
Tamás Vicsek
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Marcellof Buiatti M Buiatti
Università degli Studi di Firenze (University of Florence)
Rafal Dunin-Borkowski
Technical University of Denmark (DTU)
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Papers by Tamás Vicsek
of self-ordered motion in systems of particles with biologically motivated interaction. In our model
particles are driven with a constant absolute velocity and at each time step assume the average direction
of motion of the particles in their neighborhood with some random perturbation (g) added. We present
numerical evidence that this model results in a kinetic phase transition from no transport (zero average
velocity, ~v, ( = 0) to finite net transport through spontaneous symmetry breaking of the rotational
symmetry. The transition is continuous, since ~v, ~ is found to scale as (71, —g)t with p = 0.45.
motion — being one of the most common and spectacular manifestation of coordinated
behavior. Our aim is to provide a balanced discussion of the various facets of this highly
multidisciplinary field, including experiments, mathematical methods and models for
simulations, so that readers with a variety of background could get both the basics and
a broader, more detailed picture of the field. The observations we report on include
systems consisting of units ranging from macromolecules through metallic rods and
robots to groups of animals and people. Some emphasis is put on models that are simple
and realistic enough to reproduce the numerous related observations and are useful for
developing concepts for a better understanding of the complexity of systems consisting
of many simultaneously moving entities. As such, these models allow the establishing of
a few fundamental principles of flocking. In particular, it is demonstrated, that in spite of
considerable differences, a number of deep analogies exist between equilibrium statistical
physics systems and those made of self-propelled (in most cases living) units. In both cases
only a few well defined macroscopic/collective states occur and the transitions between
Preface
5
Introduction
7
1 Basic concepts (T. Vicsek)
11
1.1 Fluctuations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.1.1 Noise versus fluctuations . . . . . . . . . . . . . . . . . . . . . 13
1.1.2 Molecular motors driven by noise and fluctuations . . . . . . . 14
1.2 Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.2.1 Critical behaviour . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.2.2 Scaling of event sizes: Avalanches . . . . . . . . . . . . . . . . 17
1.2.3 Scaling of patterns and sequences: Fractals . . . . . . . . . . . 19
1.2.4 Scaling in group motion: Flocks . . . . . . . . . . . . . . . . . 22
2 Introduction to complex patterns, fluctuations and scaling 25
2.1 Fractal geometry (T. Vicsek) . . . . . . . . . . . . . . . . . . . . . .
. 26
2.1.1 Fractals as mathematical and biological objects . . . . . . . . 27
2.1.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.1.3 Useful rules . . . . . . . . . . . . . . . . . . . . . . . . . .
. . 31
2.1.4 Self-similar and self-affine fractals . . . . . . . . . . . . . . . . 33
2.1.5 Multifractals . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.1.6 Methods for determining fractal dimensions . . . . . . . . . . 36
2.2 Stochastic processes (I. Der´´enyi) . . . . . . . . . . . . . . . . . . . . 39
2.2.1 The physics of microscopic objects . . . . . . . . . . . . . . . 39
2.2.2 Kramers formula and Arrhenius law . . . . . . . . . . . . . . 41
2.3 Continuous phase transitions (Z. Csah´´ok) . . . . . . . . . . . . . . . . 43
2.3.1 The Potts model . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.3.2 Mean-field approximation . . . . . . . . . . . . . . . . . . . . 46
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1
2
CONTENTS
3 Self-organised criticality (SOC) (Z. Csah´ok) 53
3.1 SOC model . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . 54
3.2 Applications in biology . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.2.1 SOC model of evolution . . . . . . . . . . . . . . . . . . . . . 56
