Time and space generalized diffusion equation on graph/networks
Fernando Diaz-Diaz and Ernesto Estrada
arXiv:2202.00318v1 [physics.soc-ph] 1 Feb 2022
Institute of Cross-Disciplinary Physics and Complex Systems,
IFISC (UIB-CSIC), 07122 Palma de Mallorca, Spain
Normal and anomalous diffusion are ubiquitous in many complex systems [1]. Here, we define
a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and
transformed d-path Laplacian operators on graphs/networks. We find analytically the solution of
this equation and prove that it covers the regimes of normal, sub- and superdiffusion as a function
of the two parameters of the model. We extend the GDE to consider a system with temporal
alternancy of normal and anomalous diffusion which can be observed for instance in the diffusion
of proteins along a DNA chain. We perform computational experiments on a one-dimensional
system emulating a linear DNA chain. It is shown that a subdiffusive-superdiffusive alternant
regime allows the diffusive particle to explore more slowly small regions of the chain with a faster
global exploration, than a subdiffusive-subdiffusive regime. Therefore, an alternancy of sliding
(subdiffusive) with hopping and intersegmental transfer (superdiffusive) mechanisms show important
advances for protein-DNA interactions.
1.
INTRODUCTION
Diffusion–the net movement of particles in an environment, generally from a region of higher concentration to a
region of lower concentration–is ubiquitous in natural and man-made systems. In the absence of obstacles to diffusion
and traps, the diffusive particles describe a random walk motion on the environment, such that their mean squared
displacements (MSD) scale linearly with time, hx2 i ∝ t. This process is known as normal diffusion. However, the
existence of obstacles in the environment may trigger long-jumps of the diffusive particle [2–4], such that the mean
displacement of the particles is bigger than that of the normally diffusing ones in the same period of time, i.e.,
hx2 i ∝ tγ>1 . This type of process is known as superdiffusive. On the other hand, it is possible that the environment
has regions acting as traps for the particles, where they are retained for longer times than in a normal diffusive
process. In this case, hx2 i ∝ tγ<1 , and the process is known as subdiffusive. From the modeling perspective there
are several approaches to describe anomalous (sub- and super-) diffusion [5, 6]. From a physical perspective these
processes have analogues in terms of anomalous heat conduction [7], where normal diffusion implies normal heat
conduction, superdiffusion implies anomalous heat conduction with a divergent thermal conductivity and subdiffusion
implies anomalous heat conduction with a convergent thermal conductivity. In the last case the system is a thermal
insulator in the thermodynamic limit.
It has been remarked that subdiffusion may arise as the result of the coexistence of time-periods dominated by
normal transport with periods in which there is no effective transport. The last can emerge when the diffusive
particle is temporarily trapped as a result of geometrical complexity and interactions with the environment. This
could be clearly the case of the travel of contaminants in groundwater, which display much longer times than the ones
expected from the classic diffusion. The motion of proteins while sliding on DNA during target search is believed
to be subdiffusive in general [8]. Simulations results for the case of T7 RNA polymerase promoter search on T7
DNA has been found to be subdiffusive for short times and asymptotically approaching normal diffusion [9]. More
recent intensive computational simulations also pointed out the important role of subdiffusive process in the diffusive
search of proteins for their specific binding sites on DNA in the presence of the macromolecular crowding in cells [10].
Nowadays it is well established that the molecular crowding of the internal cellular environment induces the emergence
of anomalous subdiffusion of cytoplasmic macromolecules. This has been verified by means of fluorescence correlation
spectroscopy and computer simulations [11], fluorescence correlation spectroscopy [12], and by tracking fluorescently
labeled mRNA molecules [13]. The complexities of the process where studied with globular proteins dispersed in
aqueous solution of poly(ethylene oxide) (PEO) to mimic a crowded environment. Using state-of-the-art neutron spin
echo (NSE) and small-angle neutron scattering (SANS) techniques it was observed a fast dynamic corresponding to
diffusion inside a trap built by the polymer mesh with slower process corresponding to the long time diffusion on
macroscopic length scales [14]. It has also been found that water molecules jump randomly between trapping sites
on protein surfaces, giving rise to subdiffusion. At longer times the subdiffusive exponent gradually increases towards
normal diffusion due to a many-body volume-exclusion effect [15].
The intermittency of fast and slow processes as the one described by the globular proteins in a crowded environment
[14] can also be found in other scenarios. For instance, it has been reported that a proliferating, diffusing tumor within
different surrounding tissue conditions migrates not only by using normal diffusion, but also using combinations of
subdiffusion, superdiffusion, and even ballistic diffusion, with increasing mobility of the tumor cell when haptotaxis
2
and chemotaxis toward the host tissue surrounding the proliferative tumor are involved [16]. The cytoskeleton (CSK),
a crowded network of structural proteins that stabilizes cell shape and drives cell motions, displays spontaneous
subdiffusive bead motions at short times followed by superdiffusive motion at longer times. The intermittency of the
motions depended on both the approach to kinetic arrest and energy release due to ATP hydrolysis [17].
