@article{DieterichLindemannMoskoppetal.2022,
  author    = {Dieterich, Peter and Lindemann, Otto and Moskopp, Mats Leif and Tauzin, Sebastien and Huttenlocher, Anna and Klages, Rainer and Chechkin, Aleksei V. and Schwab, Albrecht},
  title     = {Anomalous diffusion and asymmetric tempering memory in neutrophil chemotaxis},
  series = {PLoS Computational Biology : a new community journal},
  volume    = {18},
  journal   = {PLoS Computational Biology : a new community journal},
  number    = {5},
  publisher = {PLoS},
  address   = {San Fransisco},
  issn      = {1553-734X},
  doi       = {10.1371/journal.pcbi.1010089},
  pages     = {26},
  year      = {2022},
  abstract  = {Neutrophil granulocytes are essential for the first host defense. After leaving the blood circulation they migrate efficiently towards sites of inflammation. They are guided by chemoattractants released from cells within the inflammatory foci. On a cellular level, directional migration is a consequence of cellular front-rear asymmetry which is induced by the concentration gradient of the chemoattractants. The generation and maintenance of this asymmetry, however, is not yet fully understood. Here we analyzed the paths of chemotacting neutrophils with different stochastic models to gain further insight into the underlying mechanisms. Wildtype chemotacting neutrophils show an anomalous superdiffusive behavior. CXCR2 blockade and TRPC6-knockout cause the tempering of temporal correlations and a reduction of chemotaxis. Importantly, such tempering is found both in vitro and in vivo. These findings indicate that the maintenance of anomalous dynamics is crucial for chemotactic behavior and the search efficiency of neutrophils. The motility of neutrophils and their ability to sense and to react to chemoattractants in their environment are of central importance for the innate immunity. Neutrophils are guided towards sites of inflammation following the activation of G-protein coupled chemoattractant receptors such as CXCR2 whose signaling strongly depends on the activity of Ca2+ permeable TRPC6 channels. It is the aim of this study to analyze data sets obtained in vitro (murine neutrophils) and in vivo (zebrafish neutrophils) with a stochastic mathematical model to gain deeper insight into the underlying mechanisms. The model is based on the analysis of trajectories of individual neutrophils. Bayesian data analysis, including the covariances of positions for fractional Brownian motion as well as for exponentially and power-law tempered model variants, allows the estimation of parameters and model selection. Our model-based analysis reveals that wildtype neutrophils show pure superdiffusive fractional Brownian motion. This so-called anomalous dynamics is characterized by temporal long-range correlations for the movement into the direction of the chemotactic CXCL1 gradient. Pure superdiffusion is absent vertically to this gradient. This points to an asymmetric 'memory' of the migratory machinery, which is found both in vitro and in vivo. CXCR2 blockade and TRPC6-knockout cause tempering of temporal correlations in the chemotactic gradient. This can be interpreted as a progressive loss of memory, which leads to a marked reduction of chemotaxis and search efficiency of neutrophils. In summary, our findings indicate that spatially differential regulation of anomalous dynamics appears to play a central role in guiding efficient chemotactic behavior.},
  language  = {en}
}
@article{DoerriesChechkinMetzler2022,
  author    = {Doerries, Timo J. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Apparent anomalous diffusion and non-Gaussian distributions in a simple mobile-immobile transport model with Poissonian switching},
  series = {Interface : journal of the Royal Society},
  volume    = {19},
  journal   = {Interface : journal of the Royal Society},
  number    = {192},
  publisher = {Royal Society},
  address   = {London},
  issn      = {1742-5689},
  doi       = {10.1098/rsif.2022.0233},
  pages     = {14},
  year      = {2022},
  abstract  = {We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching, we unveil a rich transport dynamics including significant transient anomalous diffusion and non-Gaussian displacement distributions. Our discussion is based on experimental parameters for tau proteins in neuronal cells, but the results obtained here are expected to be of relevance for a broad class of processes in complex systems. Specifically, we obtain that, when the mean binding time is significantly longer than the mean mobile time, transient anomalous diffusion is observed at short and intermediate time scales, with a strong dependence on the fraction of initially mobile and immobile particles. We unveil a Laplace distribution of particle displacements at relevant intermediate time scales. For any initial fraction of mobile particles, the respective mean squared displacement (MSD) displays a plateau. Moreover, we demonstrate a short-time cubic time dependence of the MSD for immobile tracers when initially all particles are immobile.},
  language  = {en}
}
@article{PadashAghionSchulzetal.2022,
  author    = {Padash, Amin and Aghion, Erez and Schulz, Alexander and Barkai, Eli and Chechkin, Aleksei V. and Metzler, Ralf and Kantz, Holger},
  title     = {Local equilibrium properties of ultraslow diffusion in the Sinai model},
  series = {New journal of physics},
  volume    = {24},
