arXiv subjects

Diego Krapf

Publications and source records attributed to Diego Krapf.

At least 19 recordsLinked to original sources

arXiv2026

Improved mean squared displacement analysis for anomalous single particle trajectories

The mean squared displacement (MSD) is a cornerstone in the analysis of diffusion processes in complex media. When the system is heterogeneous and, in particular, when single-particle trajectories are short, it is essential to extract maximal information from each measured trajectory. This is typically done by time-averaging squared increments and examining the scaling of the time-averaged MSD in log-log space. However, classical regression methods perform poorly in this setting because time-averaging introduces correlations aggravated by those inherent to anomalous diffusion. We tackle these limitations by applying a generalized least squares framework, which substantially reduces variance and bias in diffusion parameter estimates, especially for short (around 100 points) and ultra-short (around 10 points) trajectories. The method is fully automated and requires no supervision. Furthermore, it enables prediction of estimation error probability density, which is asymptotically Gaussian, for both classical and enhanced approaches. Leveraging this prediction, we introduce a specialized deconvolution algorithm that reconstructs the underlying particle ensemble structure from experimental data.

cond-mat.stat-mech↗

arXiv2026

Turning angle analysis reveals hidden anisotropies in the anomalous diffusion of molecules in live cells

Molecular motion within living cells provides a window into the physical principles underlying intracellular organization and transport. Yet a fundamental limitation remains: measured trajectories are often short, noisy, and randomly oriented, rendering spatial anisotropies inaccessible to conventional analyses. We show that turning-angle statistics provide a robust approach for uncovering anisotropies in anomalous diffusion. Using a two-dimensional anisotropic fractional Brownian motion model with random orientations, we show theoretically and through simulations that turning-angle distributions preserve signatures of anisotropy. We apply this approach to single-particle tracking data, including quantum dots in the cytoplasm of HeLa cells and membrane proteins in hippocampal neurons. Turning angles reveal hidden anisotropies in the motion of quantum dots and Nav 1.6 channels, and in specific dynamical states of glycoprotein CD4. These results establish turning-angle analysis as a powerful strategy for detecting organization in complex environments and reveal that anisotropic anomalous diffusion is an overlooked feature of intracellular dynamics.

cond-mat.stat-mech↗

arXiv2026

Oscillatory Active Brownian Motion: A Minimal Model for Sperm Dynamics

Active biological microswimmers typically combine persistent self-propulsion with cyclic motion generated by flagellar or ciliary beating. However, standard active Brownian motion (ABM) does not explicitly account for these intrinsic oscillations. This limitation is particularly relevant for sperm cells, whose transport depends not only on directional persistence and stochastic reorientation but also on periodic head motion. Here we introduce oscillatory active Brownian motion (OABM), a minimal extension of ABM in which the swimmer orientation undergoes directional diffusion while being modulated by a periodic angular drive. The model yields analytical expressions for experimentally relevant observables, including the time-averaged mean-squared displacement, velocity autocorrelation function, and transverse excursion amplitude. A central prediction is a crossover between two ballistic regimes: short-time motion governed by the swimming velocity and an intermediate regime with a reduced, oscillation-averaged effective velocity determined by the angular beat amplitude. Using trajectories of human sperm, we infer model parameters from standard motility measures. The model quantitatively reproduces both single-cell trajectories and population-level dynamics under control conditions and following induction of hyperactivation. Overall, OABM provides a compact active-matter framework that links measurable flagellar kinematics to coarse-grained transport, enabling a description of sperm motility across different physiological states.

cond-mat.soft↗

arXiv2025

Two-dimensional fractional Brownian motion: Analysis in time and frequency domains

This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model parameters and explicitly incorporates cross-dependencies and anisotropic scaling through a matrix-valued Hurst operator. We thoroughly analyze the theoretical properties of the proposed causal and well-balanced 2D fBm versions, deriving their auto- and cross-covariance structures in both time and frequency domains. In particular, we present the power spectral density of these processes and their increments. Our analytical findings are validated with numerical simulations. This work provides a comprehensive framework for modeling anomalous diffusion phenomena in multidimensional systems where component interdependencies are crucial.

