TY - JOUR A1 - Krüsemann, Henning A1 - Godec, Aljaz A1 - Metzler, Ralf T1 - Ageing first passage time density in continuous time random walks and quenched energy landscapes JF - Journal of physics : A, Mathematical and theoretical N2 - We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function Psi (t) similar or equal to t(-1-alpha) (0 <= alpha <= 2). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time t(a), the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs with 0 < alpha < 1 describe systems such as charge carriers in amorphous semiconducters, tracer dispersion in geological and biological systems, or the dynamics of blinking quantum dots. We derive the exact forms of the first passage time density for an ageing subdiffusive CTRW in the semi-infinite, confined, and biased case, finding different scaling regimes for weakly, intermediately, and strongly aged systems: these regimes, with different scaling laws, are also found when the scaling exponent is in the range 1 < alpha < 2, for sufficiently long ta. We compare our results with the ageing motion of a test particle in a quenched energy landscape. We test our theoretical results in the quenched landscape against simulations: only when the bias is strong enough, the correlations from returning to previously visited sites become insignificant and the results approach the ageing CTRW results. With small bias or without bias, the ageing effects disappear and a change in the exponent compared to the case of a completely annealed landscape can be found, reflecting the build-up of correlations in the quenched landscape. KW - first passage KW - random walks KW - anomalous diffusion Y1 - 2015 U6 - https://doi.org/10.1088/1751-8113/48/28/285001 SN - 1751-8113 SN - 1751-8121 VL - 48 IS - 28 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Kruesemann, Henning A1 - Schwarzl, Richard A1 - Metzler, Ralf T1 - Ageing Scher-Montroll Transport JF - Transport in Porous Media N2 - We study the properties of ageing Scher-Montroll transport in terms of a biased subdiffusive continuous time random walk in which the waiting times between consecutive jumps of the charge carriers are distributed according to the power law probability with . As we show, the dynamical properties of the Scher-Montroll transport depend on the ageing time span between the initial preparation of the system and the start of the observation. The Scher-Montroll transport theory was originally shown to describe the photocurrent in amorphous solids in the presence of an external electric field, but it has since been used in many other fields of physical sciences, in particular also in the geophysical context for the description of the transport of tracer particles in subsurface aquifers. In the absence of ageing () the photocurrent of the classical Scher-Montroll model or the breakthrough curves in the groundwater context exhibit a crossover between two power law regimes in time with the scaling exponents and . In the presence of ageing a new power law regime and an initial plateau regime of the current emerge. We derive the different power law regimes and crossover times of the ageing Scher-Montroll transport and show excellent agreement with simulations of the process. Experimental data of ageing Scher-Montroll transport in polymeric semiconductors are shown to agree well with the predictions of our theory. KW - Anomalous diffusion KW - Ageing KW - Scher-Montroll transport Y1 - 2016 U6 - https://doi.org/10.1007/s11242-016-0686-y SN - 0169-3913 SN - 1573-1634 VL - 115 SP - 327 EP - 344 PB - Springer CY - New York ER - TY - JOUR A1 - Metzler, Ralf A1 - Sanders, L. A1 - Lomholt, M. A. A1 - Lizana, L. A1 - Fogelmark, K. A1 - Ambjoernsson, Tobias T1 - Ageing single file motion JF - The European physical journal Y1 - 2014 U6 - https://doi.org/10.1140/epjst/e2014-02333-5 SN - 1951-6355 SN - 1951-6401 VL - 223 IS - 14 SP - 3287 EP - 3293 PB - Springer CY - Heidelberg ER - TY - JOUR A1 - Schulz, Johannes H. P. A1 - Barkai, Eli A1 - Metzler, Ralf T1 - Aging effects and population splitting in single-particle trajectoryaverages JF - Physical review letters N2 - We study time averages of single particle trajectories in scale-free anomalous diffusion processes, in which the measurement starts at some time t(a) > 0 after initiation of the process at t = 0. Using aging renewal theory, we show that for such nonstationary processes a large class of observables are affected by a unique aging function, which is independent of boundary conditions or the external forces. Moreover, we discuss the implications of aging induced population splitting: with growing age ta of the process, an increasing fraction of particles remains motionless in a measurement of fixed duration. Consequences for single biomolecule tracking in live cells are discussed. Y1 - 2013 U6 - https://doi.org/10.1103/PhysRevLett.110.020602 SN - 0031-9007 SN - 1079-7114 VL - 110 IS - 2 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Schulz, Johannes H. P. A1 - Barkai, Eli A1 - Metzler, Ralf T1 - Aging renewal theory and application to random walks JF - Physical review : X, Expanding access N2 - We discuss a renewal process in which successive events are separated by scale-free waiting time periods. Among other ubiquitous long-time properties, this process exhibits aging: events counted initially in a time interval [0, t] statistically strongly differ from those observed at later times [t(a,) t(a) + t]. The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. In complex, disordered media, processes with scale-free waiting times play a particularly prominent role. We set up a unified analytical foundation for such anomalous dynamics by discussing in detail the distribution of the aging renewal process. We analyze its half-discrete, half-continuous nature and study its aging time evolution. These