Aging and nonergodicity beyond the Khinchin theorem

Anomalous diffusion in external-force-affected deterministic systems

This study investigates the impact of external forces on the movement of particles, specifically focusing on a type of box piecewise linear map that generates normal diffusion akin to Brownian motion. Through numerical methods, the research delves into the effects of two distinct external forces: linear forces linked to the particle's current position and periodic sinusoidal forces related to time. The results uncover anomalous dynamical behavior characterized by nonlinear growth in the ensemble-averaged mean-squared displacement (EAMSD), aging, and ergodicity breaking. Notably, the diffusion pattern of particles under linear external forces resembles an Ehrenfest double urn model, with its asymptotic EAMSD coinciding with the Langevin equation under linear potential. Meanwhile, particle movement influenced by periodic sinusoidal forces corresponds to an inhomogeneous Markov chain, with its external force amplitude and diffusion coefficient function exhibiting a "multipeak" fractal structure. The study also provides insights into the formation of this structure through the turnstiles dynamics.

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

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

Aging and confinement in subordinated fractional Brownian motion

We study the effects of aging properties of subordinated fractional Brownian motion (FBM) with drift and in harmonic confinement, when the measurement of the stochastic process starts a time t_{a}>0 after its original initiation at t=0. Specifically, we consider the aged versions of the ensemble mean-squared displacement (MSD) and the time-averaged MSD (TAMSD), along with the aging factor. Our results are favorably compared with simulations results. The aging subordinated FBM exhibits a disparity between MSD and TAMSD and is thus weakly nonergodic, while strong aging is shown to effect a convergence of the MSD and TAMSD. The information on the aging factor with respect to the lag time exhibits an identical form to the aging behavior of subdiffusive continuous-time random walks (CTRW). The statistical properties of the MSD and TAMSD for the confined subordinated FBM are also derived. At long times, the MSD in the harmonic potential has a stationary value, that depends on the Hurst index of the parental (nonequilibrium) FBM. The TAMSD of confined subordinated FBM does not relax to a stationary value but increases sublinearly with lag time, analogously to confined CTRW. Specifically, short aging times t_{a} in confined subordinated FBM do not affect the aged MSD, while for long aging times the aged MSD has a power-law increase and is identical to the aged TAMSD.

Ergodic criterion of a random diffusivity model

The random diffusivity, initially proposed to explain Brownian yet non-Gaussian diffusion, has garnered significant attention due to its capacity not only for elucidating the internal physical mechanism of non-Gaussian diffusion, but also for establishing an analytical framework to characterize particle motion in complex environments. In this paper, based on the correlation function C(t_{1},t_{2})=〈D(t_{1})D(t_{2})〉 of random diffusivity D(t), we quantitatively propose a general criterion of determining the ergodic property of the Langevin equation with the arbitrary random diffusivity D(t). Due to the critical role of correlation function C(t_{1},t_{2}), we derive the criterion for the two cases with stationary diffusivity or nonstationary diffusivity, respectively. By utilizing the quantitative criterion, we can directly judge the ergodic properties of the random diffusivity model based on the correlation function C(t_{1},t_{2}) of random diffusivity D(t). Several typical diffusivities, including the common square of the Brownian motion and of the (fractional) Ornstein-Uhlenbeck process, are found to contribute to different ergodic properties, which validates our proposed criterion built on the correlation function C(t_{1},t_{2}).

Non-Gaussian Displacements in Active Transport on a Carpet of Motile Cells

We study the dynamics of micron-sized particles on a layer of motile cells. This cell carpet acts as an active bath that propels passive tracer particles via direct mechanical contact. The resulting nonequilibrium transport shows a crossover from superdiffusive to normal-diffusive dynamics. The particle displacement distribution is distinctly non-Gaussian even at macroscopic timescales exceeding the measurement time. We obtain the distribution of diffusion coefficients from the experimental data and introduce a model for the displacement distribution that matches the experimentally observed non-Gaussian statistics. We argue why similar transport properties are expected for many composite active matter systems.

