@misc{GranadoAbadMetzleretal.2020,
  author    = {Granado, Felipe Le Vot and Abad, Enrique and Metzler, Ralf and Yuste, Santos B.},
  title     = {Continuous time random walk in a velocity field},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1005},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-47999},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-479997},
  pages     = {28},
  year      = {2020},
  abstract  = {We consider the emerging dynamics of a separable continuous time random walk (CTRW) in the case when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid vesicles, biofilms and tissues, but also macroscopic systems such as expanding aquifers during rainy periods, or the expanding Universe. The CTRW in this study can be subdiffusive, normal diffusive or superdiffusive, including the particular case of a L{\´e}vy flight. We first consider the case when the velocity field is absent. In the subdiffusive case, we reveal an interesting time dependence of the kurtosis of the particle probability density function. In particular, for a suitable parameter choice, we find that the propagator, which is fat tailed at short times, may cross over to a Gaussian-like propagator. We subsequently incorporate the effect of the velocity field and derive a bi-fractional diffusion-advection equation encoding the time evolution of the particle distribution. We apply this equation to study the mixing kinetics of two diffusing pulses, whose peaks move towards each other under the action of velocity fields acting in opposite directions. This deterministic motion of the peaks, together with the diffusive spreading of each pulse, tends to increase particle mixing, thereby counteracting the peak separation induced by the domain growth. As a result of this competition, different regimes of mixing arise. In the case of L{\´e}vy flights, apart from the non-mixing regime, one has two different mixing regimes in the long-time limit, depending on the exact parameter choice: in one of these regimes, mixing is mainly driven by diffusive spreading, while in the other mixing is controlled by the velocity fields acting on each pulse. Possible implications for encounter-controlled reactions in real systems are discussed.},
  language  = {en}
}
@article{GranadoAbadMetzleretal.2020,
  author    = {Granado, Felipe Le Vot and Abad, Enrique and Metzler, Ralf and Yuste, Santos B.},
  title     = {Continuous time random walk in a velocity field},
  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/ab9ae2},
  pages     = {27},
  year      = {2020},
  abstract  = {We consider the emerging dynamics of a separable continuous time random walk (CTRW) in the case when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid vesicles, biofilms and tissues, but also macroscopic systems such as expanding aquifers during rainy periods, or the expanding Universe. The CTRW in this study can be subdiffusive, normal diffusive or superdiffusive, including the particular case of a L{\´e}vy flight. We first consider the case when the velocity field is absent. In the subdiffusive case, we reveal an interesting time dependence of the kurtosis of the particle probability density function. In particular, for a suitable parameter choice, we find that the propagator, which is fat tailed at short times, may cross over to a Gaussian-like propagator. We subsequently incorporate the effect of the velocity field and derive a bi-fractional diffusion-advection equation encoding the time evolution of the particle distribution. We apply this equation to study the mixing kinetics of two diffusing pulses, whose peaks move towards each other under the action of velocity fields acting in opposite directions. This deterministic motion of the peaks, together with the diffusive spreading of each pulse, tends to increase particle mixing, thereby counteracting the peak separation induced by the domain growth. As a result of this competition, different regimes of mixing arise. In the case of L{\´e}vy flights, apart from the non-mixing regime, one has two different mixing regimes in the long-time limit, depending on the exact parameter choice: in one of these regimes, mixing is mainly driven by diffusive spreading, while in the other mixing is controlled by the velocity fields acting on each pulse. Possible implications for encounter-controlled reactions in real systems are discussed.},
  language  = {en}
}
@misc{SposiniMetzlerOshanin2019,
  author    = {Sposini, Vittoria and Metzler, Ralf and Oshanin, Gleb},
  title     = {Single-trajectory spectral analysis of scaled Brownian motion},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {753},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-43652},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-436522},
  pages     = {16},
  year      = {2019},