If we consider the protein’s diffusive transport on DNA in a wider perspective, i.e., not only considering the sliding
process, then we observe a whole range of normal and anomalous behavior. Using recent advances in single molecule
detection it has been observed that proteins diffusing along DNA follow different mechanisms, such as (i) random
collision, (ii) sliding, (iii) hopping, (iv) intersegmental transfer and (v) active translocation [18, 19]. While the
sliding can give rise to subdiffusive and normal diffusion behavior, the hopping is known in other systems to produce
superdiffusive behavior [20–23]. Additionally, intersegmental transfers can transport a protein from one site in the
DNA to another very distant from the original one [24–26], which can give rise to superdiffusive behavior.
Many of the complex systems in which these normal and anomalous diffusion processes take place form interaction
networks [27, 28]. For instance, DNA can be represented as a linear chain on which a protein is diffusing between
its nodes and edges. Therefore, here we consider the time and space generalization of the diffusion equation on
graphs/networks. We consider time-fractional derivatives, which account for nonlocality by time or dynamic memory
[29, 30], and long-range jumps in the graph/network through the d-path Laplacian operators [31–33]. We first define
the generalized diffusion equation (GDE), study the main properties of its solution and find analytically the conditions
for the existence of normal, sub- and superdiffusion. We also consider a time-varying GDE such that the three diffusive
regimes appear intermittently with time. Finally, we apply this approach to the study of the diffusion of a particle
through a linear chain representing a protein diffusing through DNA.
2.
PRELIMINARIES
Here we will use interchangeably the terms graph and network for G = (V, E), which in general will be connected
and undirected. If the number of nodes n = #V is infinite we then assume that G is locally finite (all vertices have
finite degree). Furthermore, let l2 (V ) be the Hilbert space of square-summable functions on V .
We begin by defining the d-path Laplacian operator on G. Let dist(v, w) be the length of the shortest path between
v and w, and let kd (v) be the d-path degree of the vertex v, defined by:
kd (v) = #{w ∈ V : dist(v, w) = d}.
(2.1)
Let f be a function acting over the set of vertices of G. Then, the d-path Laplacian operator Ld is defined by:
X
(Ld f )(v) =
(f (v) − f (w)).
(2.2)
w∈V :dist(v,w)=d
Let ev (w) be the orthonormal basis
ev (w) =
(
1 if w = v,
0 otherwise.
(2.3)
Then, we have
kd (v)
(Ld ev )(w) = −1
0
if w = v,
if dist(v, w) = d,
otherwise.
(2.4)
The Mellin-transformed d-path Laplacian is the following weighed sum of d-path Laplacians:
L̃(s) =
∆
X
Ld d−s ,
(2.5)
d=1
where ∆ is the diameter of the graph. This operator preserves several key properties of the graph Laplacian [31, 32]:
Lemma 1. The Mellin-transformed d-path Laplacian is positive semidefinite. Furthermore, let kd,max := max{kd (v) :
v ∈ V }. If kd,max ≤ Ck α , then L̃(s) is bounded for all s ∈ C with R(s) > α + 1.
3
When s → ∞, all non-unity entries of L̃(s) vanish and we have the standard graph Laplacian operator L. The
physical difference of the d-path Laplacian operator with the fractional powers of the standard Laplacian have been
analyzed in [34]. The standard diffusion equation on a graph is formulated on the basis of this operator as follows:
∂f (t)
= −DLf (t),f (0) = f0 ,
∂t
(2.6)
where D is the diffusion coefficient, hereafter taken always to be unity. This equation has the well-known solution:
f (t) = e−Lt f0 .
(2.7)
The function f (t) can be interpreted as a probability density function (pdf) of the position of a hypothetical diffusing
particle. Indeed, the diffusion equation ensures that several key properties of a pdf are satisfied: (i) If (f0 )n ≥ 0 ∀n,
the exponential operator P
e−Lt ensures that the time evolved pdf remains positive: (f (t))n ≥ 0 ∀n, t. (ii) If the initial
condition is normalized, ( n (f0 )nP= 1) then f (t) remains normalized for any t. This is because the diffusion equation
preserves the 1-norm k f (t) k1 := n fn (t):
!
X
X
X
X
X
d k f (t) k1
d X
Ljj fj −
Lij fj =
Lij fj = 0,
(2.8)
(Lf )i = −
Lij fj −
fi = −
=
dt
dt
j
i
i
i,j6=i
i,j6=i
i,j6=i
P
where we have used Ljj = − i6=j Lij . The above equation implies that k fi k1 (t) is constant, as previously stated.