  journal   = {New journal of physics},
  number    = {7},
  publisher = {IOP Publishing},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ac7df8},
  pages     = {14},
  year      = {2022},
  abstract  = {We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with reflecting boundaries and show that the unbounded motion is at every time close to the equilibrium state of a finite system of growing size. This is due to time scale separation: inside wells of the random potential, there is relatively fast equilibration, while the motion across major potential barriers is ultraslow. Quantities studied by us are the time dependent mean squared displacement, the time dependent mean energy of an ensemble of particles, and the time dependent entropy of the probability distribution. Using a very fast numerical algorithm, we can explore times up top 10(17) steps and thereby also study finite-time crossover phenomena.},
  language  = {en}
}
@article{ThapaWyłomańskaSikoraetal.2021,
  author    = {Thapa, Samudrajit and Wyłomańska, Agnieszka and Sikora, Grzegorz and Wagner, Caroline E. and Krapf, Diego and Kantz, Holger and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories},
  series = {New Journal of Physics},
  volume    = {23},
  journal   = {New Journal of Physics},
  publisher = {Dt. Physikalische Ges. ; IOP},
  address   = {Bad Honnef ; London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/abd50e},
  pages     = {22},
  year      = {2021},
  abstract  = {Extensive time-series encoding the position of particles such as viruses, vesicles, or individualproteins are routinely garnered insingle-particle tracking experiments or supercomputing studies.They contain vital clues on how viruses spread or drugs may be delivered in biological cells.Similar time-series are being recorded of stock values in financial markets and of climate data.Such time-series are most typically evaluated in terms of time-averaged mean-squareddisplacements (TAMSDs), which remain random variables for finite measurement times. Theirstatistical properties are different for differentphysical stochastic processes, thus allowing us toextract valuable information on the stochastic process itself. To exploit the full potential of thestatistical information encoded in measured time-series we here propose an easy-to-implementand computationally inexpensive new methodology, based on deviations of the TAMSD from itsensemble average counterpart. Specifically, we use the upper bound of these deviations forBrownian motion (BM) to check the applicability of this approach to simulated and real data sets.By comparing the probability of deviations fordifferent data sets, we demonstrate how thetheoretical bound for BM reveals additional information about observed stochastic processes. Weapply the large-deviation method to data sets of tracer beads tracked in aqueous solution, tracerbeads measured in mucin hydrogels, and of geographic surface temperature anomalies. Ouranalysis shows how the large-deviation properties can be efficiently used as a simple yet effectiveroutine test to reject the BM hypothesis and unveil relevant information on statistical propertiessuch as ergodicity breaking and short-time correlations.},
  language  = {en}
}
@misc{ThapaWyłomańskaSikoraetal.2021,
  author    = {Thapa, Samudrajit and Wyłomańska, Agnieszka and Sikora, Grzegorz and Wagner, Caroline E. and Krapf, Diego and Kantz, Holger and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1118},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-49349},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-493494},
  pages     = {24},
  year      = {2021},
  abstract  = {Extensive time-series encoding the position of particles such as viruses, vesicles, or individualproteins are routinely garnered insingle-particle tracking experiments or supercomputing studies.They contain vital clues on how viruses spread or drugs may be delivered in biological cells.Similar time-series are being recorded of stock values in financial markets and of climate data.Such time-series are most typically evaluated in terms of time-averaged mean-squareddisplacements (TAMSDs), which remain random variables for finite measurement times. Theirstatistical properties are different for differentphysical stochastic processes, thus allowing us toextract valuable information on the stochastic process itself. To exploit the full potential of thestatistical information encoded in measured time-series we here propose an easy-to-implementand computationally inexpensive new methodology, based on deviations of the TAMSD from itsensemble average counterpart. Specifically, we use the upper bound of these deviations forBrownian motion (BM) to check the applicability of this approach to simulated and real data sets.By comparing the probability of deviations fordifferent data sets, we demonstrate how thetheoretical bound for BM reveals additional information about observed stochastic processes. Weapply the large-deviation method to data sets of tracer beads tracked in aqueous solution, tracerbeads measured in mucin hydrogels, and of geographic surface temperature anomalies. Ouranalysis shows how the large-deviation properties can be efficiently used as a simple yet effectiveroutine test to reject the BM hypothesis and unveil relevant information on statistical propertiessuch as ergodicity breaking and short-time correlations.},
  language  = {en}
}