Heterogeneous anomalous transport in cellular and molecular biology

It is well established that a wide variety of phenomena in cellular and molecular biology involve anomalous transport e.g. the statistics for the motility of cells and molecules are fractional and do not conform to the archetypes of simple diffusion or ballistic transport. Recent research demonstrates that anomalous transport is in many cases heterogeneous in both time and space. Thus single anomalous exponents and single generalised diffusion coefficients are unable to satisfactorily describe many crucial phenomena in cellular and molecular biology. We consider advances in the field ofheterogeneous anomalous transport(HAT) highlighting: experimental techniques (single molecule methods, microscopy, image analysis, fluorescence correlation spectroscopy, inelastic neutron scattering, and nuclear magnetic resonance), theoretical tools for data analysis (robust statistical methods such as first passage probabilities, survival analysis, different varieties of mean square displacements, etc), analytic theory and generative theoretical models based on simulations. Special emphasis is made on high throughput analysis techniques based on machine learning and neural networks. Furthermore, we consider anomalous transport in the context of microrheology and the heterogeneous viscoelasticity of complex fluids. HAT in the wavefronts of reaction-diffusion systems is also considered since it plays an important role in morphogenesis and signalling. In addition, we present specific examples from cellular biology including embryonic cells, leucocytes, cancer cells, bacterial cells, bacterial biofilms, and eukaryotic microorganisms. Case studies from molecular biology include DNA, membranes, endosomal transport, endoplasmic reticula, mucins, globular proteins, and amyloids.

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

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

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

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

Ergodic Measure and Potential Control of Anomalous Diffusion

In statistical mechanics, the ergodic hypothesis (i.e., the long-time average is the same as the ensemble average) accompanying anomalous diffusion has become a continuous topic of research, being closely related to irreversibility and increasing entropy. While measurement time is finite for a given process, the time average of an observable quantity might be a random variable, whose distribution width narrows with time, and one wonders how long it takes for the convergence rate to become a constant. This is also the premise of ergodic establishment, because the ensemble average is always equal to the constant. We focus on the time-dependent fluctuation width for the time average of both the velocity and kinetic energy of a force-free particle described by the generalized Langevin equation, where the stationary velocity autocorrelation function is considered. Subsequently, the shortest time scale can be estimated for a system transferring from a stationary state to an effective ergodic state. Moreover, a logarithmic spatial potential is used to modulate the processes associated with free ballistic diffusion and the control of diffusion, as well as the minimal realization of the whole power-law regime. The results presented suggest that non-ergodicity mimics the sparseness of the medium and reveals the unique role of logarithmic potential in modulating diffusion behavior.

Target search by an imported conjugative DNA element for a unique integration site along a bacterial chromosome during horizontal gene transfer

Integrative and conjugative elements (ICEs) are mobile genetic elements that can transfer by conjugation to recipient cells. Some ICEs integrate into a unique site in the genome of their hosts. We studied quantitatively the process by which an ICE searches for its unique integration site in the Bacillus subtilis chromosome. We followed the motion of both ICEBs1 and the chromosomal integration site in real time within individual cells. ICEBs1 exhibited a wide spectrum of dynamical behaviors, ranging from rapid sub-diffusive displacements crisscrossing the cell, to kinetically trapped states. The chromosomal integration site moved sub-diffusively and exhibited pronounced dynamical asymmetry between longitudinal and transversal motions, highlighting the role of chromosomal structure and the heterogeneity of the bacterial interior in the search. The successful search for and subsequent recombination into the integration site is a key step in the acquisition of integrating mobile genetic elements. Our findings provide new insights into intracellular transport processes involving large DNA molecules.

