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The unexpectable variations of the diagnosed disease symptoms are quite often observed during medical diagnosis. In stochastics, such behavior is called "grey swan" or "black swan" as synonyms of sudden, unpredictable change. Evolution of the disease's symptoms is usually described by means of Markov processes, where dependency on process history is neglected. The common expectation is that such processes are Gaussian. It is demonstrated here that medical observation can be described as a Markov process and is non-Gaussian. Presented non-Gaussian processes have "fat tail" probability density distribution (pdf). "Fat tail" permits a slight change of probability density distribution and triggers an unexpectable big variation of the diagnosed parameter. Such "fat tail" solution is delivered by the anomalous diffusion model applied here to describe disease evolution and to explain the possible presence of "swans" mentioned above. The proposed model has been obtained as solution of the Fractal Fokker–Planck equation (FFPE). The paper shows a comparison of the results of the theoretical model of anomalous diffusion with experimental results of clinical studies using bioimpedance measurements in cardiology. This allows us to consider the practical usefulness of the proposed solutions. [ABSTRACT FROM AUTHOR]

Hyper-ballistic diffusion is shown to arise from a simple model of microswimmers moving through a porous media while competing for resources. By using a mean-field model where swimmers interact through the local concentration, we show that a non-linear Fokker–Planck equation arises. The solution exhibits hyper-ballistic superdiffusive motion, with a diffusion exponent of four. A microscopic simulation strategy is proposed, which shows excellent agreement with theoretical analysis. [ABSTRACT FROM AUTHOR]

Many single-particle tracking data related to the motion in crowded environments exhibit anomalous diffusion behavior. This phenomenon can be described by different theoretical models. In this paper, fractional Brownian motion (FBM) was examined as the exemplary Gaussian process with fractional dynamics. The autocovariance function (ACVF) is a function that determines completely the Gaussian process. In the case of experimental data with anomalous dynamics, the main problem is first to recognize the type of anomaly and then to reconstruct properly the physical rules governing such a phenomenon. The challenge is to identify the process from short trajectory inputs. Various approaches to address this problem can be found in the literature, e.g., theoretical properties of the sample ACVF for a given process. This method is effective; however, it does not utilize all of the information contained in the sample ACVF for a given trajectory, i.e., only values of statistics for selected lags are used for identification. An evolution of this approach is proposed in this paper, where the process is determined based on the knowledge extracted from the ACVF. The designed method is intuitive and it uses information directly available in a new fashion. Moreover, the knowledge retrieval from the sample ACVF vector is enhanced with a learning-based scheme operating on the most informative subset of available lags, which is proven to be an effective encoder of the properties inherited in complex data. Finally, the robustness of the proposed algorithm for FBM is demonstrated with the use of Monte Carlo simulations. [ABSTRACT FROM AUTHOR]

We study the long-time dynamics of the mean squared displacement of a random walker moving on a comb structure under the effect of stochastic resetting. We consider that the walker's motion along the backbone is diffusive and it performs short jumps separated by random resting periods along fingers. We take into account two different types of resetting acting separately: global resetting from any point in the comb to the initial position and resetting from a finger to the corresponding backbone. We analyze the interplay between the waiting process and Markovian and non-Markovian resetting processes on the overall mean squared displacement. The Markovian resetting from the fingers is found to induce normal diffusion, thereby minimizing the trapping effect of fingers. In contrast, for non-Markovian local resetting, an interesting crossover with three different regimes emerges, with two of them subdiffusive and one of them diffusive. Thus, an interesting interplay between the exponents characterizing the waiting time distributions of the subdiffusive random walk and resetting takes place. As for global resetting, its effect is even more drastic as it precludes normal diffusion. Specifically, such a resetting can induce a constant asymptotic mean squared displacement in the Markovian case or two distinct regimes of subdiffusive motion in the non-Markovian case. [ABSTRACT FROM AUTHOR]