  abstract  = {Astandard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, T → ∞. In many experimental situations one is able to garner only relatively few stochastic time series of finite T, such that practically neither an ensemble average nor the asymptotic limit T → ∞ can be achieved. To accommodate for a meaningful analysis of such finite-length data we here develop the framework of single-trajectory spectral analysis for one of the standard models of anomalous diffusion, scaled Brownian motion.Wedemonstrate that the frequency dependence of the single-trajectory PSD is exactly the same as for standard Brownian motion, which may lead one to the erroneous conclusion that the observed motion is normal-diffusive. However, a distinctive feature is shown to be provided by the explicit dependence on the measurement time T, and this ageing phenomenon can be used to deduce the anomalous diffusion exponent.Wealso compare our results to the single-trajectory PSD behaviour of another standard anomalous diffusion process, fractional Brownian motion, and work out the commonalities and differences. Our results represent an important step in establishing singletrajectory PSDs as an alternative (or complement) to analyses based on the time-averaged mean squared displacement.},
  language  = {en}
}
@misc{XuZhouMetzleretal.2022,
  author    = {Xu, Pengbo and Zhou, Tian and Metzler, Ralf and Deng, Weihua},
  title     = {Stochastic harmonic trapping of a L{\´e}vy walk: transport and first-passage dynamics under soft resetting strategies},
  series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-56040},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-560402},
  pages     = {1 -- 28},
  year      = {2022},
  abstract  = {We introduce and study a L{\´e}vy walk (LW) model of particle spreading with a finite propagation speed combined with soft resets, stochastically occurring periods in which an harmonic external potential is switched on and forces the particle towards a specific position. Soft resets avoid instantaneous relocation of particles that in certain physical settings may be considered unphysical. Moreover, soft resets do not have a specific resetting point but lead the particle towards a resetting point by a restoring Hookean force. Depending on the exact choice for the LW waiting time density and the probability density of the periods when the harmonic potential is switched on, we demonstrate a rich emerging response behaviour including ballistic motion and superdiffusion. When the confinement periods of the soft-reset events are dominant, we observe a particle localisation with an associated non-equilibrium steady state. In this case the stationary particle probability density function turns out to acquire multimodal states. Our derivations are based on Markov chain ideas and LWs with multiple internal states, an approach that may be useful and flexible for the investigation of other generalised random walks with soft and hard resets. The spreading efficiency of soft-rest LWs is characterised by the first-passage time statistic.},
  language  = {en}
}
@article{MutothyaXuLietal.2021,
  author    = {Mutothya, Nicholas Mwilu and Xu, Yong and Li, Yongge and Metzler, Ralf},
  title     = {Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise},
  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/abfba6},
  pages     = {31},
  year      = {2021},
  abstract  = {We study the stochastic motion of a test particle in a heterogeneous medium in terms of a position dependent diffusion coefficient mimicking measured deterministic diffusivity gradients in biological cells or the inherent heterogeneity of geophysical systems. Compared to previous studies we here investigate the effect of the interplay of anomalous diffusion effected by position dependent diffusion coefficients and coloured non-Gaussian noise. The latter is chosen to be distributed according to Tsallis' q-distribution, representing a popular example for a non-extensive statistic. We obtain the ensemble and time averaged mean squared displacements for this generalised process and establish its non-ergodic properties as well as analyse the non-Gaussian nature of the associated displacement distribution. We consider both non-stratified and stratified environments.},
  language  = {en}
}
@article{PalyulinMetzler2012,
  author    = {Palyulin, Vladimir V. and Metzler, Ralf},
  title     = {How a finite potential barrier decreases the mean first-passage time},
  series = {Journal of statistical mechanics: theory and experiment},
  journal   = {Journal of statistical mechanics: theory and experiment},
  number    = {1},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1742-5468},
  doi       = {10.1088/1742-5468/2012/03/L03001},
  pages     = {10},
  year      = {2012},
  abstract  = {We consider the mean first-passage time of a random walker moving in a potential landscape on a finite interval, the starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate that the mean first-passage time for a piecewise linear curve between these two points is minimized by the introduction of a potential barrier. Due to thermal fluctuations, this barrier may be crossed. It turns out that the corresponding expense for this activation is less severe than the gain from an increased slope towards the end point. In particular, the resulting mean first-passage time is shorter than for a linear potential drop between the two points.},
