Confined modes of single-particle trajectories induced by stochastic resetting.

Random trajectories of single particles in living cells contain information about the interaction between particles, as well as with the cellular environment. However, precise consideration of the underlying stochastic properties, beyond normal diffusion, remains a challenge as applied to each particle trajectory separately. In this paper, we show how positions of confined particles in living cells can obey not only the Laplace distribution, but the Linnik one. This feature is detected in experimental data for the motion of G proteins and coupled receptors in cells, and its origin is explained in terms of stochastic resetting. This resetting process generates power-law waiting times, giving rise to the Linnik statistics in confined motion, and also includes exponentially distributed times as a limit case leading to the Laplace one. The stochastic process, which is affected by the resetting, can be Brownian motion commonly found in cells. Other possible models producing similar effects are discussed.

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.

Optimal non-Gaussian search with stochastic resetting.

In this paper we reveal that each subordinated Brownian process, leading to subdiffusion, under Poissonian resetting has a stationary state with the Laplace distribution. Its location parameter is defined only by the position to which the particle resets, and its scaling parameter is dependent on the Laplace exponent of the random process directing Brownian motion as a parent process. From the analysis of the scaling parameter the probability density function of the stochastic process, subject to reset, can be restored. In this case the mean time for the particle to reach a target is finite and has a minimum, optimal for the resetting rate. If the Brownian process is replaced by the Lévy motion (superdiffusion), then its stationary state obeys the Linnik distribution which belongs to the class of generalized Laplace distributions.

Look at Tempered Subdiffusion in a Conjugate Map: Desire for the Confinement.

The Laplace distribution of random processes was observed in numerous situations that include glasses, colloidal suspensions, live cells, and firm growth. Its origin is not so trivial as in the case of Gaussian distribution, supported by the central limit theorem. Sums of Laplace distributed random variables are not Laplace distributed. We discovered a new mechanism leading to the Laplace distribution of observable values. This mechanism changes the contribution ratio between a jump and a continuous parts of random processes. Our concept uses properties of Bernstein functions and subordinators connected with them.

Accelerating and retarding anomalous diffusion: A Bernstein function approach.

We have discovered here a duality relation between infinitely divisible subordinators which can produce both retarding and accelerating anomalous diffusion in the framework of the special Bernstein function approach. As a consequence, we show that conjugate pairs of Bernstein functions taken as Laplace exponents can produce in a natural way both retarding and accelerating anomalous diffusion (either subdiffusion or superdiffusion). This provides a unified way to control the dynamics of complex biological processes leading to transient anomalous diffusion in single-particle tracking experiments. Moreover, this permits one to explain better the relaxation diagram positioning two different power laws of relaxation, including the celebrated Havriliak-Negami law.

Transient anomalous diffusion with Prabhakar-type memory.

In this paper, we derive the general properties of anomalous diffusion and non-exponential relaxation from the Fokker-Planck equation with the memory function related to the Prabhakar integral operator. The operator is a generalization of the Riemann-Liouville fractional integral and permits one to study transient anomalous diffusion processes with two-scale features. The aim of this work is to find a probabilistic description of the anomalous diffusion from the Fokker-Planck equation, more precisely from the memory function. The temporal behavior of such phenomena exhibits changes in time scaling exponents of the mean-squared displacement through time domain-a more general picture of the anomalous diffusion observed in nature.

Stochastic tools hidden behind the empirical dielectric relaxation laws.

