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Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion assume that each component is independent. In this article, we investigate a model of correlated Brownian motion in $\mathbb{R}^2$, where the individual components are not necessarily independent. We explore various statistical properties of the process under consideration, going beyond the conventional analysis of the second moment. Our particular focus lies on investigating the distribution of turning angles. This distribution reveals particularly interesting characteristics for processes with dependent components that are relevant to applications in diverse physical systems. Theoretical considerations are supported by numerical simulations and analysis of two real-world datasets: the financial data of the Dow Jones Industrial Average and the Standard and Poor's 500, and trajectories of polystyrene beads in water. Finally, we show that the model can be readily extended to trajectories with correlations that change over time., Comment: 13 pages, 10 figures

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach of a generalization that incorporates heterogeneities in either the tracers or the environment. This work presents a modification of Levy's representation of fBm for the case in which the generalized diffusion coefficient is a stochastic process. We derive analytical expressions for the autocovariance function and both ensemble- and time-averaged mean squared displacements. Further, we validate the efficacy of the developed framework in two-state systems, comparing analytical asymptotic expressions with numerical simulations., Comment: 11 pages, 3 figures

The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases, the solution to a Langevin equation is not unique unless the interpretation of stochastic integrals involved is selected. We analyze the diffusion of particles in such systems and evaluate the mean, the mean square displacement, and the distribution of particles, as well as the variance of the time-averaged mean-squared displacements. Our analytical results provide a method to choose the interpretation parameter from single particle tracking experiments.

The analysis of live-cell single-molecule imaging experiments can reveal valuable information about the heterogeneity of transport processes and interactions between cell components. These characteristics are seen as motion changes in the particle trajectories. Despite the existence of multiple approaches to carry out this type of analysis, no objective assessment of these methods has been performed so far. Here, we have designed a competition to characterize and rank the performance of these methods when analyzing the dynamic behavior of single molecules. To run this competition, we have implemented a software library to simulate realistic data corresponding to widespread diffusion and interaction models, both in the form of trajectories and videos obtained in typical experimental conditions. The competition will constitute the first assessment of these methods, provide insights into the current limits of the field, foster the development of new approaches, and guide researchers to identify optimal tools for analyzing their experiments., Comment: 19 pages, 4 figure, 2 tables. Stage 1 registered report, accepted in principle in Nature Communications (https://springernature.figshare.com/articles/journal_contribution/Quantitative_evaluation_of_methods_to_analyze_motion_changes_in_single-particle_experiments_Registered_Report_Stage_1_Protocol_/24771687)

Reducing the cost and delay and improving quality are major issues for product and software development, especially in the automotive domain. Product line engineering is a wellknown approach to engineer systems with the aim to reduce costs and development time as well as to improve the product quality. Feature models enable to make logical selection of features and obtain a filtered set of assets that compose the product. We propose to use a color code in feature models to make possible decisions visual in the feature tree. The color code is explained and its use is illustrated. The completeness of the approach is discussed., Comment: In Proceedings TiCSA 2023, arXiv:2310.18720

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due to which the motion changes along the trajectories. Such effects manifest themselves as spatiotemporal correlations. Despite the broad occurrence of heterogeneous complex systems in nature, their analysis is still quite poorly understood and tools to model them are largely missing. We contribute to tackling this problem by employing an integral representation of Mandelbrot's fractional Brownian motion that is compliant with varying motion parameters while maintaining long memory. Two types of switching fractional Brownian motion are analysed, with transitions arising from a Markovian stochastic process and scale-free intermittent processes. We obtain simple formulas for classical statistics of the processes, namely the mean squared displacement and the power spectral density. Further, a method to identify switching fractional Brownian motion based on the distribution of displacements is described. A validation of the model is given for experimental measurements of the motion of quantum dots in the cytoplasm of live mammalian cells that were obtained by single-particle tracking.

