@article{AbdolvahabMetzlerEjtehadi2011,
  author    = {Abdolvahab, Rouhollah Haji and Metzler, Ralf and Ejtehadi, Mohammad Reza},
  title     = {First passage time distribution of chaperone driven polymer translocation through a nanopore homopolymer and heteropolymer cases},
  series = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  volume    = {135},
  journal   = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  number    = {24},
  publisher = {American Institute of Physics},
  address   = {Melville},
  issn      = {0021-9606},
  doi       = {10.1063/1.3669427},
  pages     = {8},
  year      = {2011},
  abstract  = {Combining the advection-diffusion equation approach with Monte Carlo simulations we study chaperone driven polymer translocation of a stiff polymer through a nanopore. We demonstrate that the probability density function of first passage times across the pore depends solely on the Peclet number, a dimensionless parameter comparing drift strength and diffusivity. Moreover it is shown that the characteristic exponent in the power-law dependence of the translocation time on the chain length, a function of the chaperone-polymer binding energy, the chaperone concentration, and the chain length, is also effectively determined by the Peclet number. We investigate the effect of the chaperone size on the translocation process. In particular, for large chaperone size, the translocation progress and the mean waiting time as function of the reaction coordinate exhibit pronounced sawtooth-shapes. The effects of a heterogeneous polymer sequence on the translocation dynamics is studied in terms of the translocation velocity, the probability distribution for the translocation progress, and the monomer waiting times. (C) 2011 American Institute of Physics.},
  language  = {en}
}
@article{AdamcikJeonKarczewskietal.2012,
  author    = {Adamcik, Jozef and Jeon, Jae-Hyung and Karczewski, Konrad J. and Metzler, Ralf and Dietler, Giovanni},
  title     = {Quantifying supercoiling-induced denaturation bubbles in DNA},
  series = {Soft matter},
  volume    = {8},
  journal   = {Soft matter},
  number    = {33},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1744-683X},
  doi       = {10.1039/c2sm26089a},
  pages     = {8651 -- 8658},
  year      = {2012},
  abstract  = {In both eukaryotic and prokaryotic DNA sequences of 30-100 base-pairs rich in AT base-pairs have been identified at which the double helix preferentially unwinds. Such DNA unwinding elements are commonly associated with origins for DNA replication and transcription, and with chromosomal matrix attachment regions. Here we present a quantitative study of local DNA unwinding based on extensive single DNA plasmid imaging. We demonstrate that long-lived single-stranded denaturation bubbles exist in negatively supercoiled DNA, at the expense of partial twist release. Remarkably, we observe a linear relation between the degree of supercoiling and the bubble size, in excellent agreement with statistical modelling. Furthermore, we obtain the full distribution of bubble sizes and the opening probabilities at varying salt and temperature conditions. The results presented herein underline the important role of denaturation bubbles in negatively supercoiled DNA for biological processes such as transcription and replication initiation in vivo.},
  language  = {en}
}
@article{AkimotoCherstvyMetzler2018,
  author    = {Akimoto, Takuma and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Ergodicity, rejuvenation, enhancement, and slow relaxation of diffusion in biased continuous-time random walks},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {98},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {2},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2470-0045},
  doi       = {10.1103/PhysRevE.98.022105},
  pages     = {6},
  year      = {2018},
  abstract  = {Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we report on an interesting phenomenon for the enhancement of diffusion by the start of the measurement in a random energy landscape. When the variance of the waiting time diverges, in contrast to the bias-free case, the dynamics with bias becomes superdiffusive. In the superdiffusive regime, we find a distinct initial ensemble dependence of the diffusivity. Moreover, the diffusivity can be increased by the aging time when the initial ensemble is not in equilibrium. We show that the time-averaged variance converges to the corresponding ensemble-averaged variance; i.e., ergodicity is preserved. However, trajectory-to-trajectory fluctuations of the time-averaged variance decay unexpectedly slowly. Our findings provide a rejuvenation phenomenon in the superdiffusive regime, that is, the diffusivity for a nonequilibrium initial ensemble gradually increases to that for an equilibrium ensemble when the start of the measurement is delayed.},
  language  = {en}
}
@article{AwadMetzler2020,
  author    = {Awad, Emad and Metzler, Ralf},
  title     = {Crossover dynamics from superdiffusion to subdiffusion},
  series = {Fractional calculus and applied analysis : an international journal for theory and applications},
  volume    = {23},
  journal   = {Fractional calculus and applied analysis : an international journal for theory and applications},
  number    = {1},
  publisher = {De Gruyter},
  address   = {Berlin ; Boston},
  issn      = {1311-0454},
  doi       = {10.1515/fca-2020-0003},
  pages     = {55 -- 102},
  year      = {2020},
  abstract  = {The Cattaneo or telegrapher's equation describes the crossover from initial ballistic to normal diffusion. Here we study and survey time-fractional generalisations of this equation that are shown to produce the crossover of the mean squared displacement from superdiffusion to subdiffusion. Conditional solutions are derived in terms of Fox H-functions and the dth-order moments as well as the diffusive flux of the different models are derived. Moreover, the concept of the distribution-like is proposed as an alternative to the probability density function.},
  language  = {en}
}
@article{AwadMetzler2022,
  author    = {Awad, Emad and Metzler, Ralf},
  title     = {Closed-form multi-dimensional solutions and asymptotic behaviours for subdiffusive processes with crossovers: II. Accelerating case},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {55},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {20},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8121/ac5a90},
  pages     = {29},
  year      = {2022},
  abstract  = {Anomalous diffusion with a power-law time dependence vertical bar R vertical bar(2)(t) similar or equal to t(alpha i) of the mean squared displacement occurs quite ubiquitously in numerous complex systems. Often, this anomalous diffusion is characterised by crossovers between regimes with different anomalous diffusion exponents alpha(i). Here we consider the case when such a crossover occurs from a first regime with alpha(1) to a second regime with alpha(2) such that alpha(2) > alpha(1), i.e., accelerating anomalous diffusion. A widely used framework to describe such crossovers in a one-dimensional setting is the bi-fractional diffusion equation of the so-called modified type, involving two time-fractional derivatives defined in the Riemann-Liouville sense. We here generalise this bi-fractional diffusion equation to higher dimensions and derive its multidimensional propagator (Green's function) for the general case when also a space fractional derivative is present, taking into consideration long-ranged jumps (Levy flights). We derive the asymptotic behaviours for this propagator in both the short- and long-time as well the short- and long-distance regimes. Finally, we also calculate the mean squared displacement, skewness and kurtosis in all dimensions, demonstrating that in the general case the non-Gaussian shape of the probability density function changes.},
  language  = {en}
}
@article{AydinerCherstvyMetzler2018,