Extracting, quantifying, and comparing dynamical and biomechanical properties of living matter through single particle tracking

A panoply of new tools for tracking single particles and molecules has led to an explosion of experimental data, leading to novel insights into physical properties of living matter governing cellular development and function, health and disease. In this Perspective, we present tools to investigate the dynamics and mechanics of living systems from the molecular to cellular scale via single-particle techniques. In particular, we focus on methods to measure, interpret, and analyse complex data sets that are associated with forces, materials properties, transport, and emergent organisation phenomena within biological and soft-matter systems. Current approaches, challenges, and existing solutions in the associated fields are outlined in order to support the growing community of researchers at the interface of physics and the life sciences. Each section focuses not only on the general physical principles and the potential for understanding living matter, but also on details of practical data extraction and analysis, discussing limitations, interpretation, and comparison across different experimental realisations and theoretical frameworks. Particularly relevant results are introduced as examples. While this Perspective describes living matter from a physical perspective, highlighting experimental and theoretical physics techniques relevant for such systems, it is also meant to serve as a solid starting point for researchers in the life sciences interested in the implementation of biophysical methods.

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.

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

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

Non-ergodicity of a globular protein extending beyond its functional timescale

Internal motions of folded proteins have been assumed to be ergodic, i.e., that the dynamics of a single protein molecule averaged over a very long time resembles that of an ensemble. Here, by performing single-molecule fluorescence resonance energy transfer (smFRET) experiments and molecular dynamics (MD) simulations of a multi-domain globular protein, cytoplasmic protein-tyrosine phosphatase (SHP2), we demonstrate that the functional inter-domain motion is observationally non-ergodic over the time spans 10⁻¹² to 10⁻⁷ s and 10⁻¹ to 10² s. The difference between observational non-ergodicity and simple non-convergence is discussed. In comparison, a single-strand DNA of similar size behaves ergodically with an energy landscape resembling a one-dimensional linear chain. The observed non-ergodicity results from the hierarchical connectivity of the high-dimensional energy landscape of the protein molecule. As the characteristic time for the protein to conduct its dephosphorylation function is ∼10 s, our findings suggest that, due to the non-ergodicity, individual, seemingly identical protein molecules can be dynamically and functionally different.

Internal motions of folded proteins have been assumed to be ergodic, i.e., that the dynamics of a single protein molecule averaged over a very long time resembles that of an ensemble.

Nonequilibrium Phase Transition to Anomalous Diffusion and Transport in a Basic Model of Nonlinear Brownian Motion

We investigate a basic model of nonlinear Brownian motion in a thermal environment, where nonlinear friction interpolates between viscous Stokes and dry Coulomb friction. We show that superdiffusion and supertransport emerge as a nonequilibrium critical phenomenon when such a Brownian motion is driven out of thermal equilibrium by a constant force. Precisely at the edge of a phase transition, velocity fluctuations diverge asymptotically and diffusion becomes superballistic. The autocorrelation function of velocity fluctuations in this nonergodic regime exhibits a striking aging behavior.

Single-Particle Tracking Reveals Anti-Persistent Subdiffusion in Cell Extracts

Single-particle tracking (SPT) has become a powerful tool to quantify transport phenomena in complex media with unprecedented detail. Based on the reconstruction of individual trajectories, a wealth of informative measures become available for each particle, allowing for a detailed comparison with theoretical predictions. While SPT has been used frequently to explore diffusive transport in artificial fluids and inside living cells, intermediate systems, i.e., biochemically active cell extracts, have been studied only sparsely. Extracts derived from the eggs of the clawfrog Xenopus laevis, for example, are known for their ability to support and mimic vital processes of cells, emphasizing the need to explore also the transport phenomena of nano-sized particles in such extracts. Here, we have performed extensive SPT on beads with 20 nm radius in native and chemically treated Xenopus extracts. By analyzing a variety of distinct measures, we show that these beads feature an anti-persistent subdiffusion that is consistent with fractional Brownian motion. Chemical treatments did not grossly alter this finding, suggesting that the high degree of macromolecular crowding in Xenopus extracts equips the fluid with a viscoelastic modulus, hence enforcing particles to perform random walks with a significant anti-persistent memory kernel.