Many single-particle tracking data related to the motion in crowded environments exhibit anomalous diffusion behavior. This phenomenon can be described by different theoretical models. In this paper, fractional Brownian motion (FBM) was examined as the exemplary Gaussian process with fractional dynamics. The autocovariance function (ACVF) is a function that determines completely the Gaussian process. In the case of experimental data with anomalous dynamics, the main problem is first to recognize the type of anomaly and then to reconstruct properly the physical rules governing such a phenomenon. The challenge is to identify the process from short trajectory inputs. Various approaches to address this problem can be found in the literature, e.g., theoretical properties of the sample ACVF for a given process. This method is effective; however, it does not utilize all of the information contained in the sample ACVF for a given trajectory, i.e., only values of statistics for selected lags are used for identification. An evolution of this approach is proposed in this paper, where the process is determined based on the knowledge extracted from the ACVF. The designed method is intuitive and it uses information directly available in a new fashion. Moreover, the knowledge retrieval from the sample ACVF vector is enhanced with a learning-based scheme operating on the most informative subset of available lags, which is proven to be an effective encoder of the properties inherited in complex data. Finally, the robustness of the proposed algorithm for FBM is demonstrated with the use of Monte Carlo simulations.

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. [ABSTRACT FROM AUTHOR]

Identification of the diffusion type of molecules in living cells is crucial to deduct their driving forces and hence to get insight into the characteristics of the cells. In this paper, deep residual networks have been used to classify the trajectories of molecules. We started from the well known ResNet architecture, developed for image classification, and carried out a series of numerical experiments to adapt it to detection of diffusion modes. We managed to find a model that has a better accuracy than the initial network, but contains only a small fraction of its parameters. The reduced size significantly shortened the training time of the model. Moreover, the resulting network has less tendency to overfitting and generalizes better to unseen data. [ABSTRACT FROM AUTHOR]

The growing interest in machine learning methods has raised the need for a careful study of their application to the experimental single-particle tracking data. In this paper, we present the differences in the classification of the fractional anomalous diffusion trajectories that arise from the selection of the features used in random forest and gradient boosting algorithms. Comparing two recently used sets of human-engineered attributes with a new one, which was tailor-made for the problem, we show the importance of a thoughtful choice of the features and parameters. We also analyse the influence of alterations of synthetic training data set on the classification results. The trained classifiers are tested on real trajectories of G proteins and their receptors on a plasma membrane. [ABSTRACT FROM AUTHOR]

Master equations define the dynamics that govern the time evolution of various physical processes on lattices. In the continuum limit, master equations lead to Fokker–Planck partial differential equations that represent the dynamics of physical systems in continuous spaces. Over the last few decades, nonlinear Fokker–Planck equations have become very popular in condensed matter physics and in statistical physics. Numerical solutions of these equations require the use of discretization schemes. However, the discrete evolution equation obtained by the discretization of a Fokker–Planck partial differential equation depends on the specific discretization scheme. In general, the discretized form is different from the master equation that has generated the respective Fokker–Planck equation in the continuum limit. Therefore, the knowledge of the master equation associated with a given Fokker–Planck equation is extremely important for the correct numerical integration of the latter, since it provides a unique, physically motivated discretization scheme. This paper shows that the Kinetic Interaction Principle (KIP) that governs the particle kinetics of many body systems, introduced in G. Kaniadakis, Physica A 296, 405 (2001), univocally defines a very simple master equation that in the continuum limit yields the nonlinear Fokker–Planck equation in its most general form. [ABSTRACT FROM AUTHOR]