  author    = {Aydiner, Ekrem and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Wealth distribution, Pareto law, and stretched exponential decay of money},
  series = {Physica : europhysics journal ; A, Statistical mechanics and its applications},
  volume    = {490},
  journal   = {Physica : europhysics journal ; A, Statistical mechanics and its applications},
  publisher = {Elsevier},
  address   = {Amsterdam},
  issn      = {0378-4371},
  doi       = {10.1016/j.physa.2017.08.017},
  pages     = {278 -- 288},
  year      = {2018},
  abstract  = {We study by Monte Carlo simulations a kinetic exchange trading model for both fixed and distributed saving propensities of the agents and rationalize the person and wealth distributions. We show that the newly introduced wealth distribution - that may be more amenable in certain situations - features a different power-law exponent, particularly for distributed saving propensities of the agents. For open agent-based systems, we analyze the person and wealth distributions and find that the presence of trap agents alters their amplitude, leaving however the scaling exponents nearly unaffected. For an open system, we show that the total wealth - for different trap agent densities and saving propensities of the agents - decreases in time according to the classical Kohlrausch-Williams-Watts stretched exponential law. Interestingly, this decay does not depend on the trap agent density, but rather on saving propensities. The system relaxation for fixed and distributed saving schemes are found to be different.},
  language  = {en}
}
@article{AydinerCherstvyMetzler2019,
  author    = {Aydiner, Ekrem and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Money distribution in agent-based models with position-exchange dynamics},
  series = {The European physical journal : B, Condensed matter and complex systems},
  volume    = {92},
  journal   = {The European physical journal : B, Condensed matter and complex systems},
  number    = {5},
  publisher = {Springer},
  address   = {New York},
  issn      = {1434-6028},
  doi       = {10.1140/epjb/e2019-90674-0},
  pages     = {4},
  year      = {2019},
  abstract  = {Wealth and income distributions are known to feature country-specific Pareto exponents for their long power-law tails. To propose a rationale for this, we introduce an agent-based dynamic model and use Monte Carlo simulations to unveil the wealth distributions in closed and open economical systems. The standard money-exchange scenario is supplemented with the position-exchange agent dynamics that vitally affects the Pareto law. Specifically, in closed systems with position-exchange dynamics the power law changes to an exponential shape, while for open systems with traps the Pareto law remains valid.},
  language  = {en}
}
@misc{BarkaiGariniMetzler2013,
  author    = {Barkai, Eli and Garini, Yuval and Metzler, Ralf},
  title     = {Electrostatic effects in living cells Reply},
  series = {PHYSICS TODAY},
  volume    = {66},
  journal   = {PHYSICS TODAY},
  number    = {7},
  publisher = {AMER INST PHYSICS},
  address   = {MELVILLE},
  issn      = {0031-9228},
  pages     = {11 -- 11},
  year      = {2013},
  language  = {en}
}
@article{BarkaiGariniMetzler2012,
  author    = {Barkai, Eli and Garini, Yuval and Metzler, Ralf},
  title     = {Strange Kinetics of single molecules in living cells},
  series = {Physics today},
  volume    = {65},
  journal   = {Physics today},
  number    = {8},
  publisher = {American Institute of Physics},
  address   = {Melville},
  issn      = {0031-9228},
  pages     = {29 -- 35},
  year      = {2012},
  language  = {en}
}
@article{BauerGodecMetzler2014,
  author    = {Bauer, Maximilian and Godec, Aljaz and Metzler, Ralf},
  title     = {Diffusion of finite-size particles in two-dimensional channels with random wall configurations},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {16},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  number    = {13},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  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},
  language  = {en}
}
@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},
  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{BauerMetzler2013,
  author    = {Bauer, Maximilian and Metzler, Ralf},
  title     = {In vivo facilitated diffusion model},
  series = {PLoS one},
  volume    = {8},
  journal   = {PLoS one},
  number    = {1},
  publisher = {PLoS},
  address   = {San Fransisco},
  issn      = {1932-6203},
  doi       = {10.1371/journal.pone.0053956},
  pages     = {8},
  year      = {2013},
  abstract  = {Under dilute in vitro conditions transcription factors rapidly locate their target sequence on DNA by using the facilitated diffusion mechanism. However, whether this strategy of alternating between three-dimensional bulk diffusion and one-dimensional sliding along the DNA contour is still beneficial in the crowded interior of cells is highly disputed. Here we use a simple model for the bacterial genome inside the cell and present a semi-analytical model for the in vivo target search of transcription factors within the facilitated diffusion framework. Without having to resort to extensive simulations we determine the mean search time of a lac repressor in a living E. coli cell by including parameters deduced from experimental measurements. The results agree very well with experimental findings, and thus the facilitated diffusion picture emerges as a quantitative approach to gene regulation in living bacteria cells. Furthermore we see that the search time is not very sensitive to the parameters characterizing the DNA configuration and that the cell seems to operate very close to optimal conditions for target localization. Local searches as implied by the colocalization mechanism are only found to mildly accelerate the mean search time within our model.},
  language  = {en}
}
@article{BauerMetzler2012,
  author    = {Bauer, Maximilian and Metzler, Ralf},
  title     = {Generalized facilitated diffusion model for DNA-binding proteins with search and recognition states},
  series = {Biophysical journal},
  volume    = {102},
  journal   = {Biophysical journal},
  number    = {10},
  publisher = {Cell Press},
  address   = {Cambridge},
  issn      = {0006-3495},
  doi       = {10.1016/j.bpj.2012.04.008},
  pages     = {2321 -- 2330},
  year      = {2012},
  abstract  = {Transcription factors (TFs) such as the lac repressor find their target sequence on DNA at remarkably high rates. In the established Berg-von Hippel model for this search process, the TF alternates between three-dimensional diffusion in the bulk solution and one-dimensional sliding along the DNA chain. To overcome the so-called speed-stability paradox, in similar models the TF was considered as being present in two conformations (search state and recognition state) between which it switches stochastically. Combining both the facilitated diffusion model and alternating states, we obtain a generalized model. We explicitly treat bulk excursions for rodlike chains arranged in parallel and consider a simplified model for coiled DNA. Compared to previously considered facilitated diffusion models, corresponding to limiting cases of our generalized model, we surprisingly find a reduced target search rate. Moreover, at optimal conditions there is no longer an equipartition between the time spent by the protein on and off the DNA chain.},
  language  = {en}
}
@article{BauerRasmussenLomholtetal.2015,
  author    = {Bauer, Maximilian and Rasmussen, Emil S. and Lomholt, Michael A. and Metzler, Ralf},
  title     = {Real sequence effects on the search dynamics of transcription factors on DNA},
  series = {Scientific reports},
  volume    = {5},
  journal   = {Scientific reports},
  publisher = {Nature Publ. Group},
  address   = {London},
  issn      = {2045-2322},
  doi       = {10.1038/srep10072},
  pages     = {13},
  year      = {2015},
