@article{BauerGodecMetzler2014,
  author    = {Bauer, Maximilian and Godec, Aljaž and Metzler, Ralf},
  title     = {Diffusion of finite-size particles in two-dimensional channels with random wall configurations},
  series = {Physical chemistry, chemical physics : PCCP ; a journal of European chemical societies},
  volume    = {16},
  journal   = {Physical chemistry, chemical physics : PCCP ; a journal of European chemical societies},
  number    = {13},
  publisher = {RSC Publications},
  address   = {Cambridge},
  issn      = {1463-9084 (online)},
  doi       = {10.1039/C3CP55160A},
  pages     = {6118 -- 6128},
  year      = {2014},
  abstract  = {Diffusion of chemicals or tracer molecules through complex systems containing irregularly shaped channels is important in many applications. Most theoretical studies based on the famed Fick-Jacobs equation focus on the idealised case of infinitely small particles and reflecting boundaries. In this study we use numerical simulations to consider the transport of finite-size particles through asymmetrical two-dimensional channels. Additionally, we examine transient binding of the molecules to the channel walls by applying sticky boundary conditions. We consider an ensemble of particles diffusing in independent channels, which are characterised by common structural parameters. We compare our results for the long-time effective diffusion coefficient with a recent theoretical formula obtained by Dagdug and Pineda [J. Chem. Phys., 2012, 137, 024107].},
  language  = {en}
}
@article{BodrovaChechkinCherstvyetal.2015,
  author    = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Ultraslow scaled Brownian motion},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {17},
  journal   = {New journal of physics : the open-access journal for physics},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630 (print)},
  doi       = {10.1088/1367-2630/17/6/063038},
  pages     = {16},
  year      = {2015},
  abstract  = {We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form D(t) similar or equal to 1/t. For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In a harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the time averaged MSD does not converge to the regular MSD even at long times, and for unconfined motion combines a linear lag time dependence with a logarithmic term. The weakly non-ergodic behaviour is quantified in terms of the ergodicity breaking parameter. The USBM process is also shown to be ageing: observables of the system depend on the time gap between initiation of the test particle and start of the measurement of its motion. Our analytical results are shown to agree excellently with extensive computer simulations.},
  language  = {en}
}
@article{ChechkinZaidLomholtetal.2013,
  author    = {Chechkin, Aleksei V. and Zaid, I. M. and Lomholt, M. A. and Sokolov, I. M. and Metzler, Ralf},
  title     = {Bulk-mediated surface diffusion on a cylinder in the fast exchange limit},
  series = {Mathematical modelling of natural phenomena},
  volume    = {8},
  journal   = {Mathematical modelling of natural phenomena},
  number    = {2},
  publisher = {EDP Sciences},
  address   = {Les Ulis},
  issn      = {0973-5348 (print)},
  doi       = {10.1051/mmnp/20138208},
  pages     = {114 -- 126},
  year      = {2013},
  abstract  = {In various biological systems and small scale technological applications particles transiently bind to a cylindrical surface. Upon unbinding the particles diffuse in the vicinal bulk before rebinding to the surface. Such bulk-mediated excursions give rise to an effective surface translation, for which we here derive and discuss the dynamic equations, including additional surface diffusion. We discuss the time evolution of the number of surface-bound particles, the effective surface mean squared displacement, and the surface propagator. In particular, we observe sub- and superdiffusive regimes. A plateau of the surface mean-squared displacement reflects a stalling of the surface diffusion at longer times. Finally, the corresponding first passage problem for the cylindrical geometry is analysed.},
  language  = {en}
}
@article{CherstvyChechkinMetzler2014,
  author    = {Cherstvy, Andrey G. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Particle invasion, survival, and non-ergodicity in 2D diffusion processes with space-dependent diffusivity},
  series = {Soft matter},
  volume    = {2014},
  journal   = {Soft matter},
  number    = {10},
  publisher = {Royal Society of Chemistry},
  issn      = {2046-2069 (online)},
  doi       = {10.1039/c3sm52846d},
  pages     = {1591 -- 1601},
  year      = {2014},