3.2.2 SOC in lung inflation . . . . . . . . . . . . . . . . . . . . . . . 62
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
4 Patterns and correlations
67
4.1 Bacterial colonies (A. Czir´ok) . . . . . . . . . . . . . . . . . . . . . . 67
4.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
4.1.2 Bacteria in colonies . . . . . . . . . . . . . . . . . . . . . . . .
68
4.1.3 Compact morphology . . . . . . . . . . . . . . . . . . . . . . . 75
4.1.4 Branching morphology . . . . . . . . . . . . . . . . . . . . . . 86
4.1.5 Chiral and rotating colonies . . . . . . . . . . . . . . . . . . . 104
4.2 Statistical analysis of DNA sequences (T. Vicsek) . . . . . . . . . . . 112
4.2.1 DNA walk . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. 113
4.2.2 Word frequency analysis . . . . . . . . . . . . . . . . . . . . . 117
4.2.3 Vector space techniques . . . . . . . . . . . . . . . . . . . . . 117
4.3 Analysis of brain electrical activity: the dimensional complexity of the electroencephalogram
(M. Moln´ar) . . . . . . . . . . . . . . . . . . . 120
4.3.1 Neurophysiological basis of the electroencephalogram and event- related potentials . . .
. . . . . . . . . . . . . . . . . . . . . . 120
4.3.2 Linear and non-linear methods for the analysis of the EEG . . 122
4.3.3 Examples for the application of PD2 to EEG and ERP analysis 125
4.3.4 Dimensional analysis of ERPs . . . . . . . . . . . . . . . . . . 128
4.3.5 Clinical applications . . . . . . . . . . . . . . . . . . . . . . . 132
4.3.6 Concluding remarks . . . . . . . . . . . . . . . . . . . . . . . . 135
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
5 Microscopic mechanisms of biological motion (I. Der´enyi, T. Vicsek) 147
5.1 Characterisation of motor proteins . . . . . . . . . . . . . . . . . . . 147
5.1.1 Cytoskeleton . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.1.2 Muscle contraction . . . . . . . . . . . . . . . . . . . . . . . . 151
5.1.3 Rotary motors . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
5.1.4 Motility assay . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5.2 Fluctuation driven transport . . . . . . . . . . . . . . . . . . . . . . . 160
5.2.1 Basic ratchet models . . . . . . . . . . . . . . . . . . . . . . . 162
5.2.2 Brief overview of the models . . . . . . . . . . . . . . . . . . . 163
5.2.3 Illustration of the second law of thermodynamics . . . . . . . 164
CONTENTS
3
5.3 Realistic models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
5.3.1 Kinesin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
5.3.2 Myosin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
5.3.3 ATP synthase . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
5.4 Collective effects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
5.4.1 Finite sized particles in a “rocking ratchet” . . . . . . . . . . . 192
5.4.2 Finite sized particles in a “flashing ratchet” . . . . . . . . . . 199
5.4.3 Collective behaviour of rigidly attached particles . . . . . . . . 205
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
6 Collective motion
217
6.1 Flocking: collective motion of self-propelled particles (A. Czir´ok, T. Vicsek) . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 217
6.1.1 Models and simulations . . . . . . . . . . . . . . . . . . . . . . 218
6.1.2 Scaling properties . . . . . . . . . . . . . . . . . . . . . . . . . 219
6.1.3 Further variants of SPP models . . . . . . . . . . . . . . . . . 228
6.1.4 Mean-field theory for lattice models . . . . . . . . . . . . . . . 234
6.1.5 Continuum equations for the 1d system . . . . . . . . . . . . . 240
6.1.6 Hydrodynamic formulation for 2D . . . . . . . . . . . . . . . . 247
6.1.7 The existence of long-range order . . . . . . . . . . . . . . . . 251
6.2 Correlated Motion of Pedestrians (D. Helbing, P. Molna´r) . . . . . . 254
6.2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
6.2.2 Pedestrian Dynamics . . . . . . . . . . . . . . . . . . . . . . . 255
6.2.3 Trail Formation . . . . . . . . . . . . . . . . . . . . . . . . . . 275
6.2.4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
of self-ordered motion in systems of particles with biologically motivated interaction. In our model
particles are driven with a constant absolute velocity and at each time step assume the average direction
of motion of the particles in their neighborhood with some random perturbation (g) added. We present
numerical evidence that this model results in a kinetic phase transition from no transport (zero average
velocity, ~v, ( = 0) to finite net transport through spontaneous symmetry breaking of the rotational
symmetry. The transition is continuous, since ~v, ~ is found to scale as (71, —g)t with p = 0.45.
motion — being one of the most common and spectacular manifestation of coordinated
behavior. Our aim is to provide a balanced discussion of the various facets of this highly
multidisciplinary field, including experiments, mathematical methods and models for
simulations, so that readers with a variety of background could get both the basics and
a broader, more detailed picture of the field. The observations we report on include
systems consisting of units ranging from macromolecules through metallic rods and
robots to groups of animals and people. Some emphasis is put on models that are simple
and realistic enough to reproduce the numerous related observations and are useful for
developing concepts for a better understanding of the complexity of systems consisting
of many simultaneously moving entities. As such, these models allow the establishing of
a few fundamental principles of flocking. In particular, it is demonstrated, that in spite of
considerable differences, a number of deep analogies exist between equilibrium statistical
physics systems and those made of self-propelled (in most cases living) units. In both cases
only a few well defined macroscopic/collective states occur and the transitions between
Preface
5
Introduction
7
1 Basic concepts (T. Vicsek)
11
1.1 Fluctuations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.1.1 Noise versus fluctuations . . . . . . . . . . . . . . . . . . . . . 13
1.1.2 Molecular motors driven by noise and fluctuations . . . . . . . 14
1.2 Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.2.1 Critical behaviour . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.2.2 Scaling of event sizes: Avalanches . . . . . . . . . . . . . . . . 17
1.2.3 Scaling of patterns and sequences: Fractals . . . . . . . . . . . 19
1.2.4 Scaling in group motion: Flocks . . . . . . . . . . . . . . . . . 22
2 Introduction to complex patterns, fluctuations and scaling 25
2.1 Fractal geometry (T. Vicsek) . . . . . . . . . . . . . . . . . . . . . .
. 26
2.1.1 Fractals as mathematical and biological objects . . . . . . . . 27
2.1.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.1.3 Useful rules . . . . . . . . . . . . . . . . . . . . . . . . . .