  abstract  = {Recent experiments show that transcription factors (TFs) indeed use the facilitated diffusion mechanism to locate their target sequences on DNA in living bacteria cells: TFs alternate between sliding motion along DNA and relocation events through the cytoplasm. From simulations and theoretical analysis we study the TF-sliding motion for a large section of the DNA-sequence of a common E. coli strain, based on the two-state TF-model with a fast-sliding search state and a recognition state enabling target detection. For the probability to detect the target before dissociating from DNA the TF-search times self-consistently depend heavily on whether or not an auxiliary operator (an accessible sequence similar to the main operator) is present in the genome section. Importantly, within our model the extent to which the interconversion rates between search and recognition states depend on the underlying nucleotide sequence is varied. A moderate dependence maximises the capability to distinguish between the main operator and similar sequences. Moreover, these auxiliary operators serve as starting points for DNA looping with the main operator, yielding a spectrum of target detection times spanning several orders of magnitude. Auxiliary operators are shown to act as funnels facilitating target detection by TFs.},
  language  = {en}
}
@article{BlavatskaMetzler2015,
  author    = {Blavatska, Viktoria and Metzler, Ralf},
  title     = {Conformational properties of complex polymers: rosette versus star-like structures},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {48},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {13},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8113/48/13/135001},
  pages     = {14},
  year      = {2015},
  abstract  = {Multiple loop formation in polymer macromolecules is an important feature of the chromatin organization and DNA compactification in the nuclei. We analyse the size and shape characteristics of complex polymer structures, containing in general f(1) loops (petals) and f(2) linear chains (branches). Within the frames of continuous model of Gaussian macromolecule, we apply the path integration method and obtain the estimates for gyration radius R-g and asphericity (A) over cap of typical conformation as functions of parameters f(1), f(2). In particular, our results qualitatively reveal the extent of anisotropy of star-like topologies as compared to the rosette structures of the same total molecular weight.},
  language  = {en}
}
@article{BodrovaChechkinCherstvyetal.2015,
  author    = {Bodrova, Anna and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Quantifying non-ergodic dynamics of force-free granular gases},
  series = {Physical chemistry, chemical physics : PCCP ; a journal of European Chemical Societies},
  journal   = {Physical chemistry, chemical physics : PCCP ; a journal of European Chemical Societies},
  number    = {17},
  issn      = {1463-9084},
  doi       = {10.1039/C5CP02824H},
  pages     = {21791 -- 21798},
  year      = {2015},
  abstract  = {Brownianmotion is ergodic in the Boltzmann-Khinchin sense that long time averages of physical observables such as the mean squared displacement provide the same information as the corresponding ensemble average, even at out-of-equilibrium conditions. This property is the fundamental prerequisite for single particle tracking and its analysis in simple liquids. We study analytically and by event-driven molecular dynamics simulations the dynamics of force-free cooling granular gases and reveal a violation of ergodicity in this Boltzmann- Khinchin sense as well as distinct ageing of the system. Such granular gases comprise materials such as dilute gases of stones, sand, various types of powders, or large molecules, and their mixtures are ubiquitous in Nature and technology, in particular in Space. We treat—depending on the physical-chemical properties of the inter-particle interaction upon their pair collisions—both a constant and a velocity-dependent (viscoelastic) restitution coefficient e. Moreover we compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behaviour of the ensemble mean squared displacement (MSD) and the velocity correlations in the limit of weak dissipation. Qualitatively, the reported non-ergodic behaviour is generic for granular gases with any realistic dependence of e on the impact velocity of particles.},
  language  = {en}
}
@article{BodrovaChechkinCherstvyetal.2015,
  author    = {Bodrova, Anna and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Quantifying non-ergodic dynamics of force-free granular gases},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {17},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  number    = {34},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/c5cp02824h},
  pages     = {21791 -- 21798},
  year      = {2015},
  abstract  = {Brownian motion is ergodic in the Boltzmann-Khinchin sense that long time averages of physical observables such as the mean squared displacement provide the same information as the corresponding ensemble average, even at out-of-equilibrium conditions. This property is the fundamental prerequisite for single particle tracking and its analysis in simple liquids. We study analytically and by event-driven molecular dynamics simulations the dynamics of force-free cooling granular gases and reveal a violation of ergodicity in this Boltzmann-Khinchin sense as well as distinct ageing of the system. Such granular gases comprise materials such as dilute gases of stones, sand, various types of powders, or large molecules, and their mixtures are ubiquitous in Nature and technology, in particular in Space. We treat-depending on the physical-chemical properties of the inter-particle interaction upon their pair collisions-both a constant and a velocity-dependent (viscoelastic) restitution coefficient epsilon. Moreover we compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behaviour of the ensemble mean squared displacement (MSD) and the velocity correlations in the limit of weak dissipation. Qualitatively, the reported non-ergodic behaviour is generic for granular gases with any realistic dependence of epsilon on the impact velocity of particles.},
  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},
  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{BodrovaChechkinCherstvyetal.2016,
  author    = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Underdamped scaled Brownian motion},
  series = {Scientific reports},
  volume    = {6},
  journal   = {Scientific reports},
  publisher = {Nature Publishing Group},
  address   = {London},
  issn      = {2045-2322},
  doi       = {10.1038/srep30520},
  year      = {2016},
  abstract  = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.},
  language  = {en}
}
@article{BodrovaChechkinCherstvyetal.2016,
  author    = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion},
  series = {Scientific reports},
  volume    = {6},
  journal   = {Scientific reports},
  publisher = {Nature Publ. Group},
  address   = {London},
  issn      = {2045-2322},
  doi       = {10.1038/srep30520},
  pages     = {16},
  year      = {2016},
  abstract  = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.},
  language  = {en}
}
@article{CaetanoCarvalhoMetzleretal.2020,
  author    = {Caetano, Daniel L. Z. and Carvalho, Sidney Jurado de and Metzler, Ralf and Cherstvy, Andrey G.},
  title     = {Critical adsorption of multiple polyelectrolytes onto a nanosphere},
  series = {Interface : journal of the Royal Society},
  volume    = {17},
  journal   = {Interface : journal of the Royal Society},
  number    = {167},
  publisher = {Royal Society},
  address   = {London},
  issn      = {1742-5689},
  doi       = {10.1098/rsif.2020.0199},
  pages     = {10},
  year      = {2020},
