Searcharxiv⌕ Search

arXiv subjects

Denis S. Grebenkov

Publications and source records attributed to Denis S. Grebenkov.

At least 91 records · Page 5Linked to original sources

Diffusion MRI/NMR at high gradients: challenges and perspectives

We discuss some challenges and recent advances in understanding the macroscopic signal formation at high non-narrow magnetic field gradients at which both the narrow pulse and the Gaussian phase approximations fail. The transverse magnetization and the resulting signal are fully determined by the spectral properties of the non-selfadjoint Bloch-Torrey operator which incorporates the microstructure of a sample through boundary conditions. Since the spectrum of this operator is known to be discrete for isolated pores, the signal can be decomposed onto the eigenmodes of the operator that yields the stretched-exponential decay at high gradients and long times. Moreover, the eigenmodes are localized near specific boundary points that makes the signal more sensitive to the boundaries and thus opens new ways of probing the microstructure. We argue that this behavior is much more general than earlier believed, and should also be valid for unbounded and multi-compartmental domains. In particular, the signal from the extracellular space is not Gaussian at high gradients, in contrast to the common assumption of standard fitting models.

physics.med-ph↗

Development of radioactive beams at ALTO: Part 2. Influence of the UCx target microstructure on the release properties of fission products

Producing intense radioactive beams, in particular those consisting of short-lived isotopes requires the control of the release efficiency. The released fractions of 11 elements were measured on 14 samples that were characterized by various physicochemical analyses in a correlated paper (Part 1). A multivariate statistical approach, using the principal component analysis, was performed to highlight the impact of the microstructure on the release properties. Samples that best release fission products consist of grains and aggregates with small size and display a high porosity distributed on small diameter pores. They were obtained applying a mixing of ground uranium dioxide and carbon nanotubes powders leading to homogeneous uranium carbide samples with a porous nanostructure. A modelling under on-line ALTO conditions was carried out using the FLUKA code to compare the yields released by an optimized and a conventional target.

physics.ins-det↗

Strong defocusing of molecular reaction times results from an interplay of geometry and reaction control

Text-book concepts of diffusion- versus kinetic-control are well-defined for reaction-kinetics involving macroscopic concentrations of diffusive reactants that are adequately described by rate-constants -- the inverse of the mean-first-passage-time to the reaction-event. In contradistinction, an open important question is whether the mean-first-passage-time alone is a sufficient measure for biochemical reactions that involve nanomolar reactant concentrations. Here, using a simple yet generic, exactly-solvable model we study the conspiratory effect of diffusion and chemical reaction-limitations on the full reaction-time distribution. We show that it has a complex structure with four distinct regimes delimited by three characteristic time scales spanning a window of several decades. Consequently, the reaction-times are defocused: no unique time-scale characterises the reaction-process, diffusion- and kinetic-control can no longer be disentangled, and it is imperative to know the full reaction-time distribution. We introduce the concepts of geometry- and reaction-control, and also quantify each regime by calculating the corresponding reaction depth.

physics.chem-ph↗

Steady-state reaction rate of diffusion-controlled reactions in sheets

In many biological situations, a species arriving from a remote source diffuses in a domain confined between two parallel surfaces until it finds a binding partner. Since such a geometric shape falls in between two- and three-dimensional settings, the behavior of the macroscopic reaction rate and its dependence on geometric parameters are not yet understood. Modeling the geometric setup by a capped cylinder with a concentric disk-like reactive region on one of the lateral surfaces, we provide an exact semi-analytical solution of the steady-state diffusion equation and compute the diffusive flux onto the reactive region. We explore the dependence of the macroscopic reaction rate on the geometric parameters and derive asymptotic results in several limits. Using the self-consistent approximation, we also obtain a simple fully explicit formula for the reaction rate that exhibits a transition from two-dimensional to three-dimensional behavior as the separation distance between lateral surfaces increases. Biological implications of these results are discussed.

physics.chem-ph↗

The Reactive Beta Model

We present a reactive beta model that includes the leverage effect to allow hedge fund managers to target a near-zero beta for market neutral strategies. For this purpose, we derive a metric of correlation with leverage effect to identify the relation between the market beta and volatility changes. An empirical test based on the most popular market neutral strategies is run from 2000 to 2015 with exhaustive data sets including 600 US stocks and 600 European stocks. Our findings confirm the ability of the reactive beta model to withdraw an important part of the bias from the beta estimation and from most popular market neutral strategies.

