolymers compared to homopolymer translocation in a quasi-equilibrium approximation.

Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties.

Rare events and scaling properties in field-induced anomalous dynamics

We show that, in a broad class of continuous time random walks (CTRW), a small external field can turn diffusion from standard into anomalous. We illustrate our findings in a CTRW with trapping, a prototype of subdiffusion in disordered and glassy materials, and in the Lévy walk process, which describes superdiffusion within inhomogeneous media. For both models, in the presence of an external field, rare events induce a singular behavior in the originally Gaussian displacements distribution, giving rise to power-law tails. Remarkably, in the subdiffusive CTRW, the combined effect of highly fluctuating waiting times and of a drift yields a non-Gaussian distribution characterized by long spatial tails and strong anomalous superdiffusion.

Noisy continuous time random walks

Experimental studies of the diffusion of biomolecules within biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule trajectories quite intricate. Here, we consider subdiffusive continuous time random walks that represent a seminal model for the anomalous diffusion of tracer particles in complex environments. This motion is characterized by multiple trapping events with infinite mean sojourn time. In real physical situations, however, instead of the full immobilization predicted by the continuous time random walk model, the motion of the tracer particle shows additional jiggling, for instance, due to thermal agitation of the environment. We here present and analyze in detail an extension of the continuous time random walk model. Superimposing the multiple trapping behavior with additive Gaussian noise of variable strength, we demonstrate that the resulting process exhibits a rich variety of apparent dynamic regimes. In particular, such noisy continuous time random walks may appear ergodic, while the bare continuous time random walk exhibits weak ergodicity breaking. Detailed knowledge of this behavior will be useful for the truthful physical analysis of experimentally observed subdiffusion.

Subdiffusive continuous time random walks and weak ergodicity breaking analyzed with the distribution of generalized diffusivities

We propose a new tool for analyzing data from anomalous diffusion processes: The distribution of generalized diffusivities pα(D,τ) describes the fluctuations during the diffusion process around the generalized diffusion coefficient obtained from the mean squared displacement and its τ-dependence captures the non-trivial part of the process dynamics. We apply this tool to subdiffusive continuous time random walks which are known to show weak ergodicity breaking. We characterize how the distribution of generalized diffusivities obtained from an ensemble of trajectories differs from the distribution obtained as a time average from one single-particle trajectory and show how such an analysis leads to a deeper understanding of weak ergodicity breaking.

A universal field equation for dispersive processes in heterogeneous media

When formulated properly, most geophysical transport-type process involving passive scalars or motile particles may be described by the same space–time nonlocal field equation which consists of a classical mass balance coupled with a space–time nonlocal convective/dispersive flux. Specific examples employed here include stretched and compressed Brownian motion, diffusion in slit-nanopores, subdiffusive continuous-time random walks (CTRW), super diffusion in the turbulent atmosphere and dispersion of motile and passive particles in fractal porous media. Stretched and compressed Brownian motion, which may be thought of as Brownian motions run with nonlinear clocks, are defined as the limit processes of a special class of random walks possessing nonstationary increments. The limit process has a mean square displacement that increases as tα+1 where α > −1 is a constant. If α = 0 the process is classical Brownian, if α < 0 we say the process is compressed Brownian while if α > 0 it is stretched. The Fokker–Planck equations for these processes are classical ade’s with dispersion coefficient proportional to tα. The Brownian-type walks have fixed time step, but nonstationary spatial increments that are Gaussian with power law variance. With the CTRW, both the time increment and the spatial increment are random. The subdiffusive Fokker–Planck equation is fractional in time for the CTRW’s considered in this article. The second moments for a Levy spatial trajectory are infinite while the Fokker–Planck equation is an advective–dispersive equation, ade, with constant diffusion coefficient and fractional spatial derivatives. If the Lagrangian velocity is assumed Levy rather than the position, then a similar Fokker–Planck equation is obtained, but the diffusion coefficient is a power law in time. All these Fokker–Planck equations are special cases of the general non-local balance law.

On Distributions of Functionals of Anomalous Diffusion Paths

Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in imaginary time. In recent years there is a growing interest in particular functionals of non-Brownian motion, or anomalous diffusion, but no equation existed for their PDF. Here, we derive a fractional generalization of the Feynman-Kac equation for functionals of anomalous paths based on sub-diffusive continuous-time random walk. We also derive a backward equation and a generalization to Levy flights. Solutions are presented for a wide number of applications including the occupation time in half space and in an interval, the first passage time, the maximal displacement, and the hitting probability. We briefly discuss other fractional Schrodinger equations that recently appeared in the literature.