arXiv subjects

A. V. Chechkin

Publications and source records attributed to A. V. Chechkin.

At least 19 recordsLinked to original sources

arXiv2023

Time-dependent probability density function for partial resetting dynamics

Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage times to a target. Recently the concept of partial resetting, in which the particle is reset to a given fraction of the current value of the process, has been established and the associated search behaviour analysed. Here we go one step further and we develop a general technique to determine the time-dependent probability density function (PDF) for Markov processes with partial resetting. We obtain an exact representation of the PDF in the case of general symmetric Lévy flights with stable index $0<α\le2$. For Cauchy and Brownian motions (i.e., $α=1,2$), this PDF can be expressed in terms of elementary functions in position space. We also determine the stationary PDF. Our numerical analysis of the PDF demonstrates intricate crossover behaviours as function of time.

cond-mat.stat-mech↗

arXiv2022

Non-Gaussianity in stochastic transport: phenomenology and modelling

Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will be introduced and discussed. Systems with non-Gaussian, anomalous diffusion will also be addressed.

cond-mat.stat-mech↗

arXiv2022

Rate equations, spatial moments, and concentration profiles for mobile-immobile models with power-law and mixed waiting time distributions

We present a framework for systems in which diffusion-advection transport of a tracer substance in a mobile zone is interrupted by trapping in an immobile zone. Our model unifies different model approaches based on distributed-order diffusion equations, exciton diffusion rate models, and random walk models for multi-rate mobile-immobile mass transport. We study various forms for the trapping time dynamics and their effects on the tracer mass in the mobile zone. Moreover we find the associated breakthrough curves, the tracer density at a fixed point in space as function of time, as well as the mobile and immobile concentration profiles and the respective moments of the transport. Specifically we derive explicit forms for the anomalous transport dynamics and an asymptotic power-law decay of the mobile mass for a Mittag-Leffler trapping time distribution. In our analysis we point out that even for exponential trapping time densities transient anomalous transport is observed. Our results have direct applications in geophysical contexts but also in biological, soft matter, and solid state systems.

cond-mat.stat-mech↗

arXiv2022

Apparent anomalous diffusion and non-Gaussian distributions in a simple mobile-immobile transport model with Poissonian switching

We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including significant transient anomalous diffusion and non-Gaussian displacement distributions. Our discussion is based on experimental parameters for tau proteins in neuronal cells, but the results obtained here are expected to be of relevance for a broad class of processes in complex systems. Concretely, we obtain that when the mean binding time is significantly longer than the mean mobile time, transient anomalous diffusion is observed at short and intermediate time scales, with a strong dependence on the fraction of initially mobile and immobile particles. We unveil a Laplace distribution of particle displacements at relevant intermediate time scales. For any initial fraction of mobile particles, the respective mean squared displacement displays a plateau. Moreover, we demonstrate a short-time cubic time dependence of the mean squared displacement for immobile tracers when initially all particles are immobile.

cond-mat.stat-mech↗

arXiv2021

Length scales in Brownian yet non-Gaussian dynamics

According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic particle systems have discovered Brownian yet non-Gaussian regimes where diffusion coexists with an exponential tail in the distribution of displacements. Here we show that, contrary to the present theoretical understanding, the length scale $λ$ associated to this exponential distribution does not necessarily scale in a diffusive way. Simulations of Lennard- Jones systems reveal a behavior $λ\sim t^{1/3}$ in three dimensions and $λ\sim t^{1/2}$ in two dimensions. We propose a scaling theory based on the idea of hopping motion to explain this result. In contrast, simulations of a tetrahedral gelling system, where particles interact by a non-isotropic potential, yield a temperature-dependent scaling of $λ$. We interpret this behavior in terms of an intermittent hopping motion. Our findings link the Brownian yet non-Gaussian phenomenon with generic features of glassy dynamics and open new experimental perspectives on the class of molecular and supramolecular systems whose dynamics is ruled by rare events.

cond-mat.soft↗

arXiv2021

Stochastic resetting by a random amplitude

Stochastic resetting, a diffusive process whose amplitude is "reset" to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. We here generalize the resetting step by introducing a random resetting amplitude, such that the diffusing particle may be only partially reset towards the trajectory origin, or even overshoot the origin in a resetting step. We introduce different scenarios for the random-amplitude stochastic resetting process and discuss the resulting dynamics. Direct applications are geophysical layering (stratigraphy) as well as population dynamics or financial markets, as well as generic search processes.

