L\'{e}vy flights as subordination process: first passage times

We obtain the first passage time density for a L\'{e}vy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding explicit reference to the fractional diffusion equation. Our results corroborate recent findings for Markovian L\'{e}vy flights and generalize to broad waiting times.Comment: 4 pages, RevTe

Black-body furnace Patent

Development of black-body source calibration furnac

Towards deterministic equations for Levy walks: the fractional material derivative

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We derive a generalized dynamical formulation for Levy walks in which the fractional equivalent of the material derivative occurs. Our approach will be useful for the dynamical formulation of Levy walks in an external force field or in phase space for which the description in terms of the continuous time random walk or its corresponding generalized master equation are less well suited

Anomalous diffusion in correlated continuous time random walks

We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement ~t^{2/3}. Long-ranged correlations of the waiting times with power-law exponent alpha (0<alpha<=2) give rise to subdiffusion of the form ~t^{alpha/(1+alpha)}. In contrast correlations in the jump lengths are shown to produce superdiffusion. We show that in both cases weak ergodicity breaking occurs. Our results are in excellent agreement with simulations.Comment: 6 pages, 6 figures. Slightly revised version, accepted to J Phys A as a Fast Track Communicatio

Optimal target search on a fast folding polymer chain with volume exchange

We study the search process of a target on a rapidly folding polymer (`DNA') by an ensemble of particles (`proteins'), whose search combines 1D diffusion along the chain, Levy type diffusion mediated by chain looping, and volume exchange. A rich behavior of the search process is obtained with respect to the physical parameters, in particular, for the optimal search.Comment: 4 pages, 3 figures, REVTe

On solutions of a class of non-Markovian Fokker-Planck equations

We show that a formal solution of a rather general non-Markovian Fokker-Planck equation can be represented in a form of an integral decomposition and thus can be expressed through the solution of the Markovian equation with the same Fokker-Planck operator. This allows us to classify memory kernels into safe ones, for which the solution is always a probability density, and dangerous ones, when this is not guaranteed. The first situation describes random processes subordinated to a Wiener process, while the second one typically corresponds to random processes showing a strong ballistic component. In this case the non-Markovian Fokker-Planck equation is only valid in a restricted range of parameters, initial and boundary conditions.Comment: A new ref.12 is added and discusse

Fine structure of distributions and central limit theorem in diffusive billiards

We investigate deterministic diffusion in periodic billiard models, in terms of the convergence of rescaled distributions to the limiting normal distribution required by the central limit theorem; this is stronger than the usual requirement that the mean square displacement grow asymptotically linearly in time. The main model studied is a chaotic Lorentz gas where the central limit theorem has been rigorously proved. We study one-dimensional position and displacement densities describing the time evolution of statistical ensembles in a channel geometry, using a more refined method than histograms. We find a pronounced oscillatory fine structure, and show that this has its origin in the geometry of the billiard domain. This fine structure prevents the rescaled densities from converging pointwise to gaussian densities; however, demodulating them by the fine structure gives new densities which seem to converge uniformly. We give an analytical estimate of the rate of convergence of the original distributions to the limiting normal distribution, based on the analysis of the fine structure, which agrees well with simulation results. We show that using a Maxwellian (gaussian) distribution of velocities in place of unit speed velocities does not affect the growth of the mean square displacement, but changes the limiting shape of the distributions to a non-gaussian one. Using the same methods, we give numerical evidence that a non-chaotic polygonal channel model also obeys the central limit theorem, but with a slower convergence rate.Comment: 16 pages, 19 figures. Accepted for publication in Physical Review E. Some higher quality figures at http://www.maths.warwick.ac.uk/~dsander

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 non-stationary 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 non-ergodic, 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.Comment: 10 pages, 8 figures, REVTe

Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with $\mathscr{K}(t)\simeq t^{\alpha-1}$ for $0<\alpha<2$. SBM may provide a seemingly adequate description in the case of unbounded diffusion, for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely, we demonstrate that under confinement, the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments, in particular, under confinement inside cellular compartments or when optical tweezers tracking methods are used.Comment: 7 pages, 5 figure

Helix untwisting and bubble formation in circular DNA

The base pair fluctuations and helix untwisting are examined for a circular molecule. A realistic mesoscopic model including twisting degrees of freedom and bending of the molecular axis is proposed. The computational method, based on path integral techniques, simulates a distribution of topoisomers with various twist numbers and finds the energetically most favorable molecular conformation as a function of temperature. The method can predict helical repeat, openings loci and bubble sizes for specific sequences in a broad temperature range. Some results are presented for a short DNA circle recently identified in mammalian cells.Comment: The Journal of Chemical Physics, vol. 138 (2013), in pres