The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of 'structures with variations' (Goldenfield and Kadanoff 1999 Science 284 87-9) require application of such mathematical tools-by means of which their random nature can be analyzed and, independently of the details distinguishing various systems (dipolar materials, glasses, semiconductors, liquid crystals, polymers, etc), the empirical universal kinetic patterns can be derived. We begin with a brief survey of the historical background of the dielectric relaxation study. After a short outline of the theoretical ideas providing the random tools applicable to modeling of relaxation phenomena, we present probabilistic implications for the study of the relaxation-rate distribution models. In the framework of the probability distribution of relaxation rates we consider description of complex systems, in which relaxing entities form random clusters interacting with each other and single entities. Then we focus on stochastic mechanisms of the relaxation phenomenon. We discuss the diffusion approach and its usefulness for understanding of anomalous dynamics of relaxing systems. We also discuss extensions of the diffusive approach to systems under tempered random processes. Useful relationships among different stochastic approaches to the anomalous dynamics of complex systems allow us to get a fresh look at this subject. The paper closes with a final discussion on achievements of stochastic tools describing the anomalous time evolution of complex systems.

Anomalous diffusion with transient subordinators: a link to compound relaxation laws.

This paper deals with a problem of transient anomalous diffusion which is currently found to emerge from a wide range of complex processes. The nonscaling behavior of such phenomena reflects changes in time-scaling exponents of the mean-squared displacement through time domain - a more general picture of the anomalous diffusion observed in nature. Our study is based on the identification of some transient subordinators responsible for transient anomalous diffusion. We derive the corresponding fractional diffusion equation and provide links to the corresponding compound relaxation laws supported by this case generalizing many empirical dependencies well-known in relaxation investigations.

Clustered continuous-time random walks: diffusion and relaxation consequences.

We present a class of continuous-time random walks (CTRWs), in which random jumps are separated by random waiting times. The novel feature of these CTRWs is that the jumps are clustered. This introduces a coupled effect, with longer waiting times separating larger jump clusters. We show that the CTRW scaling limits are time-changed processes. Their densities solve two different fractional diffusion equations, depending on whether the waiting time is coupled to the preceding jump, or the following one. These fractional diffusion equations can be used to model all types of experimentally observed two power-law relaxation patterns. The parameters of the scaling limit process determine the power-law exponents and loss peak frequencies.

Experimental evidence of the role of compound counting processes in random walk approaches to fractional dynamics.

We present dielectric spectroscopy data obtained for gallium-doped Cd(0.99)Mn(0.01)Te:Ga mixed crystals, which exhibit a very special case of the two-power-law relaxation pattern with the high-frequency power-law exponent equal to 1. We explain this behavior, which cannot be fitted by any of the well-known empirical relaxation functions, in a subordinated diffusive framework. We propose a diffusion scenario based on a renormalized clustering of a random number of spatio-temporal steps in the continuous-time random walk. Such a construction substitutes the renewal counting process, which is used in the classical continuous time random walk methodology, with a compound counting one. As a result, we obtain an appropriate relaxation function governing the observed nonstandard pattern, and we show the importance of the compound counting processes in studying fractional dynamics of complex systems.

Anomalous diffusion with under- and overshooting subordination: a competition between the very large jumps in physical and operational times.

In this paper we present an approach to anomalous diffusion based on subordination of stochastic processes. Application of such a methodology to analysis of the diffusion processes helps better understanding of physical mechanisms underlying the nonexponential relaxation phenomena. In the subordination framework we analyze a coupling between the very large jumps in physical and two different operational times, modeled by under- and overshooting subordinators, respectively. We show that the resulting diffusion processes display features by means of which all experimentally observed two-power-law dielectric relaxation patterns can be explained. We also derive the corresponding fractional equations governing the spatiotemporal evolution of the diffusion front of an excitation mode undergoing diffusion in the system under consideration. The commonly known type of subdiffusion, corresponding to the Mittag-Leffler (or Cole-Cole) relaxation, appears as a special case of the studied anomalous diffusion processes.

Diffusion and relaxation controlled by tempered alpha-stable processes.

We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered alpha-stable processes. The tempering results in the existence of all moments of operational time. The subordination by the inverse tempered alpha-stable process provides diffusion (relaxation) that occupies an intermediate place between subdiffusion (Cole-Cole law) and normal diffusion (exponential law). Here we obtain explicitly the Fokker-Planck equation and the Cole-Davidson relaxation function. This model includes subdiffusion as a particular case.