cond-mat.stat-mech↗

arXiv2021

Search for explanation of the neutron lifetime anomaly

All results of the neutron lifetime measurements performed in the last 20 years with the UCN storage method are in a good agreement. These results are consistent with the latest most accurate measurements of the neutron decay asymmetry within the Standard Model. However, there is a significant discrepancy at $3.6σ$ (1% of the decay probability) level between the averaged result of the storage method experiments and the most accurate measurements performed with the beam method. This article addresses the possible causes of such discrepancy. We focused on finding the spectrum of possible systematic corrections in the beam experiment. Four separate sources of the systematic errors which had not been properly addressed in articles dedicated to the beam technique were considered. Two of those sources are related with the motion of protons in an electromagnetic field and the elastic scattering by the residual gas. The third error concerns proton loss in the dead layer of the detector. It is shown the corresponding correction requires a more detailed analysis than that given in the papers describing the beam measurement method. The fourth source of the systematic error is the charge exchange process on the residual gas. The influence of that process was neglected in the beam method experiments. We present arguments that careful analysis of this issue is necessary since the proposed proton losses correction decreases the measured lifetime. For the problem of proton charge exchange on a residual gas, the spectrum of possible corrections is investigated. It is shown that for an accurate calculation of the correction, it is necessary to directly measure the concentration and composition of the residual gas inside the proton trap. The analysis reveals that even presence of only $H_2$ molecules can lead to the significant correction which is the most probable explanation of the neutron anomaly.

nucl-ex↗

arXiv2020

The possible explanation of neutron lifetime beam anomaly

The results of measurements performed using UCN storing method are in good agreement. The latest most accurate measurements of the neutron decay asymmetry and neutron lifetime measurements by storage method are in agreement within the Standard Model. However, there is a significant discrepancy at $3.6σ$ (1% of decay probability) level with beam method experiment. This article discusses the possible causes of discrepancy in the measurements of the neutron lifetime with beam method experiment. The most probable cause, apparently, is the loss of protons in beam method experiment during storage in a magnetic trap due to charge exchange collisions of protons with the residual gas. The proton becomes neutral and leaves the trap, which leads to a decrease in the number of registered protons, i.e. to a decrease in the probability of neutron decay or to an increase in the measured neutron lifetime.

nucl-ex↗

arXiv2019

First passage properties of asymmetric Lévy flights

Lévy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $α$-stable jump length distribution with long-tailed, power-law asymptote. As a result, the variance of Lévy Flights diverges and the trajectory is characterised by occasional extremely long jumps. Such long jumps significantly decrease the probability to revisit previous points of visitation, rendering Lévy Flights efficient search processes in one and two dimensions. To further quantify their precise property as random search strategies we here study the first-passage time properties of Lévy Flights in one-dimensional semi-infinite and bounded domains for symmetric and asymmetric jump length distributions. To obtain the full probability density function of first-passage times for these cases we employ two complementary methods. One approach is based on the space-fractional diffusion equation for the probability density function, from which the survival probability is obtained for different values of the stable index $α$ and the skewness (asymmetry) parameter $β$. The other approach is based on the stochastic Langevin equation with $α$-stable driving noise. Both methods have their advantages and disadvantages for explicit calculations and numerical evaluation, and the complementary approach involving both methods will be profitable for concrete applications. We also make use of the Skorokhod theorem for processes with independent increments and demonstrate that the numerical results are in good agreement with the analytical expressions for the probability density function of the first-passage times.

cond-mat.stat-mech↗

arXiv2019

First-passage and first-hitting times of Levy flights and Levy walks

For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For Levy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ("leapovers"), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the Levy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.

cond-mat.stat-mech↗

arXiv2018

Large deviations of time-averaged statistics for Gaussian processes

In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random systems. From the mathematical point of view a given statistics satisfies the large deviation principle, if the probability that it belongs to a certain range decreases exponentially. The TAMSD is one of the main statistics used in the problem of anomalous diffusion detection. Applying the theory of generalized chi-squared distribution and sub-gamma random variables we prove the upper bound for large deviations of TAMSD for Gaussian processes. As a special case we consider fractional Brownian motion, one of the most popular models of anomalous diffusion. Moreover, we derive the upper bound for large deviations of the estimator for the anomalous diffusion exponent.

math.PR↗

arXiv2018

Probabilistic properties of detrended fluctuation analysis for Gaussian processes