q-fin.RM↗

Probability distribution of the boundary local time of reflected Brownian motion in Euclidean domains

How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various surface-mediated phenomena such as heterogeneous catalysis, permeation through semi-permeable membranes, or surface relaxation in nuclear magnetic resonance. In this paper, we obtain the probability distribution of the boundary local time in terms of the spectral properties of the Dirichlet-to-Neumann operator. We investigate the short-time and long-time asymptotic behaviors of this random variable for both bounded and unbounded domains. This analysis provides complementary insights onto the dynamics of diffusing molecules near partially reactive boundaries.

cond-mat.stat-mech↗

Reversible reactions controlled by surface diffusion on a sphere

We study diffusion of particles on the surface of a sphere toward a partially reactive circular target with partly reversible binding kinetics. We solve the coupled diffusion-reaction equations and obtain the exact expressions for the time-dependent concentration of particles and the total diffusive flux. Explicit asymptotic formulas are derived in the small target limit. This study reveals the strong effects of reversible binding kinetics onto diffusion-mediated reactions that may be relevant for many biochemical reactions on cell membranes.

cond-mat.stat-mech↗

Spectral theory of imperfect diffusion-controlled reactions on heterogeneous catalytic surfaces

We propose a general theoretical description of chemical reactions occurring on a catalytic surface with heterogeneous reactivity. The propagator of a diffusion-reaction process with eventual absorption on the heterogeneous partially reactive surface is expressed in terms of a much simpler propagator toward a homogeneous perfectly reactive surface. In other words, the original problem with general Robin boundary condition that includes in particular mixed Robin-Neumann condition, is reduced to that with Dirichlet boundary condition. Chemical kinetics on the surface is incorporated as a matrix representation of the surface reactivity in the eigenbasis of the Dirichlet-to-Neumann operator. New spectral representations of important characteristics of diffusion-controlled reactions, such as the survival probability, the distribution of reaction times, and the reaction rate, are deduced. Theoretical and numerical advantages of this spectral approach are illustrated by solving interior and exterior problems for a spherical surface that may describe either an escape from a ball or hitting its surface from outside. The effect of continuously varying or piecewise constant surface reactivity (describing, e.g., many reactive patches) is analyzed.

physics.chem-ph↗

Non-Gaussian diffusion of mixed origins

The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the diffusion propagator when distinct origins of heterogeneity (e.g. time-fractional diffusion, diffusing diffusivity, distributed diffusivity across a population) are combined. These combinations allow one to describe new classes of strongly heterogeneous processes relevant to biology. Based on a combined subordination technique, we obtain the exact propagator for different instructive examples. This approach is then used to calculate analytically the first-passage time statistics (on half-real line and in any bounded domain) for a particle undergoing non-Gaussian diffusion of mixed origins.

cond-mat.stat-mech↗

Morphological organization of point-to-point transport in complex networks

We investigate the structural organization of the point-to-point electric, diffusive or hydraulic transport in complex scale-free networks. The random choice of two nodes, a source and a drain, to which a potential difference is applied, selects two tree-like structures, one emerging from the source and the other converging to the drain. These trees merge into a large cluster of the remaining nodes that is found to be quasi-equipotential and thus presents almost no resistance to transport. Such a global "tree-cluster-tree" structure is universal and leads to a power law decay of the currents distribution. Its exponent, $-2$, is determined by the multiplicative decrease of currents at successive branching points of a tree and is found to be independent of the network connectivity degree and resistance distribution.

physics.soc-ph↗

Time-averaged MSD for switching diffusion

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e., the trajectory duration) is comparable to or smaller than the mean residence times in each state, the ergodicity breaking parameter is shown to take arbitrarily large values, suggesting an apparent weak ergodicity breaking for this ergodic model. In this regime, individual random trajectories are not representative while the related TAMSD curves exhibit a broad spread, in agreement with experimental observations in living cells and complex fluids. Switching diffusions can thus present, in some cases, an ergodic alternative to commonly used and inherently non-ergodic continuous-time random walks that capture similar features.

cond-mat.stat-mech↗

Towards a full quantitative description of single-molecule reaction kinetics in biological cells

