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Register a new userMoses, Noah and Joseph Effects in Coupled Levy Processes
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We study a method for detecting the origins of anomalous diffusion, when it is observed in an ensemble of times-series, generated experimentally or numerically, without having knowledge about the exact underlying dynamics. The reasons for anomalous diffusive scaling of the mean-squared displacement are decomposed into three root causes: increment correlations are expressed by the Joseph effect [Mandelbrot 1968], fat-tails of the increment probability density lead to a Noah effect [Mandelbrot 1968], and non-stationarity, to the Moses effect [Chen et al. 2017]. After appropriate rescaling, based on the quantification of these effects, the increment distribution converges at increasing times to a time-invariant asymptotic shape. For different processes, this asymptotic limit can be an equilibrium state, an infinite-invariant, or an infinite-covariant density. We use numerical methods of time-series analysis to quantify the three effects in a model of a non-linearly coupled Levy walk, compare our results to theoretical predictions, and discuss the generality of the method.
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A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for nonlinear friction in wondering particle motion and saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and individually give rise to truncated Levy random walks as shown in the paper. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method and the obtained numerical data were employed to calculate the geometric mean of the particle displacement during a certain time interval and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Levy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Levy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather then their characteristics individually.
Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of the structure can destroy this Markovian transport. These effects can be described by the memory and spatial kernels. In particular, the fractal structure of the fingers, which is controlled by the spatial kernel in both the real and the Fourier spaces, leads to the Levy processes (Levy flights) and superdiffusion. This generalization of the fractional diffusion is described by the Riesz space fractional derivative. In the framework of this generalized fractal comb model, Levy processes are considered, and exact solutions for the probability distribution functions are obtained in terms of the Fox $H$-function for a variety of the memory kernels, and the rate of the superdiffusive spreading is studied by calculating the fractional moments. For a special form of the memory kernels, we also observed a competition between long rests and long jumps. Finally, we considered the fractional structure of the fingers controlled by a Weierstrass function, which leads to the power-law kernel in the Fourier space. It is a special case, when the second moment exists for superdiffusion in this competition between long rests and long jumps.
We demonstrate the phenomenon of cumulative inertia in intracellular transport involving multiple motor proteins in human epithelial cells by measuring the empirical survival probability of cargoes on the microtubule and their detachment rates. We found the longer a cargo moves along a microtubule, the less likely it detaches from it. As a result, the movement of cargoes is non-Markovian and involves a memory. We observe memory effects on the scale of up to 2 seconds. We provide a theoretical link between the measured detachment rate and the super-diffusive Levy walk-like cargo movement.
We decompose the anomalous diffusive behavior found in a model of aging into its fundamental constitutive causes. The model process is a sum of increments that are iterates of a chaotic dynamical system, the Pomeau-Manneville map. The increments can have long-time correlations, fat-tailed distributions and be non-stationary. Each of these properties can cause anomalous diffusion through what is known as the Joseph, Noah and Moses effects, respectively. The model can have either sub- or super-diffusive behavior, which we find is generally due to a combination of the three effects. Scaling exponents quantifying each of the three constitutive effects are calculated using analytic methods and confirmed with numerical simulations. They are then related to the scaling of the distribution of the process through a scaling relation. Finally, the importance of the Moses effect in the anomalous diffusion of experimental systems is discussed.
Levy flights are known to be optimal search strategies in the particular case of revisitable targets. In the relevant situation of non revisitable targets, we propose an alternative model of bidimensional search processes, which explicitly relies on the widely observed intermittent behavior of foraging animals. We show analytically that intermittent strategies can minimize the search time, and therefore do constitute real optimal strategies. We study two representative modes of target detection, and determine which features of the search time are robust and do not depend on the specific characteristics of detection mechanisms. In particular, both modes lead to a global minimum of the search time as a function of the typical times spent in each state, for the same optimal duration of the ballistic phase. This last quantity could be a universal feature of bidimensional intermittent search strategies.
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