When the diffusion equation is defined as before, the mean square displacement (MSD) hx2 i of the diffusive particle
scales linearly with time: hx2 i ∝ t, independently of the initial conditions and the diffusion coefficient. This is known
as normal diffusion in the literature. However, many physical systems display the so-called anomalous diffusion [5, 6],
where the MSD scales as a power law with time: hx2 i ∝ tγ . If γ < 1, the system is in a subdiffusive regime, whereas if
γ > 1, the system is in a superdiffusive regime. Moreover, in a normal diffusive regime the maximum of the probability
density function (pdf), fmax , decreases as fmax (t) ∝ t−0.5 , while in superdiffusive and subdiffusive ones it decays as
fmax (t) ∝ t−γ>0.5 and fmax (t) ∝ t−γ<0.5 , respectively. Similar decays exist also for the so-called Full Width at Half
Maximum (FWHM) of the pdf, namely FWHM ∝ tγ>0.5 and FWHM ∝ tγ<0.5 for super- and subdiffusive regimes.
3.
TIME AND SPACE GENERALIZED DIFFUSION ON GRAPHS/NETWORKS
Here we define a time and space generalized diffusion equation on graphs/networks in the following way. Let Dtα
be the Caputo fractional derivative and let L̃(s) be the Mellin-transformed d-path Laplacian operator on G. Then,
the generalized diffusion equation (GDE) is defined as
Dtα f (t) = −L̃(s)f (t),f (0) = f0 ,
(3.1)
where
Dtα f (t)
1
=
Γ(1 − α)
Z
t
0
f ′ (τ )
dτ ,
(t − τ )α
(3.2)
f ′ (τ ) denotes the usual derivative. Here, 0 < α ≤ 1 and 0 < s < ∞.
Obviously, when s → ∞, we have Dtα f (t) = −Lf (t), where L is the standard graph Laplacian. This equation
accounts for a time-fractional process only, without any spatial long-range jumps. On the other hand, when α = 1 we
get dfdt(t) = −L̃(s)f (t), which accounts for long-range spatial jumps in the graph as studied previously in [32].
Our first result is the general expression for the solution of the GDE defined before. We state this result in the
following.
Theorem 2. The solution of the GDE (3.1) is given by
f (t) = Eα (−L̃(s)tα )f0 ,
(3.3)
where Eα (...) is the Mittag-Leffler function of the corresponding matrix:
Eα (−L̃(s)tα ) =
∞
X
(−L̃(s)tα )j
j=0
Γ(αj + 1)
.
(3.4)
4
Proof. Let L̃(s) = U ΛU † , where Λ = diag(λ1 , ..., λn ) and U is a unitary matrix of eigenvectors of L̃(s). The dagger
symbol denotes the conjugate transpose. Thus:
Dtα f (t) = −U ΛU † f (t).
(3.5)
Defining y(t) = U † f (t), we obtain a set of decoupled fractional differential equations:
Dtα yi (t) = −λi yi (t),
†
yi (0) = (U f0 )i =: y0i .
(3.6)
(3.7)
Let us use the Laplace transform of this fractional differential equation, and using the properties L{Dtα y}(u) =
α−1
uα L{y}(u) − uα−1 y(0) as well as L{Eα (−atα )}(u) = uuα +a , we find the solution:
yi (t) = y0i Eα (−λi tα ).
(3.8)
Finally, we undo the change of basis y(t) = U † f (t) to obtain:
f (t) = Eα (−L̃(s)tα )f0 ,
(3.9)
where the definition of a matrix function g acting on a diagonalizable matrix A = U ΛU † is: g(A) = U g(Λ)U † , and
g(Λ) := diag(g(λi )).
A.
Analysis of different diffusive regimes
We now focus on understanding how the GDE can give rise to different diffusive regimes in a given graph. In
particular, we will focus here only in the one-dimensional case. For that, we will consider an infinite path graph, P∞ ,
which corresponds to the one-dimensional case. Anomalous diffusion in one-dimension has received much attention
in the literature [35–39] due to its practical relevance.
Let us start by defining the Fourier transform operator F and its inverse F −1 , respectively:
1 X
F{f }(k) = √
fn eink ,
(3.10)
2π n∈Z
Z π
1
e−imk g(k)dk.
(3.11)
(F −1 {g})m = √
2π −π
Let us first obtain the solution of the GDE for the P∞ graph.
Lemma 3. The fundamental solution of the GDE for the infinite path graph P∞ and initial condition fn (0) = f0 = δn0 ,
can be expressed as:
Z π
1
fm (t) =
dke−ikm Eα (−tα ls (k)),
(3.12)
2π −π
with
where ζ(s) =
P∞
1
k=1 ks
ls (k) = 2ζ(s) − Lis (eik ) − Lis (e−ik ),
P∞
n
is the Riemann zeta function and Lis (x) = n=1 xns is the polylogarithm.
(3.13)
Proof. The Fourier transform of the Mellin-transformed d-path Laplacian operator L̃(s) is [32]:
F{L̃(s)fn } = ls (k)F{fn },
(3.14)
F{f (t)} = F{Eα (−L̃(s)tα )f0 } = Eα (−ls (k)tα )F{f0 }.
(3.15)
therefore:
Using the inverse Fourier transform and substituting the initial condition fn (0) = (f0 )n = δn0 , we finally arrive at
the expression:
Z π
1
fm (t) =
dke−ikm Eα (−tα ls (k)).
