@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{LiuCherstvyMetzler2017,
  author    = {Liu, Lin and Cherstvy, Andrey G. and Metzler, Ralf},
  title     = {Facilitated Diffusion of Transcription Factor Proteins with Anomalous Bulk Diffusion},
  series = {The journal of physical chemistry : B, Condensed matter, materials, surfaces, interfaces \& biophysical chemistry},
  volume    = {121},
  journal   = {The journal of physical chemistry : B, Condensed matter, materials, surfaces, interfaces \& biophysical chemistry},
  publisher = {American Chemical Society},
  address   = {Washington},
  issn      = {1520-6106},
  doi       = {10.1021/acs.jpcb.6b12413},
  pages     = {1284 -- 1289},
  year      = {2017},
  abstract  = {What are the physical laws of the diffusive search of proteins for their specific binding sites on DNA in the presence of the macromolecular crowding in cells? We performed extensive computer simulations to elucidate the protein target search on DNA. The novel feature is the viscoelastic non-Brownian protein bulk diffusion recently observed experimentally. We examine the influence of the protein-DNA binding affinity and the anomalous diffusion exponent on the target search time. In all cases an optimal search time is found. The relative contribution of intermittent three-dimensional bulk diffusion and one-dimensional sliding of proteins along the DNA is quantified. Our results are discussed in the light of recent single molecule tracking experiments, aiming at a better understanding of the influence of anomalous kinetics of proteins on the facilitated diffusion mechanism.},
  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}
}