@article{GuggenbergerChechkinMetzler2021,
  author    = {Guggenberger, Tobias and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {54},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {29},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8121/ac019b},
  pages     = {17},
  year      = {2021},
  abstract  = {We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise (FGN) in a superharmonic external potential of the form U(x) proportional to x(2n) (n is an element of N). When the noise is considered to be external, the resulting overdamped motion is described by the non-Markovian Langevin equation for fractional Brownian motion. For this case we show the existence of long time, stationary probability density functions (PDFs) the shape of which strongly deviates from the naively expected Boltzmann PDF in the confining potential U(x). We analyse in detail the temporal approach to stationarity as well as the shape of the non-Boltzmann stationary PDF. A typical characteristic is that subdiffusive, antipersistent (with negative autocorrelation) motion tends to effect an accumulation of probability close to the origin as compared to the corresponding Boltzmann distribution while the opposite trend occurs for superdiffusive (persistent) motion. For this latter case this leads to distinct bimodal shapes of the PDF. This property is compared to a similar phenomenon observed for Markovian Levy flights in superharmonic potentials. We also demonstrate that the motion encoded in the fractional Langevin equation driven by FGN always relaxes to the Boltzmann distribution, as in this case the fluctuation-dissipation theorem is fulfilled.},
  language  = {en}
}
@article{ChechkinSokolov2021,
  author    = {Chechkin, Aleksei V. and Sokolov, Igor M.},
  title     = {Relation between generalized diffusion equations and subordination schemes},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {103},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {3},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2470-0045},
  doi       = {10.1103/PhysRevE.103.032133},
  pages     = {10},
  year      = {2021},
  abstract  = {Generalized (non-Markovian) diffusion equations with different memory kernels and subordination schemes based on random time change in the Brownian diffusion process are popular mathematical tools for description of a variety of non-Fickian diffusion processes in physics, biology, and earth sciences. Some of such processes (notably, the fluid limits of continuous time random walks) allow for either kind of description, but other ones do not. In the present work we discuss the conditions under which a generalized diffusion equation does correspond to a subordination scheme, and the conditions under which a subordination scheme does possess the corresponding generalized diffusion equation. Moreover, we discuss examples of random processes for which only one, or both kinds of description are applicable.},
  language  = {en}
}
@article{MardoukhiChechkinMetzler2020,
  author    = {Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Spurious ergodicity breaking in normal and fractional Ornstein-Uhlenbeck process},
  series = {New Journal of Physics},
  volume    = {22},
  journal   = {New Journal of Physics},
  publisher = {IOP},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ab950b},
  pages     = {18},
  year      = {2020},
  abstract  = {The Ornstein-Uhlenbeck process is a stationary and ergodic Gaussian process, that is fully determined by its covariance function and mean. We show here that the generic definitions of the ensemble- and time-averaged mean squared displacements fail to capture these properties consistently, leading to a spurious ergodicity breaking. We propose to remedy this failure by redefining the mean squared displacements such that they reflect unambiguously the statistical properties of any stochastic process. In particular we study the effect of the initial condition in the Ornstein-Uhlenbeck process and its fractional extension. For the fractional Ornstein-Uhlenbeck process representing typical experimental situations in crowded environments such as living biological cells, we show that the stationarity of the process delicately depends on the initial condition.},
  language  = {en}
}
@misc{MardoukhiChechkinMetzler2020,
  author    = {Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Spurious ergodicity breaking in normal and fractional Ornstein-Uhlenbeck process},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {981},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-47487},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474875},
  pages     = {20},
  year      = {2020},
  abstract  = {The Ornstein-Uhlenbeck process is a stationary and ergodic Gaussian process, that is fully determined by its covariance function and mean. We show here that the generic definitions of the ensemble- and time-averaged mean squared displacements fail to capture these properties consistently, leading to a spurious ergodicity breaking. We propose to remedy this failure by redefining the mean squared displacements such that they reflect unambiguously the statistical properties of any stochastic process. In particular we study the effect of the initial condition in the Ornstein-Uhlenbeck process and its fractional extension. For the fractional Ornstein-Uhlenbeck process representing typical experimental situations in crowded environments such as living biological cells, we show that the stationarity of the process delicately depends on the initial condition.},