(3.16)
2π −π
5
The time scaling of this expression is unclear, due to the polylogarithms inside the Mittag-Leffler function. However,
to determine the diffusive regime that the system exhibits, it is sufficient to characterize the behavior of the solution
in the limit of long times. Thus, we perform an asymptotic approximation, which is accounted for in the following
result.
Lemma 4. Let β > 0 and let l : [−π, π] → R be a continuous function satisfying:
l(k) > 0
f or k ∈ [−π, π]\0
l(k) ∼ c|k|
β
(3.17)
as k → 0
(3.18)
A(k)
with some c > 0. A(k) ∼ B(k) denotes that limk→0 B(k)
= 1. Then:
Z π
Z π
1
1
1
−ikm
α
−ikm
α
β
−1
α
β
√ Eα (−ct |k| )
e
Eα (−t l(k))dk →
e
Eα (−ct |k| )dk = F
2π −π
2π −π
2π
(3.19)
as t → ∞.
Proof. Let ǫ > 0 and let us decompose the Fourier transform integral into:
Z π
Z ǫ
Z
1
1
1
e−ikm Eα (−tα l(k))dk =
e−ikm Eα (−tα l(k))dk +
e−ikm Eα (−tα l(k))dk.
2π −π
2π −ǫ
2π [−π,−ǫ]∪[ǫ,π]
Let us take the limit ǫ → 0, so that the first integral becomes:
Z ǫ
Z ǫ
e−ikm Eα (−tα l(k))dk →
e−ikm Eα (−tα c|k|β )dk.
−ǫ
(3.20)
(3.21)
−ǫ
The second integral from (3.20) is negligible:
Z
[−π,−ǫ]∪[ǫ,π]
e−ikm Eα (−tα l(k))dk ≤
Z
Eα (−tα l(k))dk = 2
[−π,−ǫ]∪[ǫ,π]
Z
π
ǫ
Eα (−tα l(k))dk → 0 as
t → ∞. (3.22)
In particular, for a given ǫ, the integral is negligible whenever t ≫ l(ǫ)−1/α .
For identical reasons, the integral
Z
e−ikm Eα (−tα c|k|β )dk
(3.23)
[−π,−ǫ]∪[ǫ,π]
is also negligible when t → ∞. Thus, we can express the Fourier transform integral as:
Z π
Z π
1
1
1
e−ikm Eα (−tα l(k))dk →
e−ikm Eα (−tα c|k|β )dk = F −1 √ Eα (−tα c|k|β ) .
2π −π
2π −π
2π
Corollary 5. The solution of the GDE, when t → ∞, is given by:
Z π
1
1
α
β
−ikm
α
β
−1
√ Eα (−ct |k| ) ,
e
Eα (−ct |k| )dk = F
fm (t) =
2π −π
2π
(3.24)
(3.25)
with
β=
(
s−1
2
if 1 < s < 3,
if s > 3.
(3.26)
Proof. According to Theorem 6.5 of [32], the function ls (k) = 2ζ(s)−Lis (eik )−Lis (e−ik ) has the following asymptotics
as k → 0:
(
π
− Γ(s) cos
|k|s−1 if 1 < s < 3,
( sπ
2 )
ls (k) ∼
(3.27)
ζ(s − 2)k 2
if s > 3,
Moreover, ls (k) is continuous and fulfills ls (k) > 0 ∀k 6= 0, ls (0) = 0 ([32], Lemma 5.1). Thus, ls (k) fulfills the
hypotheses of Lemma 4, so its asymptotic approximation is given by eq. (3.19).
6
Equation (3.25) fully determines the solution of the GDE for long times. Unfortunately, the Fourier transform
cannot be solved in terms of elementary functions. Nevertheless, the time scaling can be obtained with the following
Theorem.
α
Theorem 6. The solution of the GDE f (t) has the asymptotic scaling with time f (t) ∝ t− β , as t → ∞.
Proof. Let us exploit the parity of the integrand in eq. (3.25) and expand the cosine into a power series, we obtain:
Z
X1Z π
1 π
(km)2j
fm (t) =
Eα (−ck β tα ).
(3.28)
dk cos(km)Eα (−ck β tα ) =
dk(−1)j
π 0
π
(2j)!
0
j
We perform the change of variables u = ck β tα and split the integration interval into two:
Z ∞
Z ∞
Z π
2j+1−β
2j+1−β
1
2j
β α
β
β
duu
duu
Eα (−u) −
Eα (−u) .
dkk Eα (−ck t ) =
2j+1
0
π β ctα
0
β(ctα ) β
(3.29)
π β ctα
The second integral is bounded by the constant e− 2 , as we will show now. For sufficiently big u, Eα (−u) < e−u
2j+1−β
u
and u β
< e 2 , so:
Z ∞
Z ∞
2j+1−β
u
π β ctα
Eα (−u)u β du <
(3.30)
e−u e 2 du = e− 2 .