  abstract  = {We study the thermal Markovian diffusion of tracer particles in a 2D medium with spatially varying diffusivity D(r), mimicking recently measured, heterogeneous maps of the apparent diffusion coefficient in biological cells. For this heterogeneous diffusion process (HDP) we analyse the mean squared displacement (MSD) of the tracer particles, the time averaged MSD, the spatial probability density function, and the first passage time dynamics from the cell boundary to the nucleus. Moreover we examine the non-ergodic properties of this process which are important for the correct physical interpretation of time averages of observables obtained from single particle tracking experiments. From extensive computer simulations of the 2D stochastic Langevin equation we present an in-depth study of this HDP. In particular, we find that the MSDs along the radial and azimuthal directions in a circular domain obey anomalous and Brownian scaling, respectively. We demonstrate that the time averaged MSD stays linear as a function of the lag time and the system thus reveals a weak ergodicity breaking. Our results will enable one to rationalise the diffusive motion of larger tracer particles such as viruses or submicron beads in biological cells.},
  language  = {en}
}
@article{CherstvyChechkinMetzler2014,
  author    = {Cherstvy, Andrey G. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Ageing and confinement in non-ergodic heterogeneous diffusion processes},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {47},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {48},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113 (print)},
  doi       = {10.1088/1751-8113/47/48/485002},
  pages     = {18},
  year      = {2014},
  abstract  = {We study the effects of ageing-the time delay between initiation of the physical process at t = 0 and start of observation at some time t(a) > 0-and spatial confinement on the properties of heterogeneous diffusion processes (HDPs) with deterministic power-law space-dependent diffusivities, D(x) = D-0 vertical bar x vertical bar(alpha). From analysis of the ensemble and time averaged mean squared displacements and the ergodicity breaking parameter quantifying the inherent degree of irreproducibility of individual realizations of the HDP we obtain striking similarities to ageing subdiffusive continuous time random walks with scale-free waiting time distributions. We also explore how both processes can be distinguished. For confined HDPs we study the long-time saturation of the ensemble and time averaged particle displacements as well as the magnitude of the inherent scatter of time averaged displacements and contrast the outcomes to the results known for other anomalous diffusion processes under confinement.},
  language  = {en}
}
@article{DieterichKlagesChechkin2015,
  author    = {Dieterich, Peter and Klages, Rainer and Chechkin, Aleksei V.},
  title     = {Fluctuation relations for anomalous dynamics generated by time-fractional Fokker-Planck equations},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {17},
  journal   = {New journal of physics : the open-access journal for physics},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630 (print)},
  doi       = {10.1088/1367-2630/17/7/075004},
  pages     = {14},
  year      = {2015},
  abstract  = {Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations (FRs). As prototypes we study three variants of a generic time-fractional Fokker-Planck equation with constant force. Type A generates superdiffusion, type B subdiffusion and type C both super-and subdiffusion depending on parameter variation. Furthermore type C obeys a fluctuation-dissipation relation whereas A and B do not. We calculate analytically the position PDFs for all three cases and explore numerically their strongly non-Gaussian shapes. While for type C we obtain the conventional transient work FR, type A and type B both yield deviations by featuring a coefficient that depends on time and by a nonlinear dependence on the work. We discuss possible applications of these types of dynamics and FRs to experiments.},
  language  = {en}
}
@article{GhoshCherstvyMetzler2014,
  author    = {Ghosh, Surya K. and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Non-universal tracer diffusion in crowded media of non-inert obstacles},
  series = {Physical Chemistry Chemical Physics},
  volume    = {3},
  journal   = {Physical Chemistry Chemical Physics},
  number    = {17},
  editor    = {Metzler, Ralf},
  publisher = {The Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  pages     = {1847 -- 1858},
  year      = {2014},
  abstract  = {We study the diffusion of a tracer particle, which moves in continuum space between a lattice of excluded volume, immobile non-inert obstacles. In particular, we analyse how the strength of the tracer-obstacle interactions and the volume occupancy of the crowders alter the diffusive motion of the tracer. From the details of partitioning of the tracer diffusion modes between trapping states when bound to obstacles and bulk diffusion, we examine the degree of localisation of the tracer in the lattice of crowders. We study the properties of the tracer diffusion in terms of the ensemble and time averaged mean squared displacements, the trapping time distributions, the amplitude variation of the time averaged mean squared displacements, and the non-Gaussianity parameter of the diffusing tracer. We conclude that tracer-obstacle adsorption and binding triggers a transient anomalous diffusion. From a very narrow spread of recorded individual time averaged trajectories we exclude continuous type random walk processes as the underlying physical model of the tracer diffusion in our system. For moderate tracer-crowder attraction the motion is found to be fully ergodic, while at stronger attraction strength a transient disparity between ensemble and time averaged mean squared displacements occurs. We also put our results into perspective with findings from experimental single-particle tracking and simulations of the diffusion of tagged tracers in dense crowded suspensions. Our results have implications for the diffusion, transport, and spreading of chemical components in highly crowded environments inside living cells and other structured liquids.},