Ergodic time scale and transitive dynamics in single-particle tracking

We investigate ergodic time scales in single-particle tracking by introducing a covariance measure Ω(Δ;t) for the time-averaged relative square displacement recorded in lag-time Δ at elapsed time t. The present model is established in the generalized Langevin equation with a power-law memory function. The ratio Ω(Δ;Δ)/Ω(Δ;t) is shown to obey a universal scaling law for long but finite times and is used to extract the effective ergodic time. We derive a finite-time-averaged Green-Kubo relation and find that, to control the deviations in measurement results from ensemble averages, the ratio Δ/t must be neither too small nor close to unity. Our paper connects the experimental self-averaging property of a tracer with the theoretic velocity autocorrelation function and sheds light on the transition to ergodicity.

Point estimates, Simpson's paradox, and nonergodicity in biological sciences

Modern biomedical, behavioral and psychological inference about cause-effect relationships respects an ergodic assumption, that is, that mean response of representative samples allow predictions about individual members of those samples. Recent empirical evidence in all of the same fields indicates systematic violations of the ergodic assumption. Indeed, violation of ergodicity in biomedical, behavioral and psychological causes is precisely the inspiration behind our research inquiry. Here, we review the long term costs to scientific progress in these domains and a practical way forward. Specifically, we advocate using statistical measures that can themselves encode the degree and type of nonergodicity in measurements. Taking such steps will lead to a paradigm shift, allowing researchers to investigate the nonstationary, far-from-equilibrium processes that characterize the creativity and emergence of biological and psychological behavior.

Theory of relaxation dynamics for anomalous diffusion processes in harmonic potential

An important physical property for a stochastic process is how it responds to an external force or spatial confinement. This paper aims to study the relaxation dynamics of a generic process confined in a harmonic potential. We find the dependence of ensemble- and time-averaged mean squared displacements of the confined process on the velocity correlation function C(t,t+τ) of the original process without any external force. Combining two kinds of scaling forms of C(t,t+τ) for small τ and large τ, the stationary value and the relaxation behaviors can be immediately obtained. Our results are valid for a large amount of anomalous diffusion processes, including the ones with single-scaled velocity correlation function (such as fractional Brownian motion and scaled Brownian motion) and the multiscaled ones (like Lévy walk with a broad range of power law exponents of flight time distribution). Note that the latter includes a special case with telegraphic active noise, which could take up athermal energy from the environment.

Quantum jamming transition to a correlated electron glass in 1T-TaS2

Distinct many-body states may be created under non-equilibrium conditions through different ordering paths, even when their constituents are subjected to the same fundamental interactions. The phase-transition mechanism to such states remains poorly understood. Here, we show that controlled optical or electromagnetic perturbations can lead to an amorphous metastable state of strongly correlated electrons in a quasi-two-dimensional dichalcogenide. Scanning tunnelling microscopy reveals a hyperuniform pattern of localized charges, whereas multitip surface nanoscale conductivity measurements and tunnelling spectroscopy show an electronically gapless conducting state that is different from conventional Coulomb glasses and many-body localized systems. The state is stable up to room temperature and shows no signs of either local charge order or phase separation. The mechanism for its formation is attributed to a dynamical localization of electrons through mutual interactions. Theoretical calculations confirm the correlations between localized charges to be crucial for the state's unusual stability.

Subdiffusion in an external force field

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time-dependent force, we study the subdiffusion described by the subordinated Langevin equation with white Gaussian noise or, equivalently, by the single Langevin equation with compound noise. If the force acts on the subordinated process, it keeps working all the time; otherwise, the force just exerts an influence on the system at the moments of jump. Some common statistical quantities, such as the ensemble- and time-averaged mean squared displacements, position autocorrelation function, correlation coefficient, and generalized Einstein relation, are discussed to distinguish the effects of various forces and different patterns of acting. The corresponding Fokker-Planck equations are also presented. All the stochastic processes discussed here are nonstationary, nonergodic, and aging.

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.