The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of instances when biomolecules in a biological cell reach their specific binding sites and trigger cellular regulation. Typically, the first-passage properties are given in terms of mean first-passage times. However, modern experiments now monitor single-molecular binding-processes in living cells and thus provide access to the full statistics of the underlying first-passage events, in particular, inherent cell-to-cell fluctuations. We here present a robust explicit approach for obtaining the distribution of FPTs to a small partially-reactive target in cylindrical-annulus domains, which represent typical bacterial and neuronal cell shapes. We investigate various asymptotic behaviours of this FPT distribution and show that it typically is very broad in many biological situations: thus, the mean FPT can differ from the most probable FPT by orders of magnitude. The most probable FPT is shown to strongly depend only on the starting position within the geometry and to be almost independent of the target size and reactivity. These findings demonstrate the dramatic relevance of knowing the full distribution of FPTs and thus open new perspectives for a more reliable description of many intracellular processes initiated by the arrival of one or few biomolecules to a small, spatially localised region inside the cell.

q-bio.SC↗

Structural and temporal heterogeneities on networks

A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically the effects of spatio-temporal heterogeneities onto the diffusive dynamics on different types of networks. We investigate how the distribution of the first passage time is affected by the global topological network properties and heterogeneities in the distributions of the travel times. In particular, we analyze transport properties of random networks and define network measures based on the first-passage characteristics. The heterogeneous continuous time random walk framework has potential applications in biology, social and urban science, search of optimal transport properties, analysis of the effects of heterogeneities or bursts in transportation networks.

cond-mat.stat-mech↗

Optimal parameters for anomalous diffusion exponent estimation from noisy data

The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However, various measurement noises that are unavoidably present in experimental data, can strongly deteriorate the quality of this estimation procedure and bias the estimated exponent. To investigate the impact of noises and to improve the estimation quality, we compare three approaches for estimating the anomalous diffusion exponent and check their efficiency on fractional Brownian motion corrupted by Gaussian noise. We discuss how the parameters of this anomalous diffusion model and the parameters of the estimation techniques influence the estimated exponent. We show that the conventional linear fitting is the least optimal method for the analysis of noisy data.

physics.data-an↗

Imperfect Diffusion-Controlled Reactions

This chapter aims at emphasizing the crucial role of partial reactivity of a catalytic surface or a target molecule in diffusion-controlled reactions. We discuss various microscopic mechanisms that lead to imperfect reactions, the Robin boundary condition accounting for eventual failed reaction events, and the construction of the underlying stochastic process, the so-called partially reflected Brownian motion. We show that the random path to the reaction event can naturally be separated into the transport step toward the target, and the exploration step near the target surface until reaction. While most studies are focused exclusively on the transport step (describing perfect reactions), the exploration step, consisting is an intricate combination of diffusion-mediated jumps between boundary points, and its consequences for chemical reactions remain poorly understood. We discuss the related mathematical difficulties and recent achievements. In particular, we derive a general representation of the propagator, show its relation to the Dirichlet-to-Neumann operator, and illustrate its properties in the case of a flat surface.

physics.chem-ph↗

A model of non-Gaussian diffusion in heterogeneous media

Recent progresses in single particle tracking have shown evidences of non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. A similar behavior has also been observed in granular media, turbulent flows, gels, and colloidal suspensions, suggesting that this is a general feature of diffusion in complex media. A possible interpretation of this phenomenon is that a tracer explores a medium with spatio-temporal fluctuations which result in local changes of diffusivity. We propose and investigate an ergodic, easily interpretable model, which implements the concept of diffusing diffusivity. Depending on the parameters, the distribution of displacements can be either flat or peaked at small displacements with an exponential tail at large displacements. We show that the distribution converges slowly to a Gaussian one. We calculate statistical properties, derive the asymptotic behavior, and discuss some implications and extensions.

physics.bio-ph↗

Heterogeneous continuous time random walks

We introduce a heterogeneous continuous time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatio-temporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.

cond-mat.stat-mech↗

Statistical analysis of random trajectories of vibrated disks: towards a macroscopic realization of Brownian motion

We propose a macroscopic realization of planar Brownian motion by vertically vibrated disks. We perform a systematic statistical analysis of many random trajectories of individual disks. The distribution of increments is shown to be almost Gaussian, with slight deviations at large increments caused by inter-disk collisions. The velocity auto-correlation function takes both positive and negative values at short lag times but rapidly vanishes. We compare the empirical and theoretical distributions of time averaged mean square displacements and discuss distinctions between its mean and mode. These well-controlled experimental data can serve for validating statistical tools developed for the analysis of single-particle trajectories in microbiology.

cond-mat.stat-mech↗