  abstract  = {Employing extensive Monte Carlo computer simulations, we investigate in detail the properties of multichain adsorption of charged flexible polyelectrolytes (PEs) onto oppositely charged spherical nanoparticles (SNPs). We quantify the conditions of critical adsorption-the phase-separation curve between the adsorbed and desorbed states of the PEs-as a function of the SNP surface-charge density and the concentration of added salt. We study the degree of fluctuations of the PE-SNP electrostatic binding energy, which we use to quantify the emergence of the phase subtransitions, including a series of partially adsorbed PE configurations. We demonstrate how the phase-separation adsorption-desorption boundary shifts and splits into multiple subtransitions at low-salt conditions, thereby generalizing and extending the results for critical adsorption of a single PE onto the SNP. The current findings are relevant for finite concentrations of PEs around the attracting SNP, such as the conditions for PE adsorption onto globular proteins carrying opposite electric charges.},
  language  = {en}
}
@article{CaetanodeCarvalhoMetzleretal.2017,
  author    = {Caetano, Daniel L. Z. and de Carvalho, Sidney J. and Metzler, Ralf and Cherstvy, Andrey G.},
  title     = {Critical adsorption of periodic and random polyampholytes onto charged surfaces},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {19},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/c7cp04040g},
  pages     = {23397 -- 23413},
  year      = {2017},
  abstract  = {How different are the properties of critical adsorption of polyampholytes and polyelectrolytes onto charged surfaces? How important are the details of polyampholyte charge distribution on the onset of critical adsorption transition? What are the scaling relations governing the dependence of critical surface charge density on salt concentration in the surrounding solution? Here, we employ Metropolis Monte Carlo simulations and uncover the scaling relations for critical adsorption for quenched periodic and random charge distributions along the polyampholyte chains. We also evaluate and discuss the dependence of the adsorbed layer width on solution salinity and details of the charge distribution. We contrast our findings to the known results for polyelectrolyte adsorption onto oppositely charged surfaces, in particular, their dependence on electrolyte concentration.},
  language  = {en}
}
@article{CapałaPadashChechkinetal.2020,
  author    = {Capała, Karol and Padash, Amin and Chechkin, Aleksei V. and Shokri, Babak and Metzler, Ralf and Dybiec, Bartłomiej},
  title     = {Levy noise-driven escape from arctangent potential wells},
  series = {Chaos : an interdisciplinary journal of nonlinear science},
  volume    = {30},
  journal   = {Chaos : an interdisciplinary journal of nonlinear science},
  number    = {12},
  publisher = {American Institute of Physics},
  address   = {Woodbury, NY},
  issn      = {1054-1500},
  doi       = {10.1063/5.0021795},
  pages     = {15},
  year      = {2020},
  abstract  = {The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently, Levy noise is a well-established approach to model systems characterized by statistical outliers and diverging higher order moments, ranging from gene expression control to the movement patterns of animals and humans. Here, we study the problem of Levy noise-driven escape from an almost rectangular, arctangent potential well restricted by two absorbing boundaries, mostly under the action of the Cauchy noise. We unveil analogies of the observed transient dynamics to the general properties of stationary states of Levy processes in single-well potentials. The first-escape dynamics is shown to exhibit exponential tails. We examine the dependence of the escape on the shape parameters, steepness, and height of the arctangent potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point.},
  language  = {en}
}
@article{ChechkinKantzMetzler2017,
  author    = {Chechkin, Aleksei V. and Kantz, Holger and Metzler, Ralf},
  title     = {Ageing effects in ultraslow continuous time random walks},
  series = {The European physical journal : B, Condensed matter and complex systems},
  volume    = {90},
  journal   = {The European physical journal : B, Condensed matter and complex systems},
  publisher = {Springer},
  address   = {New York},
  issn      = {1434-6028},
  doi       = {10.1140/epjb/e2017-80270-9},
  pages     = {12},
  year      = {2017},
  abstract  = {In ageing systems physical observables explicitly depend on the time span elapsing between the original initiation of the system and the actual start of the recording of the particle motion. We here study the signatures of ageing in the framework of ultraslow continuous time random walk processes with super-heavy tailed waiting time densities. We derive the density for the forward or recurrent waiting time of the motion as function of the ageing time, generalise the Montroll-Weiss equation for this process, and analyse the ageing behaviour of the ensemble and time averaged mean squared displacements.},
  language  = {en}
}
@article{ChechkinSenoMetzleretal.2017,
  author    = {Chechkin, Aleksei V. and Seno, Flavio and Metzler, Ralf and Sokolov, Igor M.},
  title     = {Brownian yet Non-Gaussian Diffusion: From Superstatistics to Subordination of Diffusing Diffusivities},
  series = {Physical review : X, Expanding access},
  volume    = {7},
  journal   = {Physical review : X, Expanding access},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2160-3308},
  doi       = {10.1103/PhysRevX.7.021002},
  pages     = {20},
  year      = {2017},
  abstract  = {A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean-squared displacement, yet with a non-Gaussian distribution of increments. Based on the Chubinsky-Slater idea of a diffusing diffusivity, we here establish and analyze a minimal model framework of diffusion processes with fluctuating diffusivity. In particular, we demonstrate the equivalence of the diffusing diffusivity process with a superstatistical approach with a distribution of diffusivities, at times shorter than the diffusivity correlation time. At longer times, a crossover to a Gaussian distribution with an effective diffusivity emerges. Specifically, we establish a subordination picture of Brownian but non-Gaussian diffusion processes, which can be used for a wide class of diffusivity fluctuation statistics. Our results are shown to be in excellent agreement with simulations and numerical evaluations.},
  language  = {en}
}
@article{ChechkinZaidLomholtetal.2013,
  author    = {Chechkin, Aleksei V. and Zaid, I. M. and Lomholt, M. A. and Sokolov, Igor 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},
  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{ChechkinZaidLomholtetal.2012,
  author    = {Chechkin, Aleksei V. and Zaid, Irwin M. and Lomholt, Michael A. and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Bulk-mediated diffusion on a planar surface full solution},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {86},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {4},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {1539-3755},
  doi       = {10.1103/PhysRevE.86.041101},
  pages     = {11},
  year      = {2012},
  abstract  = {We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random-walk approach, we derive the diffusion equations for surface and bulk diffusion including the surface-bulk coupling. From these exact dynamic equations, we analytically obtain the propagator of the effective surface motion. This approach allows us to deduce a superdiffusive, Cauchy-type behavior on the surface, together with exact cutoffs limiting the Cauchy form. Moreover, we study the long-time dynamics for the surface motion.},
  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},
  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{CherstvyChechkinMetzler2013,
  author    = {Cherstvy, Andrey G. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {15},
  journal   = {New journal of physics : the open-access journal for physics},