  language  = {en}
}
@article{WangCherstvyChechkinetal.2020,
  author    = {Wang, Wei and Cherstvy, Andrey G. and Chechkin, Aleksei V. and Thapa, Samudrajit and Seno, Flavio and Liu, Xianbin and Metzler, Ralf},
  title     = {Fractional Brownian motion with random diffusivity},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {53},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {47},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8121/aba467},
  pages     = {34},
  year      = {2020},
  abstract  = {Numerous examples for a priori unexpected non-Gaussian behaviour for normal and anomalous diffusion have recently been reported in single-particle tracking experiments. Here, we address the case of non-Gaussian anomalous diffusion in terms of a random-diffusivity mechanism in the presence of power-law correlated fractional Gaussian noise. We study the ergodic properties of this model via examining the ensemble- and time-averaged mean-squared displacements as well as the ergodicity breaking parameter EB quantifying the trajectory-to-trajectory fluctuations of the latter. For long measurement times, interesting crossover behaviour is found as function of the correlation time tau characterising the diffusivity dynamics. We unveil that at short lag times the EB parameter reaches a universal plateau. The corresponding residual value of EB is shown to depend only on tau and the trajectory length. The EB parameter at long lag times, however, follows the same power-law scaling as for fractional Brownian motion. We also determine a corresponding plateau at short lag times for the discrete representation of fractional Brownian motion, absent in the continuous-time formulation. These analytical predictions are in excellent agreement with results of computer simulations of the underlying stochastic processes. Our findings can help distinguishing and categorising certain nonergodic and non-Gaussian features of particle displacements, as observed in recent single-particle tracking experiments.},
  language  = {en}
}
@article{KurilovichMantsevichStevensonetal.2020,
  author    = {Kurilovich, Aleksandr A. and Mantsevich, Vladimir and Stevenson, Keith J. and Chechkin, Aleksei V. and Palyulin, V. V.},
  title     = {Complex diffusion-based kinetics of photoluminescence in semiconductor nanoplatelets},
  series = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  volume    = {22},
  journal   = {Physical chemistry, chemical physics : a journal of European Chemical Societies},
  number    = {42},
  publisher = {Royal Society of Chemistry},
  address   = {Cambridge},
  issn      = {1463-9076},
  doi       = {10.1039/d0cp03744c},
  pages     = {24686 -- 24696},
  year      = {2020},
  abstract  = {We present a diffusion-based simulation and theoretical models for explanation of the photoluminescence (PL) emission intensity in semiconductor nanoplatelets. It is shown that the shape of the PL intensity curves can be reproduced by the interplay of recombination, diffusion and trapping of excitons. The emission intensity at short times is purely exponential and is defined by recombination. At long times, it is governed by the release of excitons from surface traps and is characterized by a power-law tail. We show that the crossover from one limit to another is controlled by diffusion properties. This intermediate region exhibits a rich behaviour depending on the value of diffusivity. The proposed approach reproduces all the features of experimental curves measured for different nanoplatelet systems.},
  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{WangSenoSokolovetal.2020,
  author    = {Wang, Wei and Seno, Flavio and Sokolov, Igor M. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Unexpected crossovers in correlated random-diffusivity processes},
  series = {New Journal of Physics},
  volume    = {22},
  journal   = {New Journal of Physics},
  publisher = {Dt. Physikalische Ges.},
  address   = {Bad Honnef},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aba390},
  pages     = {17},
  year      = {2020},
  abstract  = {The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by 'viscoelastic' anomalous diffusion, in which the increments of the motion feature long-ranged negative and positive correlations. While viscoelastic anomalous diffusion is typically modelled by a Gaussian process with correlated increments, so-called fractional Gaussian noise, an increasing number of systems are reported, in which viscoelastic anomalous diffusion is paired with non-Gaussian displacement distributions. Following recent advances in Brownian yet non-Gaussian diffusion we here introduce and discuss several possible versions of random-diffusivity models with long-ranged correlations. While all these models show a crossover from non-Gaussian to Gaussian distributions beyond some correlation time, their mean squared displacements exhibit strikingly different behaviours: depending on the model crossovers from anomalous to normal diffusion are observed, as well as a priori unexpected dependencies of the effective diffusion coefficient on the correlation exponent. Our observations of the non-universality of random-diffusivity viscoelastic anomalous diffusion are important for the analysis of experiments and a better understanding of the physical origins of 'viscoelastic yet non-Gaussian' diffusion.},
