@article{DelleSideNassisiPennettaetal.2017,
  author    = {Delle Side, Domenico and Nassisi, Vincenzo and Pennetta, Cecilia and Alifano, Pietro and Di Salvo, Marco and Tala, Adelfia and Chechkin, Aleksei V. and Seno, Flavio and Trovato, Antonio},
  title     = {Bacterial bioluminescence onset and quenching: a dynamical model for a quorum sensing-mediated property},
  series = {Royal Society Open Science},
  volume    = {4},
  journal   = {Royal Society Open Science},
  publisher = {Royal Society},
  address   = {London},
  issn      = {2054-5703},
  doi       = {10.1098/rsos.171586},
  pages     = {12},
  year      = {2017},
  abstract  = {We present an effective dynamical model for the onset of bacterial bioluminescence, one of the most studied quorum sensing-mediated traits. Our model is built upon simple equations that describe the growth of the bacterial colony, the production and accumulation of autoinducer signal molecules, their sensing within bacterial cells, and the ensuing quorum activation mechanism that triggers bioluminescent emission. The model is directly tested to quantitatively reproduce the experimental distributions of photon emission times, previously measured for bacterial colonies of Vibrio jasicida, a luminescent bacterium belonging to the Harveyi clade, growing in a highly drying environment. A distinctive and novel feature of the proposed model is bioluminescence 'quenching' after a given time elapsed from activation. Using an advanced fitting procedure based on the simulated annealing algorithm, we are able to infer from the experimental observations the biochemical parameters used in the model. Such parameters are in good agreement with the literature data. As a further result, we find that, at least in our experimental conditions, light emission in bioluminescent bacteria appears to originate from a subtle balance between colony growth and quorum activation due to autoinducers diffusion, with the two phenomena occurring on the same time scale. This finding is consistent with a negative feedback mechanism previously reported for Vibrio harveyi.},
  language  = {en}
}
@article{PalyulinMantsevichKlagesetal.2017,
  author    = {Palyulin, Vladimir V. and Mantsevich, Vladimir N. and Klages, Rainer and Metzler, Ralf and Chechkin, Aleksei V.},
  title     = {Comparison of pure and combined search strategies for single and multiple targets},
  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/e2017-80372-4},
  pages     = {20 -- 37},
  year      = {2017},
  abstract  = {We address the generic problem of random search for a point-like target on a line. Using the measures of search reliability and efficiency to quantify the random search quality, we compare Brownian search with Levy search based on long-tailed jump length distributions. We then compare these results with a search process combined of two different long-tailed jump length distributions. Moreover, we study the case of multiple targets located by a Levy searcher.},
  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}
}
@misc{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},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-400541},
  pages     = {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{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{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{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{SafdariCherstvyChechkinetal.2017,
  author    = {Safdari, Hadiseh and Cherstvy, Andrey G. and Chechkin, Aleksei V. and Bodrova, Anna and Metzler, Ralf},
  title     = {Aging underdamped scaled Brownian motion},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {95},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2470-0045},
  doi       = {10.1103/PhysRevE.95.012120},
  pages     = {15},
  year      = {2017},
  abstract  = {We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble-and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.},
  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}
}