  number    = {15},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/15/8/083039},
  pages     = {13},
  year      = {2013},
  abstract  = {We demonstrate the non-ergodicity of a simple Markovian stochastic process with space-dependent diffusion coefficient D(x). For power-law forms D(x) similar or equal to vertical bar x vertical bar(alpha), this process yields anomalous diffusion of the form < x(2)(t)> similar or equal to t(2/(2-alpha)). Interestingly, in both the sub- and superdiffusive regimes we observe weak ergodicity breaking: the scaling of the time-averaged mean-squared displacement <(delta(2)(Delta))over bar> remains linear in the lag time Delta and thus differs from the corresponding ensemble average < x(2)(t)>. We analyse the non-ergodic behaviour of this process in terms of the time-averaged mean- squared displacement (delta(2)) over bar and its random features, i.e. the statistical distribution of (delta(2)) over bar and the ergodicity breaking parameters. The heterogeneous diffusion model represents an alternative approach to non- ergodic, anomalous diffusion that might be particularly relevant for diffusion in heterogeneous media.},
  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},
  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{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    = {10},
  journal   = {Soft matter},
  number    = {10},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1744-683X},
  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{CherstvyMetzler2016,
  author    = {Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes},
  series = {Physical chemistry, chemical physics : PCCP ; a journal of European chemical societies},
  volume    = {18},
  journal   = {Physical chemistry, chemical physics : PCCP ; a journal of European chemical societies},
  publisher = {RSC Publ.},
  address   = {Cambridge},
  issn      = {1463-9084},
  doi       = {10.1039/C6CP03101C},
  pages     = {23840 -- 23852},
  year      = {2016},
  abstract  = {We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The investigation of the resulting diffusion is performed for unconfined and confined motion.},
  language  = {en}
}
@article{CherstvyMetzler2013,
  author    = {Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Population splitting, trapping, and non-ergodicity in heterogeneous diffusion processes},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {15},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  number    = {46},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/c3cp53056f},
  pages     = {20220 -- 20235},
  year      = {2013},
  abstract  = {We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the diffusion coefficient on the particle position. Combining analytical approaches with stochastic simulations, we show that the functional form of the space-dependent diffusion coefficient and the initial conditions of the diffusing particles are vital for their statistical and ergodic properties. In all three cases a weak ergodicity breaking between the time and ensemble averaged mean squared displacements is observed. We also demonstrate a population splitting of the time averaged traces into fast and slow diffusers for the case of exponential variation of the diffusivity as well as a particle trapping in the case of the logarithmic diffusivity. Our analysis is complemented by the quantitative study of the space coverage, the diffusive spreading of the probability density, as well as the survival probability.},
  language  = {en}
}
@article{CherstvyMetzler2008,
  author    = {Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Population splitting, trapping, and non-ergodicity in heterogeneous diffusion processes},
  doi       = {10.1039/C3CP53056F},
  year      = {2008},
  abstract  = {We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the diffusion coefficient on the particle position. Combining analytical approaches with stochastic simulations, we show that the functional form of the space-dependent diffusion coefficient and the initial conditions of the diffusing particles are vital for their statistical and ergodic properties. In all three cases a weak ergodicity breaking between the time and ensemble averaged mean squared displacements is observed. We also demonstrate a population splitting of the time averaged traces into fast and slow diffusers for the case of exponential variation of the diffusivity as well as a particle trapping in the case of the logarithmic diffusivity. Our analysis is complemented by the quantitative study of the space coverage, the diffusive spreading of the probability density, as well as the survival probability.},
  language  = {en}
}
@article{CherstvyMetzler2015,
  author    = {Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity},
  series = {Journal of statistical mechanics: theory and experiment},
  journal   = {Journal of statistical mechanics: theory and experiment},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1742-5468},
  doi       = {10.1088/1742-5468/2015/05/P05010},
  pages     = {20},
  year      = {2015},
  abstract  = {We study generalized anomalous diffusion processes whose diffusion coefficient D(x, t) similar to D-0x(alpha)t(beta) depends on both the position x of the test particle and the process time t. This process thus combines the features of scaled Brownian motion and heterogeneous diffusion parent processes. We compute the ensemble and time averaged mean squared displacements of this generalized diffusion process. The scaling exponent of the ensemble averaged mean squared displacement is shown to be the product of the critical exponents of the parent processes, and describes both subdiffusive and superdiffusive systems. We quantify the amplitude fluctuations of the time averaged mean squared displacement as function of the length of the time series and the lag time. In particular, we observe a weak ergodicity breaking of this generalized diffusion process: even in the long time limit the ensemble and time averaged mean squared displacements are strictly disparate. When we start to observe this process some time after its initiation we observe distinct features of ageing. We derive a universal ageing factor for the time averaged mean squared displacement containing all information on the ageing time and the measurement time. External confinement is shown to alter the magnitudes and statistics of the ensemble and time averaged mean squared displacements.},
  language  = {en}
}
@article{CherstvyMetzler2015,
  author    = {Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Ergodicity breaking and particle spreading in noisy heterogeneous diffusion processes},
  series = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  volume    = {142},
  journal   = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  number    = {14},
  publisher = {American Institute of Physics},
  address   = {Melville},
  issn      = {0021-9606},
  doi       = {10.1063/1.4917077},
  pages     = {11},
  year      = {2015},
  abstract  = {We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form D(x) similar to D-0 vertical bar x vertical bar (alpha 0) in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the exponent a in time and space. In the case of annealed disorder, for which effectively alpha(0) = alpha(0)(t), we show how the long time scaling of the ensemble mean squared displacement (MSD) and the amplitude variation of individual realizations of the time averaged MSD are affected by the disorder strength. For the case of quenched disorder, the long time behavior becomes effectively Brownian after a number of jumps between the domains of a stratified medium. In the latter situation, the averages are taken over both an ensemble of particles and different realizations of the disorder. As physical observables, we analyze in detail the ensemble and time averaged MSDs, the ergodicity breaking parameter, and higher order moments of the time averages. (C) 2015 AIP Publishing LLC.},
  language  = {en}