The unexpectable variations of the diagnosed disease symptoms are quite often observed during medical diagnosis. In stochastics, such behavior is called “grey swan” or “black swan” as synonyms of sudden, unpredictable change. Evolution of the disease’s symptoms is usually described by means of Markov processes, where dependency on process history is neglected. The common expectation is that such processes are Gaussian. It is demonstrated here that medical observation can be described as a Markov process and is non-Gaussian. Presented non-Gaussian processes have “fat tail” probability density distribution (pdf). “Fat tail” permits a slight change of probability density distribution and triggers an unexpectable big variation of the diagnosed parameter. Such “fat tail” solution is delivered by the anomalous diffusion model applied here to describe disease evolution and to explain the possible presence of “swans” mentioned above. The proposed model has been obtained as solution of the Fractal Fokker–Planck equation (FFPE). The paper shows a comparison of the results of the theoretical model of anomalous diffusion with experimental results of clinical studies using bioimpedance measurements in cardiology. This allows us to consider the practical usefulness of the proposed solutions.

Identification of the diffusion type of molecules in living cells is crucial to deduct their driving forces and hence to get insight into the characteristics of the cells. In this paper, deep residual networks have been used to classify the trajectories of molecules. We started from the well known ResNet architecture, developed for image classification, and carried out a series of numerical experiments to adapt it to detection of diffusion modes. We managed to find a model that has a better accuracy than the initial network, but contains only a small fraction of its parameters. The reduced size significantly shortened the training time of the model. Moreover, the resulting network has less tendency to overfitting and generalizes better to unseen data.

The growing interest in machine learning methods has raised the need for a careful study of their application to the experimental single-particle tracking data. In this paper, we present the differences in the classification of the fractional anomalous diffusion trajectories that arise from the selection of the features used in random forest and gradient boosting algorithms. Comparing two recently used sets of human-engineered attributes with a new one, which was tailor-made for the problem, we show the importance of a thoughtful choice of the features and parameters. We also analyse the influence of alterations of synthetic training data set on the classification results. The trained classifiers are tested on real trajectories of G proteins and their receptors on a plasma membrane.

Anomalous advection-diffusion in two-dimensional semiconductor systems with coexisting energetic and structural disorder is described in the framework of a generalized model of multiple trapping on a comb-like structure. The basic equations of themodel contain fractional-order derivatives. To validate the model, we compare analytical solutions with results of a Monte Carlo simulation of phonon-assisted tunneling in two-dimensional patterns of a porous nanoparticle agglomerate and a phase-separated bulk heterojunction. To elucidate the role of directed percolation, we calculate transient current curves of the time-of-flight experiment and the evolution of the mean squared displacement averaged over medium realizations. The variations of the anomalous advection-diffusion parameters as functions of electric field intensity, levels of energetic, and structural disorder are presented. [ABSTRACT FROM AUTHOR]

A nonlinear random walk related to the porous medium equation (nonlinear Fokker-Planck equation) is investigated. This random walk is such that when the number of steps is sufficiently large, the probability of finding the walker in a certain position after taking a determined number of steps approximates to a q-Gaussian distribution (Gq,β(x) ∝ [1 - (1 - q)βx²]1/(1-q)), which is a solution of the porous medium equation. This can be seen as a verification of a generalized central limit theorem where the attractor is a q-Gaussian distribution, reducing to the Gaussian one when the linearity is recovered (q → 1). In addition, motivated by this random walk, a nonlinear Markov chain is suggested. [ABSTRACT FROM AUTHOR]

We investigate an intermittent process obtained from the combination of a nonlinear diffusion equation and pauses. We consider the porous media equation with reaction terms related to the rate of switching the particles from the diffusive mode to the resting mode or switching them from the resting to the movement. The results show that in the asymptotic limit of small and long times, the spreading of the system is essentially governed by the diffusive term. The behavior exhibited for intermediate times depends on the rates present in the reaction terms. In this scenario, we show that, in the asymptotic limits, the distributions for this process are given by in terms of power laws which may be related to the q-exponential present in the Tsallis statistics. Furthermore, we also analyze a situation characterized by different diffusive regimes, which emerges when the diffusive term is a mixing of linear and nonlinear terms. [ABSTRACT FROM AUTHOR]