The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing detrending methods, its probabilistic foundations are still unclear. In this paper we study probabilistic properties of DFA for Gaussian processes. The main attention is paid to the distribution of the squared error sum of the detrended process. This allows us to find the expected value and the variance of the fluctuation function of DFA for a Gaussian process of general form. The results obtained can serve as a starting point for analyzing the statistical properties of the DFA-based estimators for the fluctuation and correlation parameters. The obtained theoretical formulas are supported by numerical simulations of particular Gaussian processes possessing short-and long-memory behaviour.

cond-mat.stat-mech↗

arXiv2018

Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.

cond-mat.stat-mech↗

arXiv2018

First passage statistics for diffusing diffusivity

A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly non-Gaussian. A central approach to describe this effect is the diffusing diffusivity (DD) model in which the diffusion coefficient itself is a stochastic quantity, mimicking heterogeneities of the environment encountered by the tracer particle on its path. We here quantify in terms of analytical and numerical approaches the first passage behaviour of the DD model. We observe significant modifications compared to Brownian-Gaussian diffusion, in particular that the DD model may have a more efficient first passage dynamics. Moreover we find a universal crossover point of the survival probability independent of the initial condition.

cond-mat.stat-mech↗

arXiv2017

Neutron lifetime measurements with the big gravitational trap for ultracold neutrons

Neutron lifetime is one of the most important physical constants which determines parameters of the weak interaction and predictions of primordial nucleosynthesis theory. There remains the unsolved problem of a 3.9σ discrepancy between measurements of this lifetime using neutrons in beams and those with stored neutrons (UCN). In our experiment we measure the lifetime of neutrons trapped by Earth's gravity in an open-topped vessel. Two configurations of the trap geometry are used to change the mean frequency of UCN collisions with the surfaces - this is achieved by plunging an additional surface into the trap without breaking the vacuum. The trap walls are coated with a hydrogen-less fluorine-containing polymer to reduce losses of UCN. The stability of this coating to multiple thermal cycles between 80 K and 300 K was tested. At 80 K, the probability of UCN loss due to collisions with the trap walls is just 1.5% of the probability of beta-decay. The free neutron lifetime is determined by extrapolation to an infinitely large trap with zero collision frequency. The result of these measurements is 881.5 +/- 0.7_stat +/- 0.6_syst s which is consistent with the conventional value of 880.2 +/- 1.0 s presented by the Particle Data Group. Future prospects for this experiment are in further cooling to 10 K which will lead to an improved accuracy of measurement. In conclusion we present an analysis of currently-available data on various measurements of the neutron lifetime.

nucl-ex↗

arXiv2017

Comparison of pure and combined search strategies for single and multiple targets

We address the generic problem of random search for a point-like target on a line. Using the measures of search reliability and efficiency to quantify the random search quality, we compare Brownian search with Lévy search based on long-tailed jump length distributions. We then compare these results with a search process combined of two different long-tailed jump length distributions. Moreover, we study the case of multiple targets located by a Lévy searcher.

cond-mat.stat-mech↗

arXiv2017

Brownian yet non-Gaussian diffusion: from superstatistics to subordination of diffusing diffusivities

A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the Chubinsky-Slater idea of a diffusing diffusivity we here establish and analyze a minimal model framework of diffusion processes with fluctuating diffusivity. In particular, we demonstrate the equivalence of the diffusing diffusivity process with a superstatistical approach with a distribution of diffusivities, at times shorter than the diffusivity correlation time. At longer times a crossover to a Gaussian distribution with an effective diffusivity emerges. Specifically, we establish a subordination picture of Brownian but non-Gaussian diffusion processes, that can be used for a wide class of diffusivity fluctuation statistics. Our results are shown to be in excellent agreement with simulations and numerical evaluations.

cond-mat.stat-mech↗

arXiv2016

Reduced description method in the kinetic theory of Brownian motion with active fluctuations

We develop a microscopic approach to the kinetic theory of many-particle systems with dissipative and potential interactions in presence of active fluctuations. The approach is based on a generalization of Bogolyubov--Peletminsky reduced description method applied to the systems of many active particles. It is shown that the microscopic approach developed allows to construct the kinetic theory of two- and three-dimensional systems of active particles in presence of non-linear friction (dissipative interaction) and an external random field with active fluctuations. The kinetic equations for these systems in case of a weak interaction between the particles (both potential and dissipative) and low-intensity active fluctuations are obtained. We demonstrate particular cases in which the derived kinetic equations have solutions that match the results known in the literature. It is shown that the display of the head-tail asymmetry and self-propelling even in the case of a linear friction, is one of the consequences of the local nature of the active fluctuations.

cond-mat.stat-mech↗