  language  = {en}
}
@misc{WangSenoSokolovetal.2020,
  author    = {Wang, Wei and Seno, Flavio and Sokolov, Igor M. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Unexpected crossovers in correlated random-diffusivity processes},
  number    = {1006},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-48004},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-480049},
  pages     = {18},
  year      = {2020},
  abstract  = {The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by 'viscoelastic' anomalous diffusion, in which the increments of the motion feature long-ranged negative and positive correlations. While viscoelastic anomalous diffusion is typically modelled by a Gaussian process with correlated increments, so-called fractional Gaussian noise, an increasing number of systems are reported, in which viscoelastic anomalous diffusion is paired with non-Gaussian displacement distributions. Following recent advances in Brownian yet non-Gaussian diffusion we here introduce and discuss several possible versions of random-diffusivity models with long-ranged correlations. While all these models show a crossover from non-Gaussian to Gaussian distributions beyond some correlation time, their mean squared displacements exhibit strikingly different behaviours: depending on the model crossovers from anomalous to normal diffusion are observed, as well as a priori unexpected dependencies of the effective diffusion coefficient on the correlation exponent. Our observations of the non-universality of random-diffusivity viscoelastic anomalous diffusion are important for the analysis of experiments and a better understanding of the physical origins of 'viscoelastic yet non-Gaussian' diffusion.},
  language  = {en}
}
@article{PalyulinBlackburnLomholtetal.2019,
  author    = {Palyulin, Vladimir V. and Blackburn, George and Lomholt, Michael A. and Watkins, Nicholas W. and Metzler, Ralf and Klages, Rainer and Chechkin, Aleksei V.},
  title     = {First passage and first hitting times of Levy flights and Levy walks},
  series = {New journal of physics : the open-access journal for physics},
  volume    = {21},
  journal   = {New journal of physics : the open-access journal for physics},
  number    = {10},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ab41bb},
  pages     = {23},
  year      = {2019},
  abstract  = {For both L{\´e}vy flight and L{\´e}vy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For L{\´e}vy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ('leapovers'), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the L{\´e}vy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.},
  language  = {en}
}
@misc{PalyulinBlackburnLomholtetal.2019,
  author    = {Palyulin, Vladimir V and Blackburn, George and Lomholt, Michael A and Watkins, Nicholas W and Metzler, Ralf and Klages, Rainer and Chechkin, Aleksei V.},
  title     = {First passage and first hitting times of L{\´e}vy flights and L{\´e}vy walks},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {785},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-43983},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-439832},
  pages     = {25},
  year      = {2019},
  abstract  = {For both L{\´e}vy flight and L{\´e}vy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For L{\´e}vy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ('leapovers'), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the L{\´e}vy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.},
  language  = {en}
}
@article{PadashChechkinDybiecetal.2019,
  author    = {Padash, Amin and Chechkin, Aleksei V. and Dybiec, Bartlomiej and Pavlyukevich, Ilya and Shokri, Babak and Metzler, Ralf},
  title     = {First-passage properties of asymmetric Levy flights},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {52},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {45},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8121/ab493e},
  pages     = {48},
  year      = {2019},
  abstract  = {L{\´e}vy flights are paradigmatic generalised random walk processes, in which the independent stationary increments—the 'jump lengths'—are drawn from an -stable jump length distribution with long-tailed, power-law asymptote. As a result, the variance of L{\´e}vy flights diverges and the trajectory is characterised by occasional extremely long jumps. Such long jumps significantly decrease the probability to revisit previous points of visitation, rendering L{\´e}vy flights efficient search processes in one and two dimensions. To further quantify their precise property as random search strategies we here study the first-passage time properties of L{\´e}vy flights in one-dimensional semi-infinite and bounded domains for symmetric and asymmetric jump length distributions. To obtain the full probability density function of first-passage times for these cases we employ two complementary methods. One approach is based on the space-fractional diffusion equation for the probability density function, from which the survival probability is obtained for different values of the stable index and the skewness (asymmetry) parameter . The other approach is based on the stochastic Langevin equation with -stable driving noise. Both methods have their advantages and disadvantages for explicit calculations and numerical evaluation, and the complementary approach involving both methods will be profitable for concrete applications. We also make use of the Skorokhod theorem for processes with independent increments and demonstrate that the numerical results are in good agreement with the analytical expressions for the probability density function of the first-passage times.},
