skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion
Stochastic processes exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm), with the spectral slope at high frequencies being associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matérn process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matérn process and its relationship to fBm. An algorithm for the simulation of the Matérn process in O(NlogN) operations is given. Unlike fBm, the Matérn process is found to provide an excellent match to modeling velocities from particle trajectories in an application to two-dimensional fluid turbulence.  more » « less
Award ID(s):
1235310
PAR ID:
10055028
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Nonlinear Processes in Geophysics
Volume:
24
Issue:
3
ISSN:
1607-7946
Page Range / eLocation ID:
481 to 514
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. In vertebrate brains, virtually all neural circuits operate inside a dense matrix of axons (fibers) that have a strongly stochastic character. These fibers originate in the brainstem raphe region, produce highly tortuous trajectories, and release serotonin (5-hydroxytryptamine, 5-HT), with other neurotransmitters. They can robustly regenerate in the adult mammalian brain and appear to support neuroplasticity [1], with implications for mental disorders [2] and artificial neural networks [3]. The self-organization of this “serotonergic” matrix remains poorly understood. In our previous study, we have shown that serotonergic fibers can be modeled as paths of fractional Brownian motion (FBM), a continuous-time stochastic process. FBM is parametrized by the Hurst index, which defines three distinctive regimes: subdiffusion (H < 0.5), normal diffusion (H = 0.5), and superdiffusion (H > 0.5). In two-dimensional (2D) shapes based on the adult mouse brain, simulated FBM-fibers (with H = 0.8) have produced regional distributions similar to those of the actual serotonergic fibers [4]. However, increments of superdiffusive FBM trajectories have long-range positive correlations, which implies that a fiber path in one 2D-section depends on its history in other sections. In a major extension of this study, we used a supercomputing simulation to generate 960 fibers in a complex, three-dimensional shape based on the late-embryonic mouse brain (at embryonic day 17.5). The fibers were modeled as paths of reflected FBM with H = 0.8. The reflection was caused by natural neuroanatomical borders such as the pia and ventricles. The resultant regional densities were compared to the actual fiber densities in the corresponding neuroanatomically-defined regions, based on a recently published comprehensive map [5]. The relative simulated densities showed strong similarities to the actual densities in the telencephalon, diencephalon, and mesencephalon. The current simulation does not include tissue heterogeneities, but it can be further improved with novel models of multifractional FBM, such as the one introduced by our group [6]. The study demonstrates that serotonergic fiber densities can be strongly influenced by the geometry of the brain, with implications for neurodevelopment, neuroplasticity, and brain evolution. Acknowledgements: This research was funded by an NSF-BMBF CRCNS grant (NSF #2112862 to SJ & TV; BMBF #STAXS to RM). References: 1. Lesch KP, Waider J. Serotonin in the modulation of neural plasticity and networks: implications for neurodevelopmental disorders. Neuron. 2012, 76, 175-191. 2. Daws RE, Timmermann C, Giribaldi B, et al. Increased global integration in the brain after psilocybin therapy for depression. Nat. Med. 2022, 28, 844-851. 3. Lee C, Zhang Z, Janušonis S. Brain serotonergic fibers suggest anomalous diffusion-based dropout in artificial neural networks. Front. Neurosci. 2022, 16, 949934. 4. Janušonis S, Detering N, Metzler R, Vojta T. Serotonergic axons as fractional Brownian motion paths: Insights Into the self-organization of regional densities. Front. Comput. Neurosci. 2020, 14, 56. 5. Awasthi JR, Tamada K, Overton ETN, Takumi T. Comprehensive topographical map of the serotonergic fibers in the male mouse brain. J. Comp. Neurol. 2021, 529, 1391-1429. 6. Wang W, Balcerek M, Burnecki K, et al. Memory-multi-fractional Brownian motion with continuous correlation. arXiv. 2023, 2303.01551. 
    more » « less
  2. Fractional Brownian motions (fBM) and related processes are widely used in financial modeling to capture the complicated dependence structure of the volatility. In this paper, we analyze an infinite series representation of fBM proposed in (Dzhaparidze and Van Zanten 2004) and establish an almost sure convergence rate of the series representation. The rate is also shown to be optimal. We then demonstrate how the strong convergence rate result can be applied to construct simulation algorithms with path-by-path error guarantees. 
    more » « less
  3. The neighborhood of virtually every brain neuron contains thin, meandering axons that release serotonin (5-HT). These axons, also referred to as serotonergic fibers, are present in all vertebrate species (from fish to mammals) and are an essential component of biological neural networks. In the mammalian brain, they create dense meshworks that are macroscopically described by densities. It is not known how these densities arise from the trajectories of individual fibers, each of which resembles a unique random-walk path. Solving this problem will advance our understanding of the fundamental structure of neural tissue, including its plasticity and regeneration. Our interdisciplinary program investigates the stochastic structure of serotonergic fibers, by employing a range of experimental, computational, and theoretical methods. Transgenic mouse models (e.g., Brainbow) and brainstem cell cultures are used with advanced microscopy (3D-confocal imaging, STED super-resolution microscopy, holotomography) to visualize individual serotonergic fibers and their trajectories. Serotonergic fibers are modeled as paths of a superdiffusive stochastic process, with a focus on fractional Brownian motion (FBM). The formation of regional fiber densities is tested with supercomputer modeling in neuroanatomically accurate 2D- and 3D-brain-like shapes. Within the same framework, we are developing the mathematical theory of the reflected, branching, and spatially heterogenous FBM. 
    more » « less
  4. Abstract 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. 
    more » « less
  5. Random dropout has become a standard regularization technique in artificial neural networks (ANNs), but it is currently unknown whether an analogous mechanism exists in biological neural networks (BioNNs). If it does, its structure is likely to be optimized by hundreds of millions of years of evolution, which may suggest novel dropout strategies in large-scale ANNs. We propose that the brain serotonergic fibers (axons) meet some of the expected criteria because of their ubiquitous presence, stochastic structure, and ability to grow throughout the individual’s lifespan. Since the trajectories of serotonergic fibers can be modeled as paths of anomalous diffusion processes, in this proof-of-concept study we investigated a dropout algorithm based on the superdiffusive fractional Brownian motion (FBM). The results demonstrate that serotonergic fibers can potentially implement a dropout-like mechanism in brain tissue, supporting neuroplasticity. They also suggest that mathematical theories of the structure and dynamics of serotonergic fibers can contribute to the design of dropout algorithms in ANNs. 
    more » « less