  language  = {en}
}
@article{MagdziarzMetzlerSzczotkaetal.2012,
  author    = {Magdziarz, Marcin and Metzler, Ralf and Szczotka, Wladyslaw and Zebrowski, Piotr},
  title     = {Correlated continuous-time random walks-scaling limits and Langevin picture},
  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       = {10.1088/1742-5468/2012/04/P04010},
  pages     = {18},
  year      = {2012},
  abstract  = {In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations.},
  language  = {en}
}
@article{SchwarzlGodecOshaninetal.2016,
  author    = {Schwarzl, Maria and Godec, Aljaz and Oshanin, Gleb and Metzler, Ralf},
  title     = {A single predator charging a herd of prey: effects of self volume and predator-prey decision-making},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {49},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8113/49/22/225601},
  pages     = {19},
  year      = {2016},
  abstract  = {We study the degree of success of a single predator hunting a herd of prey on a two-dimensional square lattice landscape. We explicitly consider the self volume of the prey restraining their dynamics on the lattice. The movement of both predator and prey is chosen to include an intelligent, decision making step based on their respective sighting ranges, the radius in which they can detect the other species (prey cannot recognise each other besides the self volume interaction): after spotting each other the motion of prey and predator turns from a nearest neighbour random walk into directed escape or chase, respectively. We consider a large range of prey densities and sighting ranges and compute the mean first passage time for a predator to catch a prey as well as characterise the effective dynamics of the hunted prey. We find that the prey's sighting range dominates their life expectancy and the predator profits more from a bad eyesight of the prey than from his own good eye sight. We characterise the dynamics in terms of the mean distance between the predator and the nearest prey. It turns out that effectively the dynamics of this distance coordinate can be captured in terms of a simple Ornstein-Uhlenbeck picture. Reducing the many-body problem to a simple two-body problem by imagining predator and nearest prey to be connected by an effective Hookean bond, all features of the model such as prey density and sighting ranges merge into the effective binding constant.},
  language  = {en}
}
@article{SposiniMetzlerOshanin2019,
  author    = {Sposini, Vittoria and Metzler, Ralf and Oshanin, Gleb},
  title     = {Single-trajectory spectral analysis of scaled Brownian motion},
  series = {New Journal of Physics},
  volume    = {21},
  journal   = {New Journal of Physics},
  publisher = {Deutsche Physikalische Gesellschaft ; IOP, Institute of Physics},
  address   = {Bad Honnef und London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ab2f52},
  pages     = {16},
  year      = {2019},
  abstract  = {Astandard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, T → ∞. In many experimental situations one is able to garner only relatively few stochastic time series of finite T, such that practically neither an ensemble average nor the asymptotic limit T → ∞ can be achieved. To accommodate for a meaningful analysis of such finite-length data we here develop the framework of single-trajectory spectral analysis for one of the standard models of anomalous diffusion, scaled Brownian motion.Wedemonstrate that the frequency dependence of the single-trajectory PSD is exactly the same as for standard Brownian motion, which may lead one to the erroneous conclusion that the observed motion is normal-diffusive. However, a distinctive feature is shown to be provided by the explicit dependence on the measurement time T, and this ageing phenomenon can be used to deduce the anomalous diffusion exponent.Wealso compare our results to the single-trajectory PSD behaviour of another standard anomalous diffusion process, fractional Brownian motion, and work out the commonalities and differences. Our results represent an important step in establishing singletrajectory PSDs as an alternative (or complement) to analyses based on the time-averaged mean squared displacement.},
  language  = {en}
}
@misc{GrebenkovMetzlerOshanin2021,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Distribution of first-reaction times with target regions on boundaries of shell-like domains},
  series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-55754},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-557542},
  pages     = {1 -- 23},
  year      = {2021},
  abstract  = {We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted 'onion-shell' geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes.},
  language  = {en}
}