  language  = {en}
}
@article{SliusarenkoVitaliSposinietal.2019,
  author    = {Sliusarenko, Oleksii Yu and Vitali, Silvia and Sposini, Vittoria and Paradisi, Paolo and Chechkin, Aleksei V. and Castellani, Gastone and Pagnini, Gianni},
  title     = {Finite-energy Levy-type motion through heterogeneous ensemble of Brownian particles},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {52},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {9},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8121/aafe90},
  pages     = {27},
  year      = {2019},
  abstract  = {Complex systems are known to display anomalous diffusion, whose signature is a space/time scaling x similar to t(delta) with delta not equal 1/2 in the probability density function (PDF). Anomalous diffusion can emerge jointly with both Gaussian, e.g. fractional Brownian motion, and power-law decaying distributions, e.g. Levy Flights or Levy Walks (LWs). Levy flights get anomalous scaling, but, being jumps of any size allowed even at short times, have infinite position variance, infinite energy and discontinuous paths. LWs, which are based on random trapping events, overcome these limitations: they resemble a Levy-type power-law distribution that is truncated in the large displacement range and have finite moments, finite energy and, even with discontinuous velocity, they are continuous. However, LWs do not take into account the role of strong heterogeneity in many complex systems, such as biological transport in the crowded cell environment. In this work we propose and discuss a model describing a heterogeneous ensemble of Brownian particles (HEBP). Velocity of each single particle obeys a standard underdamped Langevin equation for the velocity, with linear friction term and additive Gaussian noise. Each particle is characterized by its own relaxation time and velocity diffusivity. We show that, for proper distributions of relaxation time and velocity diffusivity, the HEBP resembles some LW statistical features, in particular power-law decaying PDF, long-range correlations and anomalous diffusion, at the same time keeping finite position moments and finite energy. The main differences between the HEBP model and two different LWs are investigated, finding that, even when both velocity and position PDFs are similar, they differ in four main aspects: (i) LWs are biscaling, while HEBP is monoscaling; (ii) a transition from anomalous (delta = 1/2) to normal (delta = 1/2) diffusion in the long-time regime is seen in the HEBP and not in LWs; (iii) the power-law index of the position PDF and the space/time diffusion scaling are independent in the HEBP, while they both depend on the scaling of the interevent time PDF in LWs; (iv) at variance with LWs, our HEBP model obeys a fluctuation-dissipation theorem.},
  language  = {en}
}
@article{PalyulinBlackburnLomholtetal.2019,
  author    = {Palyulin, Vladimir V and Blackburn, George and Lomholt, Michael A and Watkins, Nicholas W and Metzler, Ralf and Klages, Rainer and Chechkin, Aleksei V.},
  title     = {First passage and first hitting times of L{\´e}vy flights and L{\´e}vy walks},
  series = {New Journal of Physics},
  volume    = {21},
  journal   = {New Journal of Physics},
  publisher = {Dt. Physikalische Ges.},
  address   = {Bad Honnef},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ab41bb},
  pages     = {24},
  year      = {2019},
  abstract  = {For both L{\´e}vy flight and L{\´e}vy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For L{\´e}vy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ('leapovers'), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the L{\´e}vy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.},
  language  = {en}
}
@article{BodrovaChechkinSokolov2019,
  author    = {Bodrova, Anna S. and Chechkin, Aleksei V. and Sokolov, Igor M.},
  title     = {Scaled Brownian motion with renewal resetting},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {100},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {1},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {2470-0045},
  doi       = {10.1103/PhysRevE.100.012120},
  pages     = {13},
  year      = {2019},
  abstract  = {We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient D(t)∼tα-1 with α>0 (scaled Brownian motion) is stochastically reset to its initial position, and starts anew. In the present work we discuss the situation in which the memory on the value of the diffusion coefficient at a resetting time is erased, so that the whole process is a fully renewal one. The situation when the resetting of the coordinate does not affect the diffusion coefficient's time dependence is considered in the other work of this series [A. S. Bodrova et al., Phys. Rev. E 100, 012119 (2019)]. We show that the properties of the probability densities in such processes (erasing or retaining the memory on the diffusion coefficient) are vastly different. In addition we discuss the first-passage properties of the scaled Brownian motion with renewal resetting and consider the dependence of the efficiency of search on the parameters of the process.},
  language  = {en}
}