Modern microscopic techniques following the stochastic motion of labelled tracer particles have uncovered significant deviations from the laws of Brownian motion in a variety of animate and inanimate systems. Such anomalous diffusion can have different physical origins, which can be identified from careful data analysis. In particular, single particle tracking provides the entire trajectory of the traced particle, which allows one to evaluate different observables to quantify the dynamics of the system under observation. We here provide an extensive overview over different popular anomalous diffusion models and their properties. We pay special attention to their ergodic properties, highlighting the fact that in several of these models the long time averaged mean squared displacement shows a distinct disparity to the regular, ensemble averaged mean squared displacement. In these cases, data obtained from time averages cannot be interpreted by the standard theoretical results for the ensemble averages. Here we therefore provide a comparison of the main properties of the time averaged mean squared displacement and its statistical behaviour in terms of the scatter of the amplitudes between the time averages obtained from different trajectories. We especially demonstrate how anomalous dynamics may be identified for systems, which, on first sight, appear to be Brownian. Moreover, we discuss the ergodicity breaking parameters for the different anomalous stochastic processes and showcase the physical origins for the various behaviours. This Perspective is intended as a guidebook for both experimentalists and theorists working on systems, which exhibit anomalous diffusion.

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Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking.

A ubiquitous observation in cell biology is that the diffusive motion of macromolecules and organelles is anomalous, and a description simply based on the conventional diffusion equation with diffusion constants measured in dilute solution fails. This is commonly attributed to macromolecular crowding in the interior of cells and in cellular membranes, summarizing their densely packed and heterogeneous structures. The most familiar phenomenon is a sublinear, power-law increase of the mean-square displacement (MSD) as a function of the lag time, but there are other manifestations like strongly reduced and time-dependent diffusion coefficients, persistent correlations in time, non-Gaussian distributions of spatial displacements, heterogeneous diffusion and a fraction of immobile particles. After a general introduction to the statistical description of slow, anomalous transport, we summarize some widely used theoretical models: Gaussian models like fractional Brownian motion and Langevin equations for visco-elastic media, the continuous-time random walk model, and the Lorentz model describing obstructed transport in a heterogeneous environment. Particular emphasis is put on the spatio-temporal properties of the transport in terms of two-point correlation functions, dynamic scaling behaviour, and how the models are distinguished by their propagators even if the MSDs are identical. Then, we review the theory underlying commonly applied experimental techniques in the presence of anomalous transport like single-particle tracking, fluorescence correlation spectroscopy (FCS) and fluorescence recovery after photobleaching (FRAP). We report on the large body of recent experimental evidence for anomalous transport in crowded biological media: in cyto- and nucleoplasm as well as in cellular membranes, complemented by in vitro experiments where a variety of model systems mimic physiological crowding conditions. Finally, computer simulations are discussed which play an important role in testing the theoretical models and corroborating the experimental findings. The review is completed by a synthesis of the theoretical and experimental progress identifying open questions for future investigation.

https://iopscience.iop.org/article/10.1088/0034-4885/76/4/046602/pdf

Anomalous transport in the crowded world of biological cells.

A new collection of real world applications of fractional calculus in science and engineering

The irreproducibility of time-averaged observables in living cells poses fundamental questions for statistical mechanics and reshapes our views on cell biology.

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Strange kinetics of single molecules in living cells

The interior of a living cell is a crowded, heterogenuous, fluctuating environment. Hence, a major challenge in modeling intracellular transport is to analyze stochastic processes within complex environments. Broadly speaking, there are two basic mechanisms for intracellular transport: passive diffusion and motor-driven active transport. Diffusive transport can be formulated in terms of the motion of an overdamped Brownian particle. On the other hand, active transport requires chemical energy, usually in the form of adenosine triphosphate hydrolysis, and can be direction specific, allowing biomolecules to be transported long distances; this is particularly important in neurons due to their complex geometry. In this review a wide range of analytical methods and models of intracellular transport is presented. In the case of diffusive transport, narrow escape problems, diffusion to a small target, confined and single-file diffusion, homogenization theory, and fractional diffusion are considered. In the case of active transport, Brownian ratchets, random walk models, exclusion processes, random intermittent search processes, quasi-steady-state reduction methods, and mean-field approximations are considered. Applications include receptor trafficking, axonal transport, membrane diffusion, nuclear transport, protein-DNA interactions, virus trafficking, and the self-organization of subcellular structures.

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Stochastic models of intracellular transport

Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.

In Vivo Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is connected with non-ergodic behaviour. In such cases the time averages remain random variables and hence irreproducible. Here we present a detailed analysis of the time averaged mean squared displacement for systems governed by anomalous diffusion, considering both unconfined and restricted (corralled) motion. We discuss the behaviour of the time averaged mean squared displacement for two prominent stochastic processes, namely, continuous time random walks and fractional Brownian motion. We also study the distribution of the time averaged mean squared displacement around its ensemble mean, and show that this distribution preserves typical process characteristics even for short time series. Recently, velocity correlation functions were suggested to distinguish between these processes. We here present analytical expressions for the velocity correlation functions. The knowledge of the results presented here is expected to be relevant for the correct interpretation of single particle trajectory data in complex systems.

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Single particle tracking in systems showing anomalous diffusion: the role of weak ergodicity breaking

The Khinchin theorem provides the condition that a stationary process is ergodic, in terms of the behavior of the corresponding correlation function. Many physical systems are governed by non-stationary processes in which correlation functions exhibit aging. We classify the ergodic behavior of such systems and provide a generalization of Khinchin's theorem. Our work quantifies deviations from ergodicity in terms of aging correlation functions. Using the framework of the fractional Fokker-Planck equation we obtain a simple analytical expression for the two-time correlation function of the particle displacement in a general binding potential, revealing universality in the sense that the binding potential only enters into the prefactor through the first two moments of the corresponding Boltzmann distribution. We discuss applications to experimental data from systems exhibiting anomalous dynamics.

Stas Burov

Papers

In Vivo Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules

Single particle tracking in systems showing anomalous diffusion: the role of weak ergodicity breaking

Generalized Khinchin Theorem for a Class of Aging Processes