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.
An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion
This paper is concerned with the mathematical analysis of an inverse random source problem for the time fractional diffusion equation, where the source is driven by a fractional Brownian motion. Given the random source, the direct problem is to study the stochastic time fractional diffusion equation. The inverse problem is to determine the statistical properties of the source from the expectation and variance of the final time data. For the direct problem, we show that it is well-posed and has a unique mild solution under a certain condition. For the inverse problem, the uniqueness is proved and the instability is characterized. The major ingredients of the analysis are based on the properties of the Mittag–Leffler function and the stochastic integrals associated with the fractional Brownian motion.
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- Award ID(s):
- 1912704
- NSF-PAR ID:
- 10182370
- Date Published:
- Journal Name:
- Inverse problems
- Volume:
- 36
- ISSN:
- 0266-5611
- Page Range / eLocation ID:
- 045008
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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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
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Abstract This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time‐changed by an inverse stable subordinator whose index equals the order of the fractional time derivative. Some applications are given, to demonstrate how to specify a well‐posed Dirichlet problem for space‐time fractional diffusions in one or several variables. This solves an open problem in numerical analysis.
- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1088/1361-6420/ab6503