Rapid renovation of Europe's inefficient buildings is required to reduce climate change. However, analyzing and evaluating buildings at scale is challenging because every building is unique. In current practice, the energy performance of buildings is assessed during on-site visits, which are slow, costly, and local. This paper presents a building point cloud dataset that promotes a data-driven, large-scale understanding of the 3D representation of buildings and their energy characteristics. We generate building point clouds by intersecting building footprints with geo-referenced LiDAR data and link them with attributes from UK's energy performance database via the Unique Property Reference Number (UPRN). To achieve a representative sample, we select one million buildings from a range of rural and urban regions across England, of which half a million are linked to energy characteristics. Building point clouds in new regions can be generated with the open-source code published alongside the paper. The dataset enables novel research in building energy modeling and can be easily expanded to other research fields by adding building features via the UPRN or geo-location., Comment: The PointER dataset can be downloaded from https://doi.org/10.14459/2023mp1713501. The code used for generating building point clouds is available at https://github.com/kdmayer/PointER

Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion emerges due to a variety of physical mechanisms, e.g., trapping interactions or the viscoelasticity of the environment. However, sometimes systems dynamics are erroneously claimed to be anomalous, despite the fact that the true motion is Brownian -- or vice versa. This ambiguity in establishing whether the dynamics as normal or anomalous can have far-reaching consequences, e.g., in predictions for reaction- or relaxation-laws. Demonstrating that a system exhibits normal- or anomalous-diffusion is highly desirable for a vast host of applications. Here, we present a criterion for anomalous-diffusion based on the method of power-spectral analysis of single trajectories. The robustness of this criterion is studied for trajectories of fractional-Brownian-motion, a ubiquitous stochastic process for the description of anomalous-diffusion, in the presence of two types of measurement errors. In particular, we find that our criterion is very robust for subdiffusion. Various tests on surrogate data in absence or presence of additional positional noise demonstrate the efficacy of this method in practical contexts. Finally, we provide a proof-of-concept based on diverse experiments exhibiting both normal and anomalous-diffusion., Comment: 13 pages, 6 figures, RevTeX

Single-particle tracking offers detailed information about the motion of molecules in complex environments such as those encountered in live cells, but the interpretation of experimental data is challenging. One of the most powerful tools in the characterization of random processes is the power spectral density. However, because anomalous diffusion processes in complex systems are usually not stationary, the traditional Wiener-Khinchin theorem for the analysis of power spectral densities is invalid. Here, we employ a recently developed tool named aging Wiener-Khinchin theorem to derive the power spectral density of fractional Brownian motion coexisting with a scalefree continuous time random walk, the two most typical anomalous diffusion processes. Using this analysis, we characterize the motion of voltage-gated sodium channels on the surface of hippocampal neurons. Our results show aging where the power spectral density can either increase or decrease with observation time depending on the specific parameters of both underlying processes.

Particle transport in complex environments such as the interior of living cells is often (transiently) non-Fickian or anomalous, that is, it deviates from the laws of Brownian motion. Such anomalies may be the result of small-scale spatio-temporal heterogeneities in, or viscoelastic properties of, the medium, molecular crowding, etc. Often the observed dynamics displays multi-state characteristics, i.e. distinct modes of transport dynamically interconverting between each other in a stochastic manner. Reliably distinguishing between single- and multi-state dynamics is challenging and requires a combination of distinct approaches. To complement the existing methods relying on the analysis of the particle's mean squared displacement, position- or displacement-autocorrelation function, and propagators, we here focus on "scattering fingerprints" of multi-state dynamics. We develop a theoretical framework for two-state scattering signatures -- the intermediate scattering function and dynamic structure factor -- and apply it to the analysis of simple model systems as well as particle-tracking experiments in living cells. We consider inert tracer-particle motion as well as systems with an internal structure and dynamics. Our results may generally be relevant for the interpretation of state-of-the-art differential dynamic microscopy experiments on complex particulate systems, as well as inelastic or quasielastic neutron (incl. spin-echo) and X-ray scattering scattering probing structural and dynamical properties of macromolecules, when the underlying dynamics displays two-state transport., Comment: Revised version with improved notation and typos corrected