}
@article{CherstvyMetzler2014,
  author    = {Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Nonergodicity, fluctuations, and criticality in heterogeneous diffusion processes},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {90},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {1},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {1539-3755},
  doi       = {10.1103/PhysRevE.90.012134},
  pages     = {11},
  year      = {2014},
  abstract  = {We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence D(x) similar to vertical bar x vertical bar(alpha) of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on statistical measures such as the amplitude scatter of the time-averaged mean-squared displacement of individual realizations, the ergodicity breaking and non-Gaussianity parameters, as well as the probability density function P(x, t), we analyze the weakly nonergodic character of the heterogeneous diffusion process and, particularly, the degree of irreproducibility of individual realizations. As we show, the fluctuations between individual realizations increase with growing modulus vertical bar alpha vertical bar of the scaling exponent. The fluctuations appear to diverge when the critical value alpha = 2 is approached, while for even larger alpha the fluctuations decrease, again. At criticality, the power-law behavior of the mean-squared displacement changes to an exponentially fast growth, and the fluctuations of the time-averaged mean-squared displacement do not converge for increasing number of realizations. From a systematic comparison we observe some striking similarities of the heterogeneous diffusion process with the familiar subdiffusive continuous time random walk process with power-law waiting time distribution and diverging characteristic waiting time.},
  language  = {en}
}
@article{CherstvyMetzler2016,
  author    = {Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {18},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/c6cp03101c},
  pages     = {23840 -- 23852},
  year      = {2016},
  abstract  = {We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The investigation of the resulting diffusion is performed for unconfined and confined motion.},
  language  = {en}
}
@article{CherstvyNagelBetaetal.2018,
  author    = {Cherstvy, Andrey G. and Nagel, Oliver and Beta, Carsten and Metzler, Ralf},
  title     = {Non-Gaussianity, population heterogeneity, and transient superdiffusion in the spreading dynamics of amoeboid cells},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {20},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  number    = {35},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/c8cp04254c},
  pages     = {23034 -- 23054},
  year      = {2018},
  abstract  = {What is the underlying diffusion process governing the spreading dynamics and search strategies employed by amoeboid cells? Based on the statistical analysis of experimental single-cell tracking data of the two-dimensional motion of the Dictyostelium discoideum amoeboid cells, we quantify their diffusive behaviour based on a number of standard and complementary statistical indicators. We compute the ensemble- and time-averaged mean-squared displacements (MSDs) of the diffusing amoebae cells and observe a pronounced spread of short-time diffusion coefficients and anomalous MSD-scaling exponents for individual cells. The distribution functions of the cell displacements, the long-tailed distribution of instantaneous speeds, and the velocity autocorrelations are also computed. In particular, we observe a systematic superdiffusive short-time behaviour for the ensemble- and time-averaged MSDs of the amoeboid cells. Also, a clear anti-correlation of scaling exponents and generalised diffusivity values for different cells is detected. Most significantly, we demonstrate that the distribution function of the cell displacements has a strongly non-Gaussian shape andusing a rescaled spatio-temporal variablethe cell-displacement data collapse onto a universal master curve. The current analysis of single-cell motions can be implemented for quantifying diffusive behaviours in other living-matter systems, in particular, when effects of active transport, non-Gaussian displacements, and heterogeneity of the population are involved in the dynamics.},
  language  = {en}
}
@article{CherstvySafdariMetzler2021,
  author    = {Cherstvy, Andrey G. and Safdari, Hadiseh and Metzler, Ralf},
  title     = {Anomalous diffusion, nonergodicity, and ageing for exponentially and logarithmically time-dependent diffusivity},
  series = {Journal of physics. D, Applied physics},
  volume    = {54},
  journal   = {Journal of physics. D, Applied physics},
  number    = {19},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {0022-3727},
  doi       = {10.1088/1361-6463/abdff0},
  pages     = {18},
  year      = {2021},
  abstract  = {We investigate a diffusion process with a time-dependent diffusion coefficient, both exponentially increasing and decreasing in time, D(t)=D-0(e +/- 2 alpha t). For this (hypothetical) nonstationary diffusion process we compute-both analytically and from extensive stochastic simulations-the behavior of the ensemble- and time-averaged mean-squared displacements (MSDs) of the particles, both in the over- and underdamped limits. Simple asymptotic relations derived for the short- and long-time behaviors are shown to be in excellent agreement with the results of simulations. The diffusive characteristics in the presence of ageing are also considered, with dramatic differences of the over- versus underdamped regime. Our results for D(t)=D-0(e +/- 2 alpha t) extend and generalize the class of diffusive systems obeying scaled Brownian motion featuring a power-law-like variation of the diffusivity with time, D(t) similar to t(alpha-1). We also examine the logarithmically increasing diffusivity, D(t)=D(0)log[t/tau(0)], as another fundamental functional dependence (in addition to the power-law and exponential) and as an example of diffusivity slowly varying in time. One of the main conclusions is that the behavior of the massive particles is predominantly ergodic, while weak ergodicity breaking is repeatedly found for the time-dependent diffusion of the massless particles at short times. The latter manifests itself in the nonequivalence of the (both nonaged and aged) MSD and the mean time-averaged MSD. The current findings are potentially applicable to a class of physical systems out of thermal equilibrium where a rapid increase or decrease of the particles' diffusivity is inherently realized. One biological system potentially featuring all three types of time-dependent diffusion (power-law-like, exponential, and logarithmic) is water diffusion in the brain tissues, as we thoroughly discuss in the end.},
  language  = {en}
}
@article{CherstvyThapaMardoukhietal.2018,
  author    = {Cherstvy, Andrey G. and Thapa, Samudrajit and Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Time averages and their statistical variation for the Ornstein-Uhlenbeck process},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {98},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {2},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2470-0045},
  doi       = {10.1103/PhysRevE.98.022134},
  pages     = {15},
  year      = {2018},