results are readily used to discuss a scale-free anomalous diffusion process, the continuous-time random walk. By this, we not only shed light on the profound origins of its characteristic features, such as weak ergodicity breaking, along the way, we also add an extended discussion on aging effects. In particular, we find that the aging behavior of time and ensemble averages is conceptually very distinct, but their time scaling is identical at high ages. Finally, we show how more complex motion models are readily constructed on the basis of aging renewal dynamics. Y1 - 2014 U6 - https://doi.org/10.1103/PhysRevX.4.011028 SN - 2160-3308 VL - 4 IS - 1 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Safdari, Hadiseh A1 - Chechkin, Aleksei V. A1 - Jafari, Gholamreza R. A1 - Metzler, Ralf T1 - Aging scaled Brownian motion JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time. Y1 - 2015 U6 - https://doi.org/10.1103/PhysRevE.91.042107 SN - 1539-3755 SN - 1550-2376 VL - 91 IS - 4 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Safdari, Hadiseh A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Bodrova, Anna A1 - Metzler, Ralf T1 - Aging underdamped scaled Brownian motion BT - Ensemble- and time-averaged particle displacements, nonergodicity, and the failure of the overdamping approximation JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - 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. Y1 - 2017 U6 - https://doi.org/10.1103/PhysRevE.95.012120 SN - 2470-0045 SN - 2470-0053 VL - 95 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Javanainen, Matti A1 - Hammaren, Henrik A1 - Monticelli, Luca A1 - Jeon, Jae-Hyung A1 - Miettinen, Markus S. A1 - Martinez-Seara, Hector A1 - Metzler, Ralf A1 - Vattulainen, Ilpo T1 - Anomalous and normal diffusion of proteins and lipids in crowded lipid membranes JF - Faraday discussions N2 - Lateral diffusion plays a crucial role in numerous processes that take place in cell membranes, yet it is quite poorly understood in native membranes characterized by, e.g., domain formation and large concentration of proteins. In this article, we use atomistic and coarse-grained simulations to consider how packing of membranes and crowding with proteins affect the lateral dynamics of lipids and membrane proteins. We find that both packing and protein crowding have a profound effect on lateral diffusion, slowing it down. Anomalous diffusion is observed to be an inherent property in both protein-free and protein-rich membranes, and the time scales of anomalous diffusion and the exponent associated with anomalous diffusion are found to strongly depend on packing and crowding. Crowding with proteins also has a striking effect on the decay rate of dynamical correlations associated with lateral single-particle motion, as the transition from anomalous to normal diffusion is found to take place at macroscopic time scales: while in protein-poor conditions normal diffusion is typically observed in hundreds of nanoseconds, in protein-rich conditions the onset of normal diffusion is tens of microseconds, and in the most crowded systems as large as milliseconds. The computational challenge which results from these time scales is not easy to deal with, not even in coarse-grained simulations. We also briefly discuss the physical limits of protein motion. Our results suggest that protein concentration is anything but constant in the plane of cell membranes. Instead, it is strongly dependent on proteins' preference for aggregation. Y1 - 2013 U6 - https://doi.org/10.1039/c2fd20085f SN - 1359-6640 VL - 161 IS - 1 SP - 397 EP - 417 PB - Royal Society of Chemistry CY - Cambridge ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Metzler, Ralf T1 - Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes JF - New journal of physics : the open-access journal for physics N2 - 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. Y1 - 2013 U6 - https://doi.org/10.1088/1367-2630/15/8/083039 SN - 1367-2630 VL - 15 IS - 15 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Wang, Wei A1 - Cherstvy, Andrey G. A1 - Liu, Xianbin A1 - Metzler, Ralf T1 - Anomalous diffusion and nonergodicity for heterogeneous diffusion processes with fractional Gaussian noise JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - Heterogeneous diffusion processes (HDPs) feature a space-dependent diffusivity of the form D(x) = D-0|x|(alpha). Such processes yield anomalous diffusion and weak ergodicity breaking, the asymptotic disparity between ensemble and time averaged observables, such as the mean-squared displacement. Fractional Brownian motion (FBM) with its long-range correlated yet Gaussian increments gives rise to anomalous and ergodic diffusion. Here, we study a combined model of HDPs and FBM to describe the particle dynamics in complex systems with position-dependent diffusivity driven by fractional Gaussian noise. This type of motion is, inter alia, relevant for tracer-particle diffusion in biological cells or heterogeneous complex fluids. We show that the long-time scaling behavior predicted theoretically and by simulations for the ensemble-and time-averaged mean-squared displacements couple the scaling exponents alpha of HDPs and the Hurst exponent H of FBM in a characteristic way. Our analysis of the simulated data in terms of the rescaled variable y similar to |x|(1/(2/(2-alpha)))/t(H) coupling particle position x and time t yields a simple, Gaussian probability density function (PDF), PHDP-FBM(y) = e(-y2)/root pi. Its universal shape agrees well with theoretical predictions for both uni- and bimodal PDF distributions. Y1 - 2020 U6 - https://doi.org/10.1103/PhysRevE.102.012146 SN - 2470-0045 SN - 2470-0053 SN - 1063-651X SN - 1539-3755 SN - 2470-0061 VL - 102 IS - 1 SP - 012146-1 EP - 012146-16 PB - American Physical Society CY - College Park ER -