π β ctα
π β ctα
β α
− π 2ct
approaches zero and thus the second integral from eq. (3.29) is negligible; therefore:
X (−1)j m2j
1
I0 (α, β) − αβ
m2 I1 (α, β) − 3α
1
β + ...
fm (t) =
t
t
I
(α,
β)
=
−
,
(3.31)
j
1
3
π (2j)! β(ctα ) 2j+1
πβ
2
β
cβ
cβ
j
In the limit t → ∞, e
R∞
2j+1−β
where Ij (α, β) = 0 duu β Eα (−u).
For large times and small m (i.e., in the central region), the dominant term in the sum is the one with the smallest
absolute value of the exponent of t; i.e., the term j = 0. Hence, the asymptotic scaling with time is
α
fm (t) ∝ t− β .
(3.32)
Additionally, let us find the scaling of two relevant observables: the height of the maximum of the pdf and the Full
Width at Half Maximum (FWHM).
Lemma 7. Theα maximum of the pdf, fmax , and FWHM fulfill the following asymptotic scaling laws in time:
i) fmax (t) ∝ t− β ,
α
ii) FWHM(t) ∝ t β
Proof. The proof of (i) is straightforward using eq. (3.31) for m = 0:
fmax (t) =
α
1 I0 (α, β) − αβ
∝ t− β .
t
1
πβ c β
(3.33)
α
To prove (ii), we make the rescaling m → mt β in eq. (3.25). The function f (m, t) becomes:
Z π
Z π
α
α
α
1
1
−α
−ikt β m
α
β
β
β
e
e−ik̃m Eα (−c|k̃|β )dk̃ = t− β f (m, 1),
Eα (−ct |k| )dk = t
f (mt , t) =
2π −π
2π −π
(3.34)
α
where k̃ = t β k. Let us apply this equation to find the scaling of the FWHM. Let ξ(t) be the position at which the
pdf reaches its Half Maximum at time t (i.e., the ”Half Width at Half Maximum”), so that FWHM(t) = 2ξ(t). The
(t)
FWHM can be determined through the equation f (ξ(t), t) = fmax
. Using the time scaling of the maximum obtained
2
in (i), we can express this as:
α
α
fmax (1)t− β
f (ξ(t), t) =
= f (ξ(1), 1)t− β .
2
(3.35)
α
Comparing this equation with the scaling relation (3.34), it follows that ξ(t) = ξ(1)t β , and thus:
α
FWHM ∝ t β .
(3.36)
7
FIG. 3.1: Phase diagram with the three possible diffusive regimes (superdiffusion, subdiffusion and standard
diffusion) as a function of the parameters α and s.
Remark: The MSD for processes with infinite variance of the step size distribution diverges [40, 41], unless the
step size distribution and the waiting time distribution are correlated [42]. This is a well-known limitation of Levy
flights and other stochastic processes that lead to superdiffusion [41]. Proposals of pseudo mean square displacements
that remain finite for superdiffusive processes have been made [5, 40], but their analytical calculation is far from trivial.
1
1
Let us now recall that for normal diffusion, the corresponding scaling laws are: i) f (t) ∝ t− 2 , ii) fmax (t) ∝ t− 2 ,and
1
iii) FWHM(t) ∝ t 2 . Let us focus here on the case 1 < s < 3, where β = s − 1. We find that the three scaling laws
predict the same location of the three possible diffusive regimes:
Standard diffusion: α =
Superdiffusion: α >
Subdiffusion: α <
s−1
2 .
s−1
2 .
s−1
2 .
For s > 3, β = 2, which implies that subdiffusion happens for any α ∈ (0, 1), and standard diffusion for α = 1. A
phase diagram with the different diffusive regimes can be found in Figure 3.1.
4.
TIME-DEPENDENT GENERALIZED DIFFUSIVE PROCESSES
Let us consider here a system in which the different diffusive regimes alternate with time. That is, a system in which
the diffusive particle behaves subdiffusively at a given time, then alternates with normal diffusion and superdiffusion
as the time goes on. These processes can alternate cyclically as we will see later on this work.
8
A.
Stepwise temporal dependence
The simplest way of achieving this is to let the parameter s depend on time. This idea was previously explored by
Allen-Perkins et al. [43] for the case of the d-path Laplacian operator. Let us define:
X
L̃(s(t)) =
Ld d−s(t) ,
(4.1)
(
s1 if t < tsw ,
(4.2)
s(t) =
s2 if t > tsw .
We have the following generalized diffusion equation:
Dtα f (t) = −L̃(s(t))f (t) , f (0) = f0 .
(4.3)
For a step-like s like eq. (4.2), one can split the system into two time-independent equations:
Dtα fA (t) = −L̃(s1 )fA (t)
Dtα fB (t)
= −L̃(s2 )fB (t)
if
t < tsw ,
(4.4)
if
t > tsw ,
(4.5)
with initial condition fA (0) = f0 . Then, expressing L̃(sq ) (q ∈ {A, B}) as L̃(sq ) = Uq Λq Uq† , where Uq are unitary and
Λq = diag((λq )i ), and defining yq = Uq† fq , we get a set of decoupled differential equations. The solution of each one
is:
(yq )i (t) = Eα (−(λq )i tα )(C̃q )i ,
(4.6)
where C̃q are integration constants. C̃A can be obtained using the initial condition fA (0) = f0 and C̃B is found
imposing the continuity of the function at t = tsw : fA (tsw ) = fB (tsw ). Undoing the change of basis induced by Uq† ,
we obtain the following solution in terms of matrix functions:
(
Eα (−L̃(s1 )tα )f0
if t ≤ tsw ,
f (t) =
(4.7)
α
α
−1
α
Eα (−L̃(s2 )t )(Eα (−L̃(s2 )tsw )) Eα (−L̃(s1 )tsw )f0
if t > tsw .