Biased continuous-time random walks for ordinary and equilibrium cases: facilitation of diffusion, ergodicity breaking and ageing

We examine renewal processes with power-law waiting time distributions (WTDs) and non-zero drift via computing analytically and by computer simulations their ensemble and time averaged spreading characteristics. All possible values of the scaling exponent α are considered for the WTD ψ(t) ∼ 1/t1+α. We treat continuous-time random walks (CTRWs) with 0 < α < 1 for which the mean waiting time diverges, and investigate the behaviour of the process for both ordinary and equilibrium CTRWs for 1 < α < 2 and α > 2. We demonstrate that in the presence of a drift CTRWs with α < 1 are ageing and non-ergodic in the sense of the non-equivalence of their ensemble and time averaged displacement characteristics in the limit of lag times much shorter than the trajectory length. In the sense of the equivalence of ensemble and time averages, CTRW processes with 1 < α < 2 are ergodic for the equilibrium and non-ergodic for the ordinary situation. Lastly, CTRW renewal processes with α > 2-both for the equilibrium and ordinary situation-are always ergodic. For the situations 1 < α < 2 and α > 2 the variance of the diffusion process, however, depends on the initial ensemble. For biased CTRWs with α > 1 we also investigate the behaviour of the ergodicity breaking parameter. In addition, we demonstrate that for biased CTRWs the Einstein relation is valid on the level of the ensemble and time averaged displacements, in the entire range of the WTD exponent α.

Fluctuations of random walks in critical random environments

Percolation networks have been widely used in the description of porous media but are now found to be relevant to understand the motion of particles in cellular membranes or the nucleus of biological cells. Random walks on the infinite cluster at criticality of a percolation network are asymptotically ergodic. On any finite size cluster of the network stationarity is reached at finite times, depending on the cluster's size. Despite of this we here demonstrate by combination of analytical calculations and simulations that at criticality the disorder and cluster size average of the ensemble of clusters leads to a non-vanishing variance of the time averaged mean squared displacement, regardless of the measurement time. Fluctuations of this relevant experimental quantity due to the disorder average of such ensembles are thus persistent and non-negligible. The relevance of our results for single particle tracking analysis in complex and biological systems is discussed.

Aging is a log-Poisson process, not a renewal process

Aging is a ubiquitous relaxation dynamic in disordered materials. It ensues after a rapid quench from an equilibrium "fluid" state into a nonequilibrium, history-dependent jammed state. We propose a physically motivated description that contrasts sharply with a continuous-time random walk (CTRW) with broadly distributed trapping times commonly used to fit aging data. A renewal process such as CTRW proves irreconcilable with the log-Poisson statistic exhibited, for example, by jammed colloids as well as by disordered magnets. A log-Poisson process is characteristic of the intermittent and decelerating dynamics of jammed matter usually activated by record-breaking fluctuations ("quakes"). We show that such a record dynamics provides a universal model for aging, physically grounded in generic features of free-energy landscapes of disordered systems.

Crucial events, randomness, and multifractality in heartbeats

We study the connection between multifractality and crucial events. Multifractality is frequently used as a measure of physiological variability, where crucial events are known to play a fundamental role in the transport of information between complex networks. To establish the connection of interest we focus on the special case of heartbeat time series and on the search for a diagnostic prescription to distinguish healthy from pathologic subjects. Over the past 20 years two apparently different diagnostic techniques have been established: the first is based on the observation that the multifractal spectrum of healthy patients is broader than the multifractal spectrum of pathologic subjects; the second is based on the observation that heartbeat dynamics are a superposition of crucial and uncorrelated Poisson-like events, with pathologic patients hosting uncorrelated Poisson-like events with larger probability than the healthy patients. In this paper, we prove that increasing the percentage of uncorrelated Poisson-like events hosted by heartbeats has the effect of making their multifractal spectrum narrower, thereby establishing that the two different diagnostic techniques are compatible with one another and, at the same time, establishing a dynamic interpretation of multifractal processes that had been previously overlooked.

