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Jan Korbel
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Outline
Diffusion phenomenon
History
Different descriptions of diffusion
Anomalous diffusion models
Fractional Brownian motion
Lévy flights
Interresting processes exhibiting anomalous diffusion
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History overview
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Macroscopic description of diffusion
Fick’s laws
∂U
mẍ(t)+ +γ ẋ(t) = η(t) (4)
∂x
− ∂U
∂x - external forces
−γ ẋ(t) - friction forces
η(t) - fluctuation forces with hη(t)i = 0, hη(t)η(t 0 )i = 2Dδ(t − t 0 )
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Microscopic description of diffusion
Langevin equation
D kB T
hv (t)2 i ' ≡ (5)
γm m
Relation between diffusion coefficient and friction
kB T
D= (6)
γ
√
for long times we get hx 2 (t)i ' t which means that |∆x| ' t
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Microscopic description of diffusion
Diffusion equation
∂p(x, t) D ∂ 2 p(x, t)
= 2 . (7)
∂t γ ∂x 2
the equation is formally the same as Fick’s equation for
concentration
for one localized particle at time 0 we get a Gaussian function
(x − x0 )2
1
p(x, t) = √ exp − (8)
4πDt 4Dt
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Microscopic description of diffusion
Wiener stochastic process
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Diffusion in 2D
-100
-200
-300
-400
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Anomalous diffusion
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Fractional Brownian Motion
we generalize Brownian motion by introduction of non-trivial
correlations
for Brownian motion is the covariance element
1
E[W (t)W (s)] = min{s, t} = (s + t − |s − t|) (9)
2
we introduce a generalization WH (t) with the same properties,
but covariance
1 2H
E(WH (t)WH (s)) = (s + t 2H − |s − t|2H ) (10)
2
Standard deviation scales as |∆WH (t)| ∝ t H
for H = 12 we have Brownian motion, for H < 1
2 sub-diffusion,
for H > 21 super-diffusion
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Sample functions of fBM for H=0.3, 0.5, 0.6, 0.7.
60
60
50
50
40
40
30 30
20 20
10 10
50 50
40 40
30 30
20 20
10 10
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Lévy distributions
0.4
0.014 Γ=1
Γ=1
0.012 Γ = 0.8
0.3 Γ = 0.8
0.010 Γ = 1.2
Γ = 1.2
0.008 Σ=1
0.2
0.1 0.004
0.002
0.000
-4 -2 0 2 4 5 10 15 20 25 30 35 40
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Lévy flights
to
E(|Lα (t1 ) − Lα (t2 )|α ) ∼ |t1 − t2 |. (12)
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Lévy flight in 2D
300
200
100
-100
-200
-300
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Power Spectrum
1
h(∆x(t))2 i ∝ t α ⇒ Px (ω) ∝ (14)
ω 1+α
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Examples of anomalous diffusion
Subdiffusive behavior
mRNA molecules in E. coli cells
Lipid granules in yeast cells
Cytoplasmatic molecules
Power law behavior
Power law memory kernel for fluctuations within a single protein
molecule
Persistent cell motion of eukaryotic cells
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Physical Nature of Bacterial Cytoplasm
Ido Golding and Edward C. Cox. Physical nature of bacterial cytoplasm.
Phys Rev Lett, 96, 2006
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Anomalous Diffusion in Living Yeast Cells
Iva Marija Tolic´-Norrelykke et al. Anomalous diffusion in living yeast cells.
Phys Rev Lett, 93, 2004
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Anomalous Diffusion in Living Yeast Cells
Iva Marija Tolic´-Norrelykke et al. Anomalous diffusion in living yeast cells.
Phys Rev Lett, 93, 2004
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Anomalous Subdiffusion Is a Measure for
Cytoplasmic Crowding in Living Cells
Matthias Weiss et al. Anomalous subdiffusion is a measure for cytoplasmic crowding in living cells.
Biophys J, 87, 2004
1 + fe−τ /τC
C(τ ) ' (15)
1 + (τ /τD )α
for different different masses and hydrodynamic radii were
different α’s obtained, but α < 1 in all cases
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Anomalous Subdiffusion Is a Measure for
Cytoplasmic Crowding in Living Cells
Matthias Weiss et al. Anomalous subdiffusion is a measure for cytoplasmic crowding in living cells.
Biophys J, 87, 2004
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Power law within protein molecules
X. Sunney Xie et al. Observation of a power-law memory kernel for fluctuations within a single protein molecule.
Phys Rev Lett, 94, 2005
K (t) ∼ t −0.51±0.07
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Persistent Cell Motion in the Absence of External
Signals
Liang Li et al. Persistent cell motion in the absence of external signals:// a search strategy for eukaryotic cells.
PLoS ONE, 2008
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Summary
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Ido Golding and Edward C. Cox.
Physical nature of bacterial cytoplasm.
Phys Rev Lett, 96, 2006.
Liang Li et al.
Persistent cell motion in the absence of external signals:// a search strategy for eukaryotic cells.
PLoS ONE, 2008.
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