@article{PadashSandevKantzetal.2022, author = {Padash, Amin and Sandev, Trifce and Kantz, Holger and Metzler, Ralf and Chechkin, Aleksei}, title = {Asymmetric Levy flights are more efficient in random search}, series = {Fractal and fractional}, volume = {6}, journal = {Fractal and fractional}, number = {5}, publisher = {MDPI}, address = {Basel}, issn = {2504-3110}, doi = {10.3390/fractalfract6050260}, pages = {23}, year = {2022}, abstract = {We study the first-arrival (first-hitting) dynamics and efficiency of a one-dimensional random search model performing asymmetric Levy flights by leveraging the Fokker-Planck equation with a delta-sink and an asymmetric space-fractional derivative operator with stable index alpha and asymmetry (skewness) parameter beta. We find exact analytical results for the probability density of first-arrival times and the search efficiency, and we analyse their behaviour within the limits of short and long times. We find that when the starting point of the searcher is to the right of the target, random search by Brownian motion is more efficient than Levy flights with beta <= 0 (with a rightward bias) for short initial distances, while for beta>0 (with a leftward bias) Levy flights with alpha -> 1 are more efficient. When increasing the initial distance of the searcher to the target, Levy flight search (except for alpha=1 with beta=0) is more efficient than the Brownian search. Moreover, the asymmetry in jumps leads to essentially higher efficiency of the Levy search compared to symmetric Levy flights at both short and long distances, and the effect is more pronounced for stable indices alpha close to unity.}, language = {en} } @article{SandevSokolovMetzleretal.2017, author = {Sandev, Trifce and Sokolov, Igor M. and Metzler, Ralf and Chechkin, Aleksei V.}, title = {Beyond monofractional kinetics}, series = {Chaos, solitons \& fractals : applications in science and engineering ; an interdisciplinary journal of nonlinear science}, volume = {102}, journal = {Chaos, solitons \& fractals : applications in science and engineering ; an interdisciplinary journal of nonlinear science}, publisher = {Elsevier}, address = {Oxford}, issn = {0960-0779}, doi = {10.1016/j.chaos.2017.05.001}, pages = {210 -- 217}, year = {2017}, abstract = {We discuss generalized integro-differential diffusion equations whose integral kernels are not of a simple power law form, and thus these equations themselves do not belong to the family of fractional diffusion equations exhibiting a monoscaling behavior. They instead generate a broad class of anomalous nonscaling patterns, which correspond either to crossovers between different power laws, or to a non-power-law behavior as exemplified by the logarithmic growth of the width of the distribution. We consider normal and modified forms of these generalized diffusion equations and provide a brief discussion of three generic types of integral kernels for each form, namely, distributed order, truncated power law and truncated distributed order kernels. For each of the cases considered we prove the non-negativity of the solution of the corresponding generalized diffusion equation and calculate the mean squared displacement. (C) 2017 Elsevier Ltd. All rights reserved.}, language = {en} } @article{SandevIominKantzetal.2016, author = {Sandev, Trifce and Iomin, Alexander and Kantz, Holger and Metzler, Ralf and Chechkin, Aleksei V.}, title = {Comb Model with Slow and Ultraslow Diffusion}, series = {Mathematical modelling of natural phenomena}, volume = {11}, journal = {Mathematical modelling of natural phenomena}, publisher = {EDP Sciences}, address = {Les Ulis}, issn = {0973-5348}, doi = {10.1051/mmnp/201611302}, pages = {18 -- 33}, year = {2016}, abstract = {We consider a generalized diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyze the probability distribution functions and we derive the mean squared displacement in x and y directions. Different forms of the memory kernels (Dirac delta, power-law, and distributed order) are considered. It is shown that anomalous diffusion may occur along both x and y directions. Ultraslow diffusion and some more general diffusive processes are observed as well. We give the corresponding continuous time random walk model for the considered two dimensional diffusion-like equation on a comb, and we derive the probability distribution functions which subordinate the process governed by this equation to the Wiener process.}, language = {en} } @article{SandevMetzlerTomovski2014, author = {Sandev, Trifce and Metzler, Ralf and Tomovski, Zivorad}, title = {Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise}, series = {Journal of mathematical physics}, volume = {55}, journal = {Journal of mathematical physics}, number = {2}, publisher = {American Institute of Physics}, address = {Melville}, issn = {0022-2488}, doi = {10.1063/1.4863478}, pages = {23}, year = {2014}, abstract = {We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion.}, language = {en} } @article{MolinaGarciaSandevSafdarietal.2018, author = {Molina-Garcia, Daniel and Sandev, Trifce and Safdari, Hadiseh and Pagnini, Gianni and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Crossover from anomalous to normal diffusion}, series = {New Journal of Physics}, volume = {20}, journal = {New Journal of Physics}, publisher = {IOP Publishing Ltd}, address = {London und Bad Honnef}, issn = {1367-2630}, doi = {10.1088/1367-2630/aae4b2}, pages = {28}, year = {2018}, abstract = {Abstract The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive-diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion-diffusion and subdiffusion-subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.