Multi-fractal characterization of bacterial swimming dynamics: a case study on real and simulated Serratia marcescens

To add to the current state of knowledge about bacterial swimming dynamics, in this paper, we study the fractal swimming dynamics of populations of Serratia marcescens bacteria both in vitro and in silico, while accounting for realistic conditions like volume exclusion, chemical interactions, obstacles and distribution of chemoattractant in the environment. While previous research has shown that bacterial motion is non-ergodic, we demonstrate that, besides the non-ergodicity, the bacterial swimming dynamics is multi-fractal in nature. Finally, we demonstrate that the multi-fractal characteristic of bacterial dynamics is strongly affected by bacterial density and chemoattractant concentration.

Fractional kinetics emerging from ergodicity breaking in random media

We present a modeling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single-particle tracking experiments in living cells, such as ergodicity breaking, p variation, and aging. In particular, this approach recapitulates characteristic features previously described in part by the fractional Brownian motion and in part by the continuous-time random walk. Moreover, for a proper distribution of the length scale, a single parameter controls the ergodic-to-nonergodic transition and, remarkably, also drives the transition of the diffusion equation of the process from nonfractional to fractional, thus demonstrating that fractional kinetics emerges from ergodicity breaking.

Transient anomalous diffusion in periodic systems: ergodicity, symmetry breaking and velocity relaxation

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected for a SQUID ratchet dynamics, the mean square deviation of the particle position from its average may involve three distinct intermediate, although extended diffusive regimes: initially as superdiffusion, followed by subdiffusion and finally, normal diffusion in the asymptotic long time limit. Even though these anomalies are transient effects, their lifetime can be many, many orders of magnitude longer than the characteristic time scale of the setup and turns out to be extraordinarily sensitive to the system parameters like temperature or the potential asymmetry. In the paper we reveal mechanisms of diffusion anomalies related to ergodicity of the system, symmetry breaking of the periodic potential and ultraslow relaxation of the particle velocity towards its steady state. Similar sequences of the diffusive behaviours could be detected in various systems including, among others, colloidal particles in random potentials, glass forming liquids and granular gases.

Quasielastic neutron scattering in biology: Theory and applications

Neutrons scatter quasielastically from stochastic, diffusive processes, such as overdamped vibrations, localized diffusion and transitions between energy minima. In biological systems, such as proteins and membranes, these relaxation processes are of considerable physical interest. We review here recent methodological advances and applications of quasielastic neutron scattering (QENS) in biology, concentrating on the role of molecular dynamics simulation in generating data with which neutron profiles can be unambiguously interpreted. We examine the use of massively-parallel computers in calculating scattering functions, and the application of Markov state modeling. The decomposition of MD-derived neutron dynamic susceptibilities is described, and the use of this in combination with NMR spectroscopy. We discuss dynamics at very long times, including approximations to the infinite time mean-square displacement and nonequilibrium aspects of single-protein dynamics. Finally, we examine how neutron scattering and MD can be combined to provide information on lipid nanodomains. This article is part of a Special Issue entitled "Science for Life" Guest Editor: Dr. Austen Angell, Dr. Salvatore Magazù and Dr. Federica Migliardo.

Revealing nonergodic dynamics in living cells from a single particle trajectory

We propose the improved ergodicity and mixing estimators to identify nonergodic dynamics from a single particle trajectory. The estimators are based on the time-averaged characteristic function of the increments and can thus capture additional information on the process as compared to the conventional time-averaged mean-square displacement. The estimators are first investigated and validated for several models of anomalous diffusion, such as ergodic fractional Brownian motion and diffusion on percolating clusters, and nonergodic continuous-time random walks and scaled Brownian motion. The estimators are then applied to two sets of earlier published trajectories of mRNA molecules inside live Escherichia coli cells and of Kv2.1 potassium channels in the plasma membrane. These statistical tests did not reveal nonergodic features in the former set, while some trajectories of the latter set could be classified as nonergodic. Time averages along such trajectories are thus not representative and may be strongly misleading. Since the estimators do not rely on ensemble averages, the nonergodic features can be revealed separately for each trajectory, providing a more flexible and reliable analysis of single-particle tracking experiments in microbiology.