  language  = {en}
}
@article{GodecBauerMetzler2014,
  author    = {Godec, Aljaz and Bauer, Maximilian and Metzler, Ralf},
  title     = {Collective dynamics effect transient subdiffusion of inert tracers in flexible gel networks},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {16},
  journal   = {New journal of physics : the open-access journal for physics},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630 (print)},
  doi       = {10.1088/1367-2630/16/9/092002},
  pages     = {13},
  year      = {2014},
  abstract  = {Based on extensive Brownian dynamics simulations we study the thermal motion of a tracer bead in a cross-linked, flexible gel in the limit when the tracer particle size is comparable to or even larger than the equilibrium mesh size of the gel. The analysis of long individual trajectories of the tracer demonstrates the existence of pronounced transient anomalous diffusion. From the time averaged mean squared displacement and the time averaged van Hove correlation functions we elucidate the many-body origin of the non-Brownian tracer bead dynamics. Our results shed new light onto the ongoing debate over the physical origin of steric tracer interactions with structured environments.},
  language  = {en}
}
@article{GodecChechkinBarkaietal.2014,
  author    = {Godec, Aljaz and Chechkin, Aleksei V. and Barkai, Eli and Kantz, Holger and Metzler, Ralf},
  title     = {Localisation and universal fluctuations in ultraslow diffusion processes},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {47},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {49},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113 (print)},
  doi       = {10.1088/1751-8113/47/49/492002},
  pages     = {10},
  year      = {2014},
  abstract  = {We study ultraslow diffusion processes with logarithmic mean squared displacement (MSD) < x(2)(t)> similar or equal to log(gamma)t. Comparison of annealed (renewal) continuous time random walks (CTRWs) with logarithmic waiting time distribution psi(tau) similar or equal to 1/(tau log(1+gamma)tau) and Sinai diffusion in quenched random landscapes reveals striking similarities, despite the great differences in their physical nature. In particular, they exhibit a weakly non-ergodic disparity of the time-averaged and ensemble-averaged MSDs. Remarkably, for the CTRW we observe that the fluctuations of time averages become universal, with an exponential suppression of mobile trajectories. We discuss the fundamental connection between the Golosov localization effect and non-ergodicity in the sense of the disparity between ensemble-averaged MSD and time-averaged MSD.},
  language  = {en}
}
@article{GuggenbergerPagniniVojtaetal.2019,
  author    = {Guggenberger, Tobias and Pagnini, Gianni and Vojta, Thomas and Metzler, Ralf},
  title     = {Fractional Brownian motion in a finite interval},
  series = {New Journal of Physics},
  volume    = {21},
  journal   = {New Journal of Physics},
  publisher = {Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics},
  address   = {Bad Honnef und London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ab075f},
  pages     = {13},
  year      = {2019},
  abstract  = {Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite interval with reflecting boundary conditions. The probability density function of this reflected FBM at long times converges to a stationary distribution showing distinct deviations from the fully flat distribution of amplitude 1/L in an interval of length L found for reflected normal Brownian motion. While for superdiffusion, corresponding to a mean squared displacement (MSD) 〈X² (t)〉 ⋍ tᵅ with 1 < α < 2, the probability density function is lowered in the centre of the interval and rises towards the boundaries, for subdiffusion (0 < α < 1) this behaviour is reversed and the particle density is depleted close to the boundaries. The MSD in these cases at long times converges to a stationary value, which is, remarkably, monotonically increasing with the anomalous diffusion exponent α. Our a priori surprising results may have interesting consequences for the application of FBM for processes such as molecule or tracer diffusion in the confines of living biological cells or organelles, or other viscoelastic environments such as dense liquids in microfluidic chambers.},
  language  = {en}
}