math.PR↗

arXiv2025

Heterogeneous diffusion in an harmonic potential: the role of the interpretation

Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends on the underlying physics and can take values in the range $0<\alpha<1$. The typical interpretations are It\^o ($\alpha=0$), Stratonovich ($\alpha=1/2$), and H\"anggi-Klimontovich ($\alpha=1$). Here, we analyse the motion of a particle in an harmonic potential -- modelled as an Ornstein-Uhlenbeck process -- with diffusivity that varies in space. Our focus is on two-phase systems with a discontinuity in environmental properties at $x=0$. We derive the probability density of the particle position for the process, and consider two paradigmatic situations. In the first one, the damping coefficient remains constant, and fluctuation-dissipation relations are not satisfied. In the second one, these relations are enforced, leading to a position-dependent damping coefficient. In both cases, we provide solutions as a function of the interpretation parameter $\alpha$, with particular attention to the It\^o, Stratonovich, and H\"anggi-Klimontovich interpretations, revealing fundamentally different behaviours, in particular with respect to an interface located at the potential minimum.

cond-mat.stat-mech↗

arXiv2025

Evaluating Gaussianity of heterogeneous fractional Brownian motion

Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These processes are often characterized by time-varying dynamics, where interactions with the environment evolve, and the system undergoes fluctuations in diffusivity. Moreover, in many complex systems anomalous diffusion is observed, where the mean square displacement (MSD) exhibits non-linear scaling with time. Among the models used to describe this phenomenon, fractional Brownian motion (FBM) is a widely applied stochastic process, particularly for systems exhibiting long-range temporal correlations. Although FBM is characterized by Gaussian increments, heterogeneous processes with FBM-like characteristics may deviate from Gaussianity. In this article, we study the non-Gaussian behavior of switching fractional Brownian motion (SFBM), a model in which the diffusivity of the FBM process varies while temporal correlations are maintained. To characterize non-Gaussianity, we evaluate the kurtosis, a common tool used to quantify deviations from the normal distribution. We derive exact expressions for the kurtosis of the considered heterogeneous anomalous diffusion process and investigate how it can identify non-Gaussian behavior. We also compare the kurtosis results with those obtained using the Hellinger distance, a classical measure of divergence between probability density functions. Through both analytical and numerical methods, we demonstrate the potential of kurtosis as a metric for detecting non-Gaussianity in heterogeneous anomalous diffusion processes.

cond-mat.stat-mech↗

arXiv2024

Analytical results for the distribution of first return times of non-backtracking random walks on configuration model networks

We present analytical results for the distribution of first return (FR) times of non-backtracking random walks (NBWs) on undirected configuration model networks consisting of $N$ nodes with degree distribution $P(k)$. We focus on the case in which the network consists of a single connected component. Starting from a random initial node $i$ at time $t=0$, an NBW hops into a random neighbor of $i$ at time $t=1$ and at each subsequent step it continues to hop into a random neighbor of its current node, excluding the previous node. We calculate the tail distribution $P ( T_{\rm FR} > t )$ of first return times from a random initial node to itself. It is found that $P ( T_{\rm FR} > t )$ is given by a discrete Laplace transform of the degree distribution $P(k)$. This result exemplifies the relation between structural properties of a network, captured by the degree distribution, and properties of dynamical processes taking place on the network. Using the tail-sum formula, we calculate the mean first return time ${\mathbb E}[ T_{\rm FR} ]$. Surprisingly, ${\mathbb E}[ T_{\rm FR} ]$ coincides with the result obtained from Kac's lemma that applies to simple random walks (RWs). We also calculate the variance ${\rm Var}(T_{\rm FR})$, which accounts for the variability of first return times between different NBW trajectories. We apply this formalism to Erd{\H o}s-R\'enyi networks, random regular graphs and configuration model networks with exponential and power-law degree distributions and obtain closed-form expressions for $P( T_{\rm FR} > t )$ as well as its mean and variance. These results provide useful insight on the advantages of NBWs over simple RWs in network exploration, sampling and search processes.