. . 31
2.1.4 Self-similar and self-affine fractals . . . . . . . . . . . . . . . . 33
2.1.5 Multifractals . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.1.6 Methods for determining fractal dimensions . . . . . . . . . . 36
2.2 Stochastic processes (I. Der´´enyi) . . . . . . . . . . . . . . . . . . . . 39
2.2.1 The physics of microscopic objects . . . . . . . . . . . . . . . 39
2.2.2 Kramers formula and Arrhenius law . . . . . . . . . . . . . . 41
2.3 Continuous phase transitions (Z. Csah´´ok) . . . . . . . . . . . . . . . . 43
2.3.1 The Potts model . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.3.2 Mean-field approximation . . . . . . . . . . . . . . . . . . . . 46
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1
2
CONTENTS
3 Self-organised criticality (SOC) (Z. Csah´ok) 53
3.1 SOC model . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . 54
3.2 Applications in biology . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.2.1 SOC model of evolution . . . . . . . . . . . . . . . . . . . . . 56
3.2.2 SOC in lung inflation . . . . . . . . . . . . . . . . . . . . . . . 62
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
4 Patterns and correlations
67
4.1 Bacterial colonies (A. Czir´ok) . . . . . . . . . . . . . . . . . . . . . . 67
4.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
4.1.2 Bacteria in colonies . . . . . . . . . . . . . . . . . . . . . . . .
68
4.1.3 Compact morphology . . . . . . . . . . . . . . . . . . . . . . . 75
4.1.4 Branching morphology . . . . . . . . . . . . . . . . . . . . . . 86
4.1.5 Chiral and rotating colonies . . . . . . . . . . . . . . . . . . . 104
4.2 Statistical analysis of DNA sequences (T. Vicsek) . . . . . . . . . . . 112
4.2.1 DNA walk . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. 113
4.2.2 Word frequency analysis . . . . . . . . . . . . . . . . . . . . . 117
4.2.3 Vector space techniques . . . . . . . . . . . . . . . . . . . . . 117
4.3 Analysis of brain electrical activity: the dimensional complexity of the electroencephalogram
(M. Moln´ar) . . . . . . . . . . . . . . . . . . . 120
4.3.1 Neurophysiological basis of the electroencephalogram and event- related potentials . . .
. . . . . . . . . . . . . . . . . . . . . . 120
4.3.2 Linear and non-linear methods for the analysis of the EEG . . 122
4.3.3 Examples for the application of PD2 to EEG and ERP analysis 125
4.3.4 Dimensional analysis of ERPs . . . . . . . . . . . . . . . . . . 128
4.3.5 Clinical applications . . . . . . . . . . . . . . . . . . . . . . . 132
4.3.6 Concluding remarks . . . . . . . . . . . . . . . . . . . . . . . . 135
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
5 Microscopic mechanisms of biological motion (I. Der´enyi, T. Vicsek) 147
5.1 Characterisation of motor proteins . . . . . . . . . . . . . . . . . . . 147
5.1.1 Cytoskeleton . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.1.2 Muscle contraction . . . . . . . . . . . . . . . . . . . . . . . . 151
5.1.3 Rotary motors . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
5.1.4 Motility assay . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5.2 Fluctuation driven transport . . . . . . . . . . . . . . . . . . . . . . . 160
5.2.1 Basic ratchet models . . . . . . . . . . . . . . . . . . . . . . . 162
5.2.2 Brief overview of the models . . . . . . . . . . . . . . . . . . . 163
5.2.3 Illustration of the second law of thermodynamics . . . . . . . 164
CONTENTS
3
5.3 Realistic models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
5.3.1 Kinesin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
5.3.2 Myosin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
5.3.3 ATP synthase . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
5.4 Collective effects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
5.4.1 Finite sized particles in a “rocking ratchet” . . . . . . . . . . . 192
5.4.2 Finite sized particles in a “flashing ratchet” . . . . . . . . . . 199
5.4.3 Collective behaviour of rigidly attached particles . . . . . . . . 205
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
6 Collective motion
217
6.1 Flocking: collective motion of self-propelled particles (A. Czir´ok, T. Vicsek) . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . 217
6.1.1 Models and simulations . . . . . . . . . . . . . . . . . . . . . . 218
6.1.2 Scaling properties . . . . . . . . . . . . . . . . . . . . . . . . . 219
6.1.3 Further variants of SPP models . . . . . . . . . . . . . . . . . 228
6.1.4 Mean-field theory for lattice models . . . . . . . . . . . . . . . 234
6.1.5 Continuum equations for the 1d system . . . . . . . . . . . . . 240
6.1.6 Hydrodynamic formulation for 2D . . . . . . . . . . . . . . . . 247
6.1.7 The existence of long-range order . . . . . . . . . . . . . . . . 251
6.2 Correlated Motion of Pedestrians (D. Helbing, P. Molna´r) . . . . . . 254
6.2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
6.2.2 Pedestrian Dynamics . . . . . . . . . . . . . . . . . . . . . . . 255
6.2.3 Trail Formation . . . . . . . . . . . . . . . . . . . . . . . . . . 275
6.2.4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287