Master equations define the dynamics that govern the time evolution of various physical processes on lattices. In the continuum limit, master equations lead to Fokker–Planck partial differential equations that represent the dynamics of physical systems in continuous spaces. Over the last few decades, nonlinear Fokker–Planck equations have become very popular in condensed matter physics and in statistical physics. Numerical solutions of these equations require the use of discretization schemes. However, the discrete evolution equation obtained by the discretization of a Fokker–Planck partial differential equation depends on the specific discretization scheme. In general, the discretized form is different from the master equation that has generated the respective Fokker–Planck equation in the continuum limit. Therefore, the knowledge of the master equation associated with a given Fokker–Planck equation is extremely important for the correct numerical integration of the latter, since it provides a unique, physically motivated discretization scheme. This paper shows that the Kinetic Interaction Principle (KIP) that governs the particle kinetics of many body systems, introduced in G. Kaniadakis, Physica A 296, 405 (2001), univocally defines a very simple master equation that in the continuum limit yields the nonlinear Fokker–Planck equation in its most general form.

In the face of the upcoming 30th anniversary of econophysics, we review our contributions and other related works on the modeling of the long-range memory phenomenon in physical, economic, and other social complex systems. Our group has shown that the long-range memory phenomenon can be reproduced using various Markov processes, such as point processes, stochastic differential equations, and agent-based models—reproduced well enough to match other statistical properties of the financial markets, such as return and trading activity distributions and first-passage time distributions. Research has lead us to question whether the observed long-range memory is a result of the actual long-range memory process or just a consequence of the non-linearity of Markov processes. As our most recent result, we discuss the long-range memory of the order flow data in the financial markets and other social systems from the perspective of the fractional Lèvy stable motion. We test widely used long-range memory estimators on discrete fractional Lèvy stable motion represented by the auto-regressive fractionally integrated moving average (ARFIMA) sample series. Our newly obtained results seem to indicate that new estimators of self-similarity and long-range memory for analyzing systems with non-Gaussian distributions have to be developed. [ABSTRACT FROM AUTHOR]

Trajectories of endosomes inside living eukaryotic cells are highly heterogeneous in space and time and diffuse anomalously due to a combination of viscoelasticity, caging, aggregation and active transport. Some of the trajectories display switching between persistent and anti-persistent motion, while others jiggle around in one position for the whole measurement time. By splitting the ensemble of endosome trajectories into slow moving subdiffusive and fast moving superdiffusive endosomes, we analyzed them separately. The mean squared displacements and velocity auto-correlation functions confirm the effectiveness of the splitting methods. Applying the local analysis, we show that both ensembles are characterized by a spectrum of local anomalous exponents and local generalized diffusion coefficients. Slow and fast endosomes have exponential distributions of local anomalous exponents and power law distributions of generalized diffusion coefficients. This suggests that heterogeneous fractional Brownian motion is an appropriate model for both fast and slow moving endosomes. This article is part of a Special Issue entitled: "Recent Advances In Single-Particle Tracking: Experiment and Analysis" edited by Janusz Szwabiński and Aleksander Weron. [ABSTRACT FROM AUTHOR]

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as Gillis random walk. This modified stochastic process allows to significantly change local, non-local and transport properties in the presence of heavy-tailed waiting-time distributions lacking the first moment: we provide here exact results concerning hitting times, first-time events, survival probabilities, occupation times, the moments spectrum and the statistics of records. Specifically, normal diffusion gives way to subdiffusion and we are witnessing the breaking of ergodicity. Furthermore we also test our theoretical predictions with numerical simulations. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

The numerical solutions to a non-linear Fractional Fokker–Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The aim is to model anomalous diffusion using an FFP description with fractional velocity derivatives and Langevin dynamics where Lévy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space. Distribution functions are found using numerical means for varying degrees of fractionality of the stable Lévy distribution as solutions to the FFP equation. The statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy and modified transport coefficient. The transport coefficient significantly increases with decreasing fractality which is corroborated by analysis of experimental data. [ABSTRACT FROM AUTHOR]