A neutron spectrometer concept implementing RENS for studies in life sciences

BACKGROUND

Resolution Elastic Neutron Scattering (RENS) method involves performing elastic scattering intensity scans as a function of the instrumental energy resolution and as a function of temperature.

METHODS

In the framework of RENS, numerical simulation and experimental data show that in the measured elastic scattering law against the logarithm of the instrumental energy resolution an inflection point occurs when the resolution time intersects the system relaxation time; conversely, in the measured elastic scattering law against temperature an inflection point turns up when the system relaxation time intersects the resolution time.

RESULTS

For practical implementation of the RENS technique, a dedicated neutron spectrometer would be needed. Here we propose a concept of such a spectrometer that utilizes mechanical velocity selection of both incident and scattered neutrons over a wide angular range. The instrument is able to collect intensity scans vs energy resolution where the instrumental resolution time changes crisscrossing the system relaxation time, and intensity scans vs temperature where the system relaxation time changes intersecting the instrumental resolution time.

CONCLUSIONS

We propose a RENS spectrometer concept based on velocity selection of incident neutrons and wide-angle velocity selection of scattered neutrons achieved by the same rotating collimator-type mechanical device with the optimized shape of blades.

GENERAL SIGNIFICANCE

RENS spectrometer is strongly appealing and innovative because of the simultaneous data collection as a function of energy resolution, wide wavevector range and temperature. Such a spectrometer would be the first practical implementation of RENS concept with a broad range of applications in Life Sciences. This article is part of a Special Issue entitled "Science for Life" Guest Editor: Dr. Austen Angell, Dr. Salvatore Magazù and Dr. Federica Migliardo.

Ergodicity breaking and particle spreading in noisy heterogeneous diffusion processes

We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form D(x) ∼ D0|x|(α0) in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the exponent α in time and space. In the case of annealed disorder, for which effectively α0 = α0(t), we show how the long time scaling of the ensemble mean squared displacement (MSD) and the amplitude variation of individual realizations of the time averaged MSD are affected by the disorder strength. For the case of quenched disorder, the long time behavior becomes effectively Brownian after a number of jumps between the domains of a stratified medium. In the latter situation, the averages are taken over both an ensemble of particles and different realizations of the disorder. As physical observables, we analyze in detail the ensemble and time averaged MSDs, the ergodicity breaking parameter, and higher order moments of the time averages.

Non-Brownian diffusion in lipid membranes: Experiments and simulations

The dynamics of constituents and the surface response of cellular membranes-also in connection to the binding of various particles and macromolecules to the membrane-are still a matter of controversy in the membrane biophysics community, particularly with respect to crowded membranes of living biological cells. We here put into perspective recent single particle tracking experiments in the plasma membranes of living cells and supercomputing studies of lipid bilayer model membranes with and without protein crowding. Special emphasis is put on the observation of anomalous, non-Brownian diffusion of both lipid molecules and proteins embedded in the lipid bilayer. While single component, pure lipid bilayers in simulations exhibit only transient anomalous diffusion of lipid molecules on nanosecond time scales, the persistence of anomalous diffusion becomes significantly longer ranged on the addition of disorder-through the addition of cholesterol or proteins-and on passing of the membrane lipids to the gel phase. Concurrently, experiments demonstrate the anomalous diffusion of membrane embedded proteins up to macroscopic time scales in the minute time range. Particular emphasis will be put on the physical character of the anomalous diffusion, in particular, the occurrence of ageing observed in the experiments-the effective diffusivity of the measured particles is a decreasing function of time. Moreover, we present results for the time dependent local scaling exponent of the mean squared displacement of the monitored particles. Recent results finding deviations from the commonly assumed Gaussian diffusion patterns in protein crowded membranes are reported. The properties of the displacement autocorrelation function of the lipid molecules are discussed in the light of their appropriate physical anomalous diffusion models, both for non-crowded and crowded membranes. In the last part of this review we address the upcoming field of membrane distortion by elongated membrane-binding particles. We discuss how membrane compartmentalisation and the particle-membrane binding energy may impact the dynamics and response of lipid membranes. This article is part of a Special Issue entitled: Biosimulations edited by Ilpo Vattulainen and Tomasz Róg.

Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes

We investigate the diffusive and ergodic properties of massive and confined particles in a model disordered medium, in which the local diffusivity fluctuates in time while its mean has a power law dependence on the diffusion time.

Fluctuations around equilibrium laws in ergodic continuous-time random walks

We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

Probing the type of anomalous diffusion with single-particle tracking

Many reactions in complex fluids, e.g. signaling cascades in the cytoplasm of living cells, are governed by a diffusion-driven encounter of reactants. Yet, diffusion in complex fluids often exhibits an anomalous characteristic ('subdiffusion'). Since different types of subdiffusion have distinct effects on timing and equilibria of chemical reactions, a thorough determination of the reactants' type of random walk is key to a quantitative understanding of reactions in complex fluids. Here we introduce a straightforward and simple approach for determining the type of subdiffusion from single-particle tracking data. Unlike previous approaches, our method also is sensitive to transient subdiffusion phenomena, e.g. obstructed diffusion below the percolation threshold. We validate our strategy with data from experiment and simulation.

Aging scaled Brownian motion

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.

Quantifying non-ergodic dynamics of force-free granular gases

We demonstrate how non-ergodicity arises in simple mechanistic systems such as force free, dissipative granular gases. This behaviour results from the strong non-stationarity of the process mirrored in the continuous decay of the gas temperature.

Weak ergodicity breaking and ageing in anomalous diffusion

Modern single particle tracking techniques and many large scale simulations produce time series r(t) of the position of a tracer particle. Standardly these are evaluated in terms of the time averaged mean squared displacement. For ergodic processes such as Brownian motion, one can interpret the results of such an analysis in terms of the known theories for the corresponding ensemble averaged mean squared displacement, if only the measurement time is sufficiently long. In anomalous diffusion processes, that are widely observed over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking). In such cases the time averages may no longer be interpreted in terms of ensemble theories. Here we collect some recent results on weakly non-ergodic systems with respect to the time averaged mean squared displacement and the inherent irreproducibility of individual measurements. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.

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.

First-passage statistics for aging diffusion in systems with annealed and quenched disorder

Aging, the dependence of the dynamics of a physical process on the time ta since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of quantum dots to the tracer dispersion in living biological cells. Here we study the effects of aging on one of the most fundamental properties of a stochastic process, the first-passage dynamics. We find that for an aging continuous time random walk process, the scaling exponent of the density of first-passage times changes twice as the aging progresses and reveals an intermediate scaling regime. The first-passage dynamics depends on ta differently for intermediate and strong aging. Similar crossovers are obtained for the first-passage dynamics for a confined and driven particle. Comparison to the motion of an aged particle in the quenched trap model with a bias shows excellent agreement with our analytical findings. Our results demonstrate how first-passage measurements can be used to unravel the age ta of a physical system.

Effect of noise and detector sensitivity on a dynamical process: inverse power law and Mittag-Leffler interevent time survival probabilities

We study the combined effects of noise and detector sensitivity on a dynamical process that generates intermittent events mimicking the behavior of complex systems. By varying the sensitivity level of the detector we move between two forms of complexity, from inverse power law to Mittag-Leffler interevent time survival probabilities. Here fluctuations fight against complexity, causing an exponential truncation to the survival probability. We show that fluctuations of relatively weak intensity have a strong effect on the generation of Mittag-Leffler complexity, providing a reason why stretched exponentials are frequently found in nature. Our results afford a more unified picture of complexity resting on the Mittag-Leffler function and encompassing the standard inverse power law definition.

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.

Transient aging in fractional Brownian and Langevin-equation motion

Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.