  abstract  = {How ergodic is diffusion under harmonic confinements? How strongly do ensemble- and time-averaged displacements differ for a thermally-agitated particle performing confined motion for different initial conditions? We here study these questions for the generic Ornstein-Uhlenbeck (OU) process and derive the analytical expressions for the second and fourth moment. These quantifiers are particularly relevant for the increasing number of single-particle tracking experiments using optical traps. For a fixed starting position, we discuss the definitions underlying the ensemble averages. We also quantify effects of equilibrium and nonequilibrium initial particle distributions onto the relaxation properties and emerging nonequivalence of the ensemble- and time-averaged displacements (even in the limit of long trajectories). We derive analytical expressions for the ergodicity breaking parameter quantifying the amplitude scatter of individual time-averaged trajectories, both for equilibrium and outof-equilibrium initial particle positions, in the entire range of lag times. Our analytical predictions are in excellent agreement with results of computer simulations of the Langevin equation in a parabolic potential. We also examine the validity of the Einstein relation for the ensemble- and time-averaged moments of the OU-particle. Some physical systems, in which the relaxation and nonergodic features we unveiled may be observable, are discussed.},
  language  = {en}
}
@article{CherstvyThapaWagneretal.2019,
  author    = {Cherstvy, Andrey G. and Thapa, Samudrajit and Wagner, Caroline E. and Metzler, Ralf},
  title     = {Non-Gaussian, non-ergodic, and non-Fickian diffusion of tracers in mucin hydrogels},
  series = {Soft matter},
  volume    = {15},
  journal   = {Soft matter},
  number    = {12},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1744-683X},
  doi       = {10.1039/c8sm02096e},
  pages     = {2526 -- 2551},
  year      = {2019},
  abstract  = {Native mucus is polymer-based soft-matter material of paramount biological importance. How non-Gaussian and non-ergodic is the diffusive spreading of pathogens in mucus? We study the passive, thermally driven motion of micron-sized tracers in hydrogels of mucins, the main polymeric component of mucus. We report the results of the Bayesian analysis for ranking several diffusion models for a set of tracer trajectories [C. E. Wagner et al., Biomacromolecules, 2017, 18, 3654]. The models with "diffusing diffusivity', fractional and standard Brownian motion are used. The likelihood functions and evidences of each model are computed, ranking the significance of each model for individual traces. We find that viscoelastic anomalous diffusion is often most probable, followed by Brownian motion, while the model with a diffusing diffusion coefficient is only realised rarely. Our analysis also clarifies the distribution of time-averaged displacements, correlations of scaling exponents and diffusion coefficients, and the degree of non-Gaussianity of displacements at varying pH levels. Weak ergodicity breaking is also quantified. We conclude that-consistent with the original study-diffusion of tracers in the mucin gels is most non-Gaussian and non-ergodic at low pH that corresponds to the most heterogeneous networks. Using the Bayesian approach with the nested-sampling algorithm, together with the quantitative analysis of multiple statistical measures, we report new insights into possible physical mechanisms of diffusion in mucin gels.},
  language  = {en}
}
@article{CherstvyVinodAghionetal.2017,
  author    = {Cherstvy, Andrey G. and Vinod, Deepak and Aghion, Erez and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Time averaging, ageing and delay analysis of financial time series},
  series = {New journal of physics},
  volume    = {19},
  journal   = {New journal of physics},
  publisher = {IOP},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aa7199},
  pages     = {1 -- 11},
  year      = {2017},
  abstract  = {We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.},
  language  = {en}
}
@article{CherstvyVinodAghionetal.2017,
  author    = {Cherstvy, Andrey G. and Vinod, Deepak and Aghion, Erez and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Time averaging, ageing and delay analysis of financial time series},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {19},
  journal   = {New journal of physics : the open-access journal for physics},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aa7199},
  pages     = {135 -- 147},
  year      = {2017},
  abstract  = {We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.},
  language  = {en}
}
@article{CherstvyVinodAghionetal.2021,
  author    = {Cherstvy, Andrey G. and Vinod, Deepak and Aghion, Erez and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Scaled geometric Brownian motion features sub- or superexponential ensemble-averaged, but linear time-averaged mean-squared displacements},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {103},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {6},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2470-0045},
  doi       = {10.1103/PhysRevE.103.062127},
  pages     = {11},
  year      = {2021},
  abstract  = {Various mathematical Black-Scholes-Merton-like models of option pricing employ the paradigmatic stochastic process of geometric Brownian motion (GBM). The innate property of such models and of real stock-market prices is the roughly exponential growth of prices with time [on average, in crisis-free times]. We here explore the ensemble- and time averages of a multiplicative-noise stochastic process with power-law-like time-dependent volatility, sigma(t) similar to t(alpha), named scaled GBM (SGBM). For SGBM, the mean-squared displacement (MSD) computed for an ensemble of statistically equivalent trajectories can grow faster than exponentially in time, while the time-averaged MSD (TAMSD)-based on a sliding-window averaging along a single trajectory-is always linear at short lag times Delta. The proportionality factor between these the two averages of the time series is Delta/T at short lag times, where T is the trajectory length, similarly to GBM. This discrepancy of the scaling relations and pronounced nonequivalence of the MSD and TAMSD at Delta/T << 1 is a manifestation of weak ergodicity breaking for standard GBM and for SGBM with s (t)-modulation, the main focus of our analysis. The analytical predictions for the MSD and mean TAMSD for SGBM are in quantitative agreement with the results of stochastic computer simulations.},
  language  = {en}
}
@article{CherstvyWangMetzleretal.2021,
  author    = {Cherstvy, Andrey G. and Wang, Wei and Metzler, Ralf and Sokolov, Igor M.},
  title     = {Inertia triggers nonergodicity of fractional Brownian motion},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {104},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {2},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2470-0045},
  doi       = {10.1103/PhysRevE.104.024115},
  pages     = {12},
  year      = {2021},
  abstract  = {How related are the ergodic properties of the over- and underdamped Langevin equations driven by fractional Gaussian noise? We here find that for massive particles performing fractional Brownian motion (FBM) inertial effects not only destroy the stylized fact of the equivalence of the ensemble-averaged mean-squared displacement (MSD) to the time-averaged MSD (TAMSD) of overdamped or massless FBM, but also dramatically alter the values of the ergodicity-breaking parameter (EB). Our theoretical results for the behavior of EB for underdamped or massive FBM for varying particle mass m, Hurst exponent H, and trace length T are in excellent agreement with the findings of stochastic computer simulations. The current results can be of interest for the experimental community employing various single-particle-tracking techniques and aiming at assessing the degree of nonergodicity for the recorded time series (studying, e.g., the behavior of EB versus lag time). To infer FBM as a realizable model of anomalous diffusion for a set single-particle-tracking data when massive particles are being tracked, the EBs from the data should be compared to EBs of massive (rather than massless) FBM.},
  language  = {en}
}
@article{deCarvalhoMetzlerCherstvy2016,
  author    = {de Carvalho, Sidney J. and Metzler, Ralf and Cherstvy, Andrey G.},
  title     = {Critical adsorption of polyelectrolytes onto planar and convex highly charged surfaces},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {18},