From now on, we assume that t > tsw . We express eq. (4.7) as:
f (t) = Eα (−L̃(s2 )tα )f1 ,
(4.8)
−1
where f1 (tsw ; s1 , s2 ) = Eα (−L̃(s2 )tα
Eα (−L̃(s1 )tα
sw )
sw )f0 . The introduction of f1 reduces the problem to a timeindependent expression, analogous to eq. (3.9), but with a different initial condition. The time-evolved system is
then
Z
1 X π
fm (t) =
dke−ik(m−n) Eα (−tα ls2 (k))(f1 )n → F −1 Eα (−c2 tα |k|β2 )F{f1 }(k)
(4.9)
2π n −π
as t → ∞, where we have used the asymptotic equivalence ls2 (k) ∼ c2 |k|β2 as k → 0 and Lemma 4. The time scaling
of the pdf can be calculated using the procedure from Theorem 6, obtaining:
fm (t) =
X (−1)j (m − n)2j
1
2j+1 Ij (α, β2 )(f1 )n ,
π
(2j)!
β2 (c2 tα ) β2
j,n
(4.10)
α
which confirms that the dominant time scaling is still t− β2 . In other words, the phase diagram from the previous
section remains unchanged: the system behaves asymptotically as if the Laplacian L(s1 ) had never affected the
dynamics.
B.
Periodic temporal alternancy
Consider the following time-dependent parameter s, with period T :
(
s1 if nT ≤ t < (n + 21 )T,
s(t) =
s2 if (n + 12 )T ≤ t < (n + 1)T,
(4.11)
9
where n ∈ N ∪ {0}. In order to obtain the full solution of the problem, let us define f (n) (t) as the restriction of f (t)
to t ∈ [nT, (n + 1)T ): f (n) (t) = f (t)|[nT,(n+1)T ) . To solve the problem, it suffices to find an expression for f (n) (t) for
arbitrary n.
Theorem 8. The solution of the GDE with a periodic parameter s(t) and initial condition f (0) = g0 is given by:
(
Eα (−L(s1 )tα )gn
if nT ≤ t < (n + 21 )T
f (n) (t) =
α
α
T
T
if (n + 12 )T ≤ t < (n + 1)T ,
Eα (−L(s2 )tα )(Eα (−L(s2 ) nT + 2 ))−1 Eα (−L(s1 ) nT + 2 )gn
(4.12)
where:
α
α
T
T
))−1 Eα (−L(s1 ) nT −
)gn−1 =
gn :=Eα (−L(s1 )(nT )α )−1 Eα (−L(s2 )(nT )α )(Eα (−L(s2 ) nT −
2
2
α
α
n
Y
T
T
−1
α −1
α
=
)) Eα (−L(s1 ) jT −
)g0 .
(4.13)
Eα (−L(s1 )(jT ) ) Eα (−L(s2 )(jT ) )(Eα (−L(s2 ) jT −
2
2
j=1
Proof. f (0) (t) is given by eq. (4.7), for tsw = T2 . The remaining f (n) (t) can be obtained by induction. Suppose f (n) (t)
is given by eq. (4.12). The solution to the GDE in the interval [(n + 1)T, (n + 2)T ) is:
(
Eα (−L(s1 )tα )C1
if (n + 1)T ≤ t < ((n + 23 )T ,
(n+1)
f
(t) =
(4.14)
Eα (−L(s2 )tα )C2
if (n + 32 )T ≤ t < (n + 2)T .
where C1 , C2 are integration constants.
Let us impose the continuity of the function at t = (n + 1)T and t = (n + 32 )T to obtain the values of the integration
constants:
C1 =Eα (−L(s1 )((n + 1)T )α )−1 Eα (−L(s2 )((n + 1)T )α )×
α
α
T
T
× (Eα (−L(s2 ) nT +
))−1 Eα (−L(s1 ) nT +
)gn = gn+1 ,
2
2
3
3
C2 =(Eα (−L(s2 )((n + )T )α )−1 Eα (−L(s1 )((n + )T )α )gn+1 .
2
2
(4.15)
(4.16)
This corresponds to eq. (4.12) for n → n + 1. Thus, by induction, expression (4.12) holds for any n.
α
The pdf given by (4.10) is still valid, with f1 = gn if nT ≤ t < ((n + 12 )T and f1 = (Eα (−L(s2 ) nT + T2 ))−1 ×
α
×Eα (−L(s1 ) nT + T2 )gn if (n + 12 )T ≤ t < (n + 1)T . This implies that the time scaling at time t depends only on
the parameter s of the system at that time. Consequently, the phase diagram of fig. 3.1 is valid, adapting s to the
Mellin transform parameter that acts at the desired time.
