@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{JeonBarkaiMetzler2013,
  author    = {Jeon, Jae-Hyung and Barkai, Eli and Metzler, Ralf},
  title     = {Noisy continuous time random walks},
  series = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  volume    = {139},
  journal   = {The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr},
  number    = {12},
  publisher = {American Institute of Physics},
  address   = {Melville},
  issn      = {0021-9606},
  doi       = {10.1063/1.4816635},
  pages     = {15},
  year      = {2013},
  abstract  = {Experimental studies of the diffusion of biomolecules within biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule trajectories quite intricate. Here, we consider subdiffusive continuous time random walks that represent a seminal model for the anomalous diffusion of tracer particles in complex environments. This motion is characterized by multiple trapping events with infinite mean sojourn time. In real physical situations, however, instead of the full immobilization predicted by the continuous time random walk model, the motion of the tracer particle shows additional jiggling, for instance, due to thermal agitation of the environment. We here present and analyze in detail an extension of the continuous time random walk model. Superimposing the multiple trapping behavior with additive Gaussian noise of variable strength, we demonstrate that the resulting process exhibits a rich variety of apparent dynamic regimes. In particular, such noisy continuous time random walks may appear ergodic, while the bare continuous time random walk exhibits weak ergodicity breaking. Detailed knowledge of this behavior will be useful for the truthful physical analysis of experimentally observed subdiffusion.},
  language  = {en}
}
@article{MaityBandyopadhyayChattopadhyayetal.2013,
  author    = {Maity, Alok Kumar and Bandyopadhyay, Arnab and Chattopadhyay, Sudip and Chaudhuri, Jyotipratim Ray and Metzler, Ralf and Chaudhury, Pinaki and Banik, Suman K.},
  title     = {Quantification of noise in bifunctionality-induced post-translational modification},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {88},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {3},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {1539-3755},
  doi       = {10.1103/PhysRevE.88.032716},
  pages     = {7},
  year      = {2013},
  abstract  = {We present a generic analytical scheme for the quantification of fluctuations due to bifunctionality-induced signal transduction within the members of a bacterial two-component system. The proposed model takes into account post-translational modifications in terms of elementary phosphotransfer kinetics. Sources of fluctuations due to autophosphorylation, kinase, and phosphatase activity of the sensor kinase have been considered in the model via Langevin equations, which are then solved within the framework of linear noise approximation. The resultant analytical expression of phosphorylated response regulators are then used to quantify the noise profile of biologically motivated single and branched pathways. Enhancement and reduction of noise in terms of extra phosphate outflux and influx, respectively, have been analyzed for the branched system. Furthermore, the role of fluctuations of the network output in the regulation of a promoter with random activation-deactivation dynamics has been analyzed.},
  language  = {en}
}
@article{SchulzChechkinMetzler2013,
  author    = {Schulz, Johannes H. P. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Correlated continuous time random walks - combining scale-invariance with long-range memory for spatial and temporal dynamics},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {46},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {47},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8113/46/47/475001},
  pages     = {22},
  year      = {2013},
  abstract  = {Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Levy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties.},
  language  = {en}
}
@article{KursaweSchulzMetzler2013,
  author    = {Kursawe, Jochen and Schulz, Johannes H. P. and Metzler, Ralf},
  title     = {Transient aging in fractional brownian and langevin-equation motion},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {88},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {6},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {1539-3755},
  doi       = {10.1103/PhysRevE.88.062124},
  pages     = {13},
  year      = {2013},
  abstract  = {Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t = 0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on ta is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.},
  language  = {en}
}