  journal   = {New journal of physics : the open-access journal for physics},
  publisher = {IOP Publ.},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/18/8/083037},
  year      = {2016},
  abstract  = {We study the adsorption-desorption transition of polyelectrolyte chains onto planar, cylindrical and spherical surfaces with arbitrarily high surface charge densities by massive Monte Carlo computer simulations. We examine in detail how the well known scaling relations for the threshold transition—demarcating the adsorbed and desorbed domains of a polyelectrolyte near weakly charged surfaces—are altered for highly charged interfaces. In virtue of high surface potentials and large surface charge densities, the Debye-H{\"u}ckel approximation is often not feasible and the nonlinear Poisson-Boltzmann approach should be implemented. At low salt conditions, for instance, the electrostatic potential from the nonlinear Poisson-Boltzmann equation is smaller than the Debye-H{\"u}ckel result, such that the required critical surface charge density for polyelectrolyte adsorption σc increases. The nonlinear relation between the surface charge density and electrostatic potential leads to a sharply increasing critical surface charge density with growing ionic strength, imposing an additional limit to the critical salt concentration above which no polyelectrolyte adsorption occurs at all. We contrast our simulations findings with the known scaling results for weak critical polyelectrolyte adsorption onto oppositely charged surfaces for the three standard geometries. Finally, we discuss some applications of our results for some physical-chemical and biophysical systems.},
  language  = {en}
}
@article{deCarvalhoMetzlerCherstvy2014,
  author    = {de Carvalho, Sidney J. and Metzler, Ralf and Cherstvy, Andrey G.},
  title     = {Critical adsorption of polyelectrolytes onto charged Janus nanospheres},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {16},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  number    = {29},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/c4cp02207f},
  pages     = {15539 -- 15550},
  year      = {2014},
  abstract  = {Based on extensive Monte Carlo simulations and analytical considerations we study the electrostatically driven adsorption of flexible polyelectrolyte chains onto charged Janus nanospheres. These net-neutral colloids are composed of two equally but oppositely charged hemispheres. The critical binding conditions for polyelectrolyte chains are analysed as function of the radius of the Janus particle and its surface charge density, as well as the salt concentration in the ambient solution. Specifically for the adsorption of finite-length polyelectrolyte chains onto Janus nanoparticles, we demonstrate that the critical adsorption conditions drastically differ when the size of the Janus particle or the screening length of the electrolyte are varied. We compare the scaling laws obtained for the adsorption-desorption threshold to the known results for uniformly charged spherical particles, observing significant disparities. We also contrast the changes to the polyelectrolyte chain conformations close to the surface of the Janus nanoparticles as compared to those for simple spherical particles. Finally, we discuss experimentally relevant physicochemical systems for which our simulations results may become important. In particular, we observe similar trends with polyelectrolyte complexation with oppositely but heterogeneously charged proteins.},
  language  = {en}
}
@article{deCarvalhoMetzlerCherstvy2016,
  author    = {de Carvalho, Sidney J. and Metzler, Ralf and Cherstvy, Andrey G.},
  title     = {Critical adsorption of polyelectrolytes onto planar and convex highly charged surfaces: the nonlinear Poisson-Boltzmann approach},
  series = {NEW JOURNAL OF PHYSICS},
  volume    = {18},
  journal   = {NEW JOURNAL OF PHYSICS},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/18/8/083037},
  pages     = {17},
  year      = {2016},
  abstract  = {We study the adsorption-desorption transition of polyelectrolyte chains onto planar, cylindrical and spherical surfaces with arbitrarily high surface charge densities by massive Monte Carlo computer simulations. We examine in detail how the well known scaling relations for the threshold transition demarcating the adsorbed and desorbed domains of a polyelectrolyte near weakly charged surfaces-are altered for highly charged interfaces. In virtue of high surface potentials and large surface charge densities, the Debye-Huckel approximation is often not feasible and the nonlinear Poisson-Boltzmann approach should be implemented. At low salt conditions, for instance, the electrostatic potential from the nonlinear Poisson-Boltzmann equation is smaller than the Debye-Huckel result, such that the required critical surface charge density for polyelectrolyte adsorption sigma(c) increases. The nonlinear relation between the surface charge density and electrostatic potential leads to a sharply increasing critical surface charge density with growing ionic strength, imposing an additional limit to the critical salt concentration above which no polyelectrolyte adsorption occurs at all. We contrast our simulations findings with the known scaling results for weak critical polyelectrolyte adsorption onto oppositely charged surfaces for the three standard geometries. Finally, we discuss some applications of our results for some physical-chemical and biophysical systems.},
  language  = {en}
}
@article{deCarvalhoMetzlerCherstvy2015,
  author    = {de Carvalho, Sidney J. and Metzler, Ralf and Cherstvy, Andrey G.},
  title     = {Inverted critical adsorption of polyelectrolytes in confinement},
  series = {Soft matter},
  journal   = {Soft matter},
  number    = {11},
  publisher = {Royal Society of Chemistry},
  address   = {London},
  issn      = {1744-6848},
  doi       = {10.1039/C5SM00635J},
  pages     = {4430 -- 4443},
  year      = {2015},
  abstract  = {What are the fundamental laws for the adsorption of charged polymers onto oppositely charged surfaces, for convex, planar, and concave geometries? This question is at the heart of surface coating applications, various complex formation phenomena, as well as in the context of cellular and viral biophysics. It has been a long-standing challenge in theoretical polymer physics; for realistic systems the quantitative understanding is however often achievable only by computer simulations. In this study, we present the findings of such extensive Monte-Carlo in silico experiments for polymer-surface adsorption in confined domains. We study the inverted critical adsorption of finite-length polyelectrolytes in three fundamental geometries: planar slit, cylindrical pore, and spherical cavity. The scaling relations extracted from simulations for the critical surface charge density sc—defining the adsorption-desorption transition—are in excellent agreement with our analytical calculations based on the ground-state analysis of the Edwards equation. In particular, we confirm the magnitude and scaling of sc for the concave interfaces versus the Debye screening length 1/k and the extent of confinement a for these three interfaces for small ka values. For large ka the critical adsorption condition approaches the known planar limit. The transition between the two regimes takes place when the radius of surface curvature or half of the slit thickness a is of the order of 1/k. We also rationalize how sc(k) dependence gets modified for semi-flexible versus flexible chains under external confinement. We examine the implications of the chain length for critical adsorption—the effect often hard to tackle theoretically—putting an emphasis on polymers inside attractive spherical cavities. The applications of our findings to some biological systems are discussed, for instance the adsorption of nucleic acids onto the inner surfaces of cylindrical and spherical viral capsids.},
  language  = {en}
}