}, language = {en} } @misc{MolinaGarciaSandevSafdarietal.2019, author = {Molina-Garcia, Daniel and Sandev, Trifce and Safdari, Hadiseh and Pagnini, Gianni and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Crossover from anomalous to normal diffusion}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {507}, issn = {1866-8372}, doi = {10.25932/publishup-42259}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-422590}, pages = {28}, year = {2019}, abstract = {Abstract The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive-diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion-diffusion and subdiffusion-subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.}, language = {en} } @article{SandevChechkinKantzetal.2015, author = {Sandev, Trifce and Chechkin, Aleksei V. and Kantz, Holger and Metzler, Ralf}, title = {Diffusion and fokker-planck-smoluchowski equations with generalized memory kernel}, series = {Fractional calculus and applied analysis : an international journal for theory and applications}, volume = {18}, journal = {Fractional calculus and applied analysis : an international journal for theory and applications}, number = {4}, publisher = {De Gruyter}, address = {Berlin}, issn = {1311-0454}, doi = {10.1515/fca-2015-0059}, pages = {1006 -- 1038}, year = {2015}, abstract = {We consider anomalous stochastic processes based on the renewal continuous time random walk model with different forms for the probability density of waiting times between individual jumps. In the corresponding continuum limit we derive the generalized diffusion and Fokker-Planck-Smoluchowski equations with the corresponding memory kernels. We calculate the qth order moments in the unbiased and biased cases, and demonstrate that the generalized Einstein relation for the considered dynamics remains valid. The relaxation of modes in the case of an external harmonic potential and the convergence of the mean squared displacement to the thermal plateau are analyzed.}, language = {en} } @article{SandevChechkinKorabeletal.2015, author = {Sandev, Trifce and Chechkin, Aleksei V. and Korabel, Nickolay and Kantz, Holger and Sokolov, Igor M. and Metzler, Ralf}, title = {Distributed-order diffusion equations and multifractality: Models and solutions}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {92}, 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.92.042117}, pages = {19}, year = {2015}, abstract = {We study distributed-order time fractional diffusion equations characterized by multifractal memory kernels, in contrast to the simple power-law kernel of common time fractional diffusion equations. Based on the physical approach to anomalous diffusion provided by the seminal Scher-Montroll-Weiss continuous time random walk, we analyze both natural and modified-form distributed-order time fractional diffusion equations and compare the two approaches. The mean squared displacement is obtained and its limiting behavior analyzed. We derive the connection between the Wiener process, described by the conventional Langevin equation and the dynamics encoded by the distributed-order time fractional diffusion equation in terms of a generalized subordination of time. A detailed analysis of the multifractal properties of distributed-order diffusion equations is provided.}, language = {en} } @article{SandevMetzlerChechkin2018, author = {Sandev, Trifce and Metzler, Ralf and Chechkin, Aleksei V.}, title = {From continuous time random walks to the generalized diffusion equation}, series = {Fractional calculus and applied analysis : an international journal for theory and applications}, volume = {21}, journal = {Fractional calculus and applied analysis : an international journal for theory and applications}, number = {1}, publisher = {De Gruyter}, address = {Berlin}, issn = {1311-0454}, doi = {10.1515/fca-2018-0002}, pages = {10 -- 28}, year = {2018}, abstract = {We obtain a generalized diffusion equation in modified or Riemann-Liouville form from continuous time random walk theory. The waiting time probability density function and mean squared displacement for different forms of the equation are explicitly calculated. We show examples of generalized diffusion equations in normal or Caputo form that encode the same probability distribution functions as those obtained from the generalized diffusion equation in modified form. The obtained equations are general and many known fractional diffusion equations are included as special cases.}, language = {en} } @article{SinghGorskaSandev2022, author = {Singh, Rishu Kumar and G{\´o}rska, Katarzyna and Sandev, Trifce}, title = {General approach to stochastic resetting}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {105}, 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.105.064133}, pages = {6}, year = {2022}, abstract = {We address the effect of stochastic resetting on diffusion and subdiffusion process. For diffusion we find that mean square displacement relaxes to a constant only when the distribution of reset times possess finite mean and variance. In this case, the leading order contribution to the probability density function (PDF) of a Gaussian propagator under resetting exhibits a cusp independent of the specific details of the reset time distribution. For subdiffusion we derive the PDF in Laplace space for arbitrary resetting protocol. Resetting at constant rate allows evaluation of the PDF in terms of H function. We analyze the steady state and derive the rate function governing the relaxation behavior. For a subdiffusive process the steady state could exist even if the distribution of reset times possesses only finite mean.}, language = {en} }