cond-mat.stat-mech↗

arXiv2024

Two-dimensional Brownian motion with dependent components: turning angle analysis

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 consider the different dimensions as independent components. 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.

cond-mat.stat-mech↗

arXiv2024

Langevin equation in heterogeneous landscapes: how to choose the interpretation

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.

cond-mat.stat-mech↗

arXiv2024

Fractional Brownian motion with fluctuating diffusivities

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.

cond-mat.stat-mech↗

arXiv2023

Quantitative evaluation of methods to analyze motion changes in single-particle 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 report the results of a competition to characterize and rank the performance of these methods when analyzing the dynamic behavior of single molecules. To run this competition, we implemented a software library that simulates realistic data corresponding to widespread diffusion and interaction models, both in the form of trajectories and videos obtained in typical experimental conditions. The competition constitutes the first assessment of these methods, providing insights into the current limitations of the field, fostering the development of new approaches, and guiding researchers to identify optimal tools for analyzing their experiments.

cond-mat.soft↗

arXiv2023

Modelling intermittent anomalous diffusion with switching fractional Brownian motion

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.

cond-mat.stat-mech↗

arXiv2022

Towards a robust criterion of anomalous diffusion

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.

cond-mat.stat-mech↗

arXiv2022

Unravelling the origins of anomalous diffusion: from molecules to migrating storks

Anomalous diffusion or, more generally, anomalous transport, with nonlinear dependence of the mean-squared displacement on the measurement time, is ubiquitous in nature. It has been observed in processes ranging from microscopic movement of molecules to macroscopic, large-scale paths of migrating birds. Using data from multiple empirical systems, spanning 12 orders of magnitude in length and 8 orders of magnitude in time, we employ a method to detect the individual underlying origins of anomalous diffusion and transport in the data. This method decomposes anomalous transport into three primary effects: long-range correlations ("Joseph effect"), fat-tailed probability density of increments ("Noah effect"), and non-stationarity ("Moses effect"). We show that such a decomposition of real-life data allows to infer nontrivial behavioral predictions, and to resolve open questions in the fields of single particle tracking in living cells and movement ecology.

physics.data-an↗

arXiv2022

Aging power spectrum of membrane protein transport and other subordinated random walks

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.

cond-mat.stat-mech↗

arXiv2021

Scattering fingerprints of two-state dynamics

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.

cond-mat.stat-mech↗

arXiv2021

Objective comparison of methods to decode anomalous diffusion

Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a challenging task, which traditionally relies on calculating the trajectory mean squared displacement. However, this approach breaks down for cases of practical interest, e.g., short or noisy trajectories, heterogeneous behaviour, or non-ergodic processes. Recently, several new approaches have been proposed, mostly building on the ongoing machine-learning revolution. To perform an objective comparison of methods, we gathered the community and organized an open competition, the Anomalous Diffusion challenge (AnDi). Participating teams applied their algorithms to a commonly-defined dataset including diverse conditions. Although no single method performed best across all scenarios, machine-learning-based approaches achieved superior performance for all tasks. The discussion of the challenge results provides practical advice for users and a benchmark for developers.

physics.data-an↗

arXiv2020

Elucidating the Origin of Heterogeneous Anomalous Diffusion in the Cytoplasm of Mammalian Cells

Diffusion of tracer particles in the cytoplasm of mammalian cells is often anomalous with a marked heterogeneity even within individual particle trajectories. Despite considerable efforts, the mechanisms behind these observations have remained largely elusive. To tackle this problem, we performed extensive single-particle tracking experiments on quantum dots in the cytoplasm of living mammalian cells at varying conditions. Analyses of the trajectories reveal a strong, microtubule-dependent subdiffusion with antipersistent increments and a substantial heterogeneity. Furthermore, particles stochastically switch between different mobility states, most likely due to transient associations with the cytoskeleton-shaken endoplasmic reticulum network. Comparison to simulations highlight that all experimental observations can be fully described by an intermittent fractional Brownian motion, alternating between two states of different mobility.

physics.bio-ph↗