5.
GENERALIZED DIFFUSION ON A LINEAR CHAIN
We consider here the diffusion of a particle along a linear chain or path graph Pn . The motivation of these
simulations is provided by the diffusion of a protein along a DNA chain. We consider the double chains of DNA (see
Fig. 5.1 a) as the path graph Pn . In doing so, we consider a pair of DNA bases, one from the 5’ chain and another
from the 3’ chain, as a node of the path graph. The protein is then modeled as a particle diffusing on the linear chain.
We consider here that the protein can diffuse by a combination of the following mechanisms:
(i) one-dimensional diffusion or sliding, involving a random walk along the DNA without dissociation as illustrated
in Fig. 5.1 b;
(ii) jumping, where a protein moves over longer distances via dissociation and then rebinding at a distal location (see
Fig. 5.1 c);
(iii) intersegmental transfer, involving movement from one site to another via a looped intermediate (Fig. 5.1 d).
The first process gives rise to normal diffusion, but we consider that at certain DNA regions the protein makes a
longer exploration/repair which acts as a trap producing subdiffusive motion, which can be modeled by varying the
exponent α of the Caputo fractional derivative. The mechanisms (ii) and (iii) clearly represent long-jumps controlled
10
FIG. 5.1: (a) Representation of DNA chains and the transcription factor (TF). In the following panels DNA is
represented as a chain graph where every pair of bases is represented by a node and two pairs of consecutive nodes
are connected by an edge. (b-d) Different processes by which TF inspect and repair DNA: (b) sliding, (c) hopping
and (d) intersegmental transfer.
by the Mellin exponent in the transformed d-path Laplacian. We should remark that other approaches have been
reported in the literature to account for some aspects of the protein diffusion on DNA [44–46].
For the simulations we consider a path graph with N = 1001 nodes. We always take as initial condition fn (0) =
δn,501 , i.e., we locate all the diffusive particle at the center of the linear chain. To obtain the probability density
functions, we calculated eq. (3.3) using the algorithm from [47] for matrix Mittag-Leffler functions. We then fitted
the time evolution of the maximum of the pdf and FWHM to a power law tγ , and compared the numerical exponent
γ with the corresponding theoretical prediction. We have noticed that in the superdiffusive regime it is hard to
precisely quantify the MSD, since the asymptotic behavior is reached for large times and erratic behaviors can appear
in the transient regime (see [48] for a detailed discussion). Moreover, the FWHM method, while providing correct
predictions, introduces a higher degree of inaccuracy in the exponent γ. Because of this, we use the method of the
decay of the maximum to find the numerical exponent γ.
Our first target is to obtain a contour plot indicating how the exponent γ defining the type of diffusive regime
changes with the values of the model parameters α and s. The results are illustrated in Fig. 5.2. We recall that for
fmax (t) ∝ t−γ :
i) γ < 0.5 represents subdiffusion;
ii) γ = 0.5 represents normal diffusion;
iii) γ > 0.5 represents superdiffusion.
Therefore, we can see the curve with the value γ = 0.5 in the Fig. 5.2, which indicates the normal diffusion regime.
When we move towards the right-upper corner of the plot, i.e., s → ∞ and α → 1, we are moving to a regime
completely dominated by normal diffusion, which is represented by the standard graph diffusion equation. However,
it is remarkable that even with strong long-jumps, e.g., s ≈ 2, we can still find regions of normal diffusion if the
temporal memory parameter α is relatively small, e.g., α ≈ 0.6. Over this curve we are in a superdiffusive regime and
below it we are in the subdiffusive one. It is remarkable that there is an abrupt change of behavior at s = 3, which
matches the theoretical prediction that after this point the superdiffusive regime no longer exists. It can be seen that
for s < 3 the contour lines of γ abruptly decay, while for s > 3 they are almost parallel to the x-axis.
The main conclusion of this result is that, as proved analytically, the time and space GDE accounts for the three
different diffusive regimes that can be observed in the diffusion of a protein on DNA: subdiffusion, normal diffusion
and superdiffusion. In Fig. 5.3 we give an example of the time evolution of the diffusion of a particle along a linear
11
FIG. 5.2: Exponent γ as a function of the control parameters s and α. γ > 0.5 corresponds to superdiffusion and
γ < 0.5, to subdiffusion. The exponents γ were obtained by fitting the decay of the maximum to a power law. For
β
each pair (s, α), the time range used to measure this decay was t ∈ [0, 10 α ], where β is given by eq. (3.26).
chain of N = 1001 nodes. We use α = 0.5, s = 2.5, which according to the contour plot in Fig. 5.2, corresponds to
the subdiffusive regime. The value of γ calculated from the slope of the curve in Fig. 5.3 (b) is γ ≈ 0.33 ± 0.01 and
according to the one of Fig. 5.3 (c) is γ ≈ 0.31 ± 0.02. The analytical value is γ = 1/3.
We now turn our attention to the study of the time-varying GDE with periodic variation of the parameter s. We
consider that s oscillates between the values s1 = 200, and s2 = 2. That is, for a given values of α the particle starts
diffusing without long-jumps (s1 = 200). Then, after half a period of time it swaps to a regime where long-jumps are
allowed (s2 = 2), and the process is repeated cyclically. We first fix α = 0.5 and obtain the results illustrated in Fig.
5.4 (a). For 0 < t < 2 we have fmax (t) ≈ 0.3887t−0.1987 and for 2 < t < 4 we obtain fmax (t) ≈ 0.4381t−0.3982 . That is,
when α = 0.5 the diffusive particle oscillates between two subdiffusive regimes. In fact, the global fit of the process
is given by: fmax (t) ≈ 0.3671t−0.2472 , which is a clear signature of subdiffusion.
We now consider the case where s1 = 200 and s2 = 2 as before, but using α = 0.9 as illustrated in Fig. 5.4 (b).
Here, fmax (t) ≈ 0.3368t−0.3513 for 0 < t < 2 and fmax (t) ≈ 0.5108t−1.133 for 2 < t < 4. The global process has scaling
fmax (t) ≈ 0.2715t−0.4651 . That is, the global process is a subdiffusive regime, although the diffusive particle alternates
between a subdiffusive regime, i.e., γ ≈ −0.3513 for 0 < t < 2 , and a superdiffusive motion, γ ≈ −1.133 for 2 < t < 4.
The importance of this difference between the local temporal scale and the global one is revealed when we plot the
decay of fmax vs. t for both values of the fractional parameter α as illustrated in Fig. 5.5. As can be seen, the process
where α = 0.5 (blue circles) goes initially much faster than that where α = 0.9 (red triangles). Then, there is a time in
which the process with α = 0.9 is much faster than that with α = 0.5. In other words, the combination of subdiffusion
with superdiffusion, like when α = 0.9, allows the particle to make a slower initial exploration of a region of the linear
chain in comparison with a subdiffusive-subdiffusive exploration. Additionally, the subdiffusive-superdiffusive process
produces a faster global convergence of the process due to the long-jumps occurring in the superdiffusive regime.
Notice that the subdifusive-subdifusive regime is obtained when the fractional parameter is relatively small, which
correspond to systems with relatively large temporal memory. However, the subdiffusive-superdiffusive alternancy is
obtained when the temporal memory is relatively small. Translating these results to the case of a protein diffusing
along a DNA chain they mean that the alternant combination of sliding with jumping and/or intersegmental transfer
offer some important advances to the exploration of the DNA by the protein. In this case, the slow subdiffusive regime
12
Probability
0.3
0.2
0.1
0
480
500
520
Node
(a)
(b)
(c)
FIG. 5.3: Illustration of the time evolution of a diffusive particle on a path graph with N = 1001 nodes, using
α = 0.5, s = 2.5. The pdf is initially a delta distribution at the middle of the linear chain. (a) Probability density
function in the different nodes, for three different times: t = 1 (solid line),t = 10 (dashed line) and t = 100 (dotted
line). (b) Decay of the height of the maximum with time. (c) Increase of the FWHM as a function of time.
allows a detailed exploration of small DNA regions to find potential targets and the fast superdiffusive regimes allow
an exploration of vast regions of the DNA chain in relatively short times.
6.
CONCLUSIONS AND OUTLOOK
We have defined a time and space GDE on undirected graphs/networks. It uses a combination of fractional
derivatives and Mellin-transformed d-path Laplacian operator. We have found analytically the solution of this equation
and obtained the regions of the parametric space for which an infinite one-dimensional system displays, normal, suband superdiffusion. We have illustrated how this GDE can be applied to the study of the diffusion of proteins along
the one-dimensional structure of DNA, where the mechanisms of sliding, hopping and intersegmental transfer, may
give rise to normal, sub- and superdiffusive behaviors. We have also considered a GDE in which the parameters of
the model change with time allowing the temporal alternancy of the normal and anomalous diffusive regimes.
The current model is useful for any discrete system in which any combination of the normal and anomalous diffusive
regimes exists. The extension of this model to consider directed graphs, multigraphs and simplicial complexes can
be performed to extend the areas of application of this approach. Also important should be the analysis of networks
beyond the one-dimensional case presented here and to consider the influence of network topologies, e.g., smallworldness, scale-freeness, etc., on the diffusive dynamics. All in all we consider that this GDE will open new research
avenues in the study of dynamical processes on graphs/networks.
ACKNOWLEDGEMENT
FD-D and EE acknowledge support from the Spanish Agency of Research (AEI) through Maria de Maeztu Program
for units of Excellence in R&D (MDM-2017-0711). FD-D thanks finantial support MDM-2017-0711-20-2 funded by
MCIN/AEI/10.13039/50110 0 011033 and by FSE invierte en tu futuro. EE thanks Grant PID2019-107603GB-I00
by MCIN/AEI /10.13039/50110 0 011033.
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