TY - JOUR A1 - Jeon, Jae-Hyung A1 - Leijnse, Natascha A1 - Oddershede, Lene B. A1 - Metzler, Ralf T1 - Anomalous diffusion and power-law relaxation of the time averaged mean squared displacement in worm-like micellar solutions JF - New journal of physics : the open-access journal for physics N2 - We report the results of single tracer particle tracking by optical tweezers and video microscopy in micellar solutions. From careful analysis in terms of different stochastic models, we show that the polystyrene tracer beads of size 0.52-2.5 mu m after short-time normal diffusion turn over to perform anomalous diffusion of the form < r(2)(t)> similar or equal to t(alpha) with alpha approximate to 0.3. This free anomalous diffusion is ergodic and consistent with a description in terms of the generalized Langevin equation with a power-law memory kernel. With optical tweezers tracking, we unveil a power-law relaxation over several decades in time to the thermal plateau value under the confinement of the harmonic tweezer potential, as predicted previously (Phys. Rev. E 85 021147 (2012)). After the subdiffusive motion in the millisecond range, the motion becomes faster and turns either back to normal Brownian diffusion or to even faster superdiffusion, depending on the size of the tracer beads. Y1 - 2013 U6 - https://doi.org/10.1088/1367-2630/15/4/045011 SN - 1367-2630 VL - 15 IS - 4 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes JF - Physical chemistry, chemical physics : PCCP ; a journal of European chemical societies N2 - We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The investigation of the resulting diffusion is performed for unconfined and confined motion. Y1 - 2016 U6 - https://doi.org/10.1039/C6CP03101C SN - 1463-9084 SN - 1463-9076 VL - 18 SP - 23840 EP - 23852 PB - RSC Publ. CY - Cambridge ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes JF - Physical chemistry, chemical physics : a journal of European Chemical Societies N2 - We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth or decay in time. In this study we compare computer simulations of the stochastic Langevin equation for this random diffusion process with analytical results. We explore the regimes of normal Brownian motion as well as anomalous diffusion in the sub- and superdiffusive regimes. We also consider effects of the inertial term on the particle motion. The investigation of the resulting diffusion is performed for unconfined and confined motion. Y1 - 2016 U6 - https://doi.org/10.1039/c6cp03101c SN - 1463-9076 SN - 1463-9084 VL - 18 SP - 23840 EP - 23852 PB - Royal Society of Chemistry CY - Cambridge ER - TY - JOUR A1 - Metzler, Ralf A1 - Jeon, Jae-Hyung A1 - Cherstvy, Andrey G. A1 - Barkai, Eli T1 - Anomalous diffusion models and their properties BT - non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking JF - physical chemistry, chemical physics : PCCP N2 - Modern microscopic techniques following the stochastic motion of labelled tracer particles have uncovered significant deviations from the laws of Brownian motion in a variety of animate and inanimate systems. Such anomalous diffusion can have different physical origins, which can be identified from careful data analysis. In particular, single particle tracking provides the entire trajectory of the traced particle, which allows one to evaluate different observables to quantify the dynamics of the system under observation. We here provide an extensive overview over different popular anomalous diffusion models and their properties. We pay special attention to their ergodic properties, highlighting the fact that in several of these models the long time averaged mean squared displacement shows a distinct disparity to the regular, ensemble averaged mean squared displacement. In these cases, data obtained from time averages cannot be interpreted by the standard theoretical results for the ensemble averages. Here we therefore provide a comparison of the main properties of the time averaged mean squared displacement and its statistical behaviour in terms of the scatter of the amplitudes between the time averages obtained from different trajectories. We especially demonstrate how anomalous dynamics may be identified for systems, which, on first sight, appear to be Brownian. Moreover, we discuss the ergodicity breaking parameters for the different anomalous stochastic processes and showcase the physical origins for the various behaviours. This Perspective is intended as a guidebook for both experimentalists and theorists working on systems, which exhibit anomalous diffusion. KW - intermittent chaotic systems KW - Fokker-Planck equations KW - time random-walks KW - fluorescence photobleaching recovery KW - fluctuation-dissipation theorem KW - fractional dynamics approach KW - photon-counting statistics KW - weak ergodicity breaking KW - flight search patterns KW - levy flights Y1 - 2014 U6 - https://doi.org/10.1039/c4cp03465a SN - 1463-9076 SN - 1463-9084 VL - 2014 IS - 16 SP - 24128 EP - 24164 ER - TY - JOUR A1 - Metzler, Ralf A1 - Jeon, Jae-Hyung A1 - Cherstvy, Andrey G. A1 - Barkai, Eli T1 - Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking JF - Physical chemistry, chemical physics : a journal of European Chemical Societies N2 - Modern microscopic techniques following the stochastic motion of labelled tracer particles have uncovered significant deviations from the laws of Brownian motion in a variety of animate and inanimate systems. Such anomalous diffusion can have different physical origins, which can be identified from careful data analysis. In particular, single particle tracking provides the entire trajectory of the traced particle, which allows one to evaluate different observables to quantify the dynamics of the system under observation. We here provide an extensive overview over different popular anomalous diffusion models and their properties. We pay special attention to their ergodic properties, highlighting the fact that in several of these models the long time averaged mean squared displacement shows a distinct disparity to the regular, ensemble averaged mean squared displacement. In these cases, data obtained from time averages cannot be interpreted by the standard theoretical results for the ensemble averages. Here we therefore provide a comparison of the main properties of the time averaged mean squared displacement and its statistical behaviour in terms of the scatter of the amplitudes between the time averages obtained from different trajectories. We especially demonstrate how anomalous dynamics may be identified for systems, which, on first sight, appear to be Brownian. Moreover, we discuss the ergodicity breaking parameters for the different anomalous stochastic processes and showcase the physical origins for the various behaviours. This Perspective is intended as a guidebook for both experimentalists and theorists working on systems, which exhibit anomalous diffusion. Y1 - 2014 U6 - https://doi.org/10.1039/c4cp03465a SN - 1463-9076 SN - 1463-9084 VL - 16 IS - 44 SP - 24128 EP - 24164 PB - Royal Society of Chemistry CY - Cambridge ER - TY - JOUR A1 - Jeon, Jae-Hyung A1 - Monne, Hector Martinez-Seara A1 - Javanainen, Matti A1 - Metzler, Ralf T1 - Anomalous diffusion of phospholipids and cholesterols in a lipid bilayer and its origins JF - Physical review letters N2 - Combining extensive molecular dynamics simulations of lipid bilayer systems of varying chemical compositions with single-trajectory analyses, we systematically elucidate the stochastic nature of the lipid motion. We observe subdiffusion over more than 4 orders of magnitude in time, clearly stretching into the submicrosecond domain. The lipid motion depends on the lipid chemistry, the lipid phase, and especially the presence of cholesterol. We demonstrate that fractional Langevin equation motion universally describes the lipid motion in all phases, including the gel phase, and in the presence of cholesterol. The results underline the relevance of anomalous diffusion in lipid bilayers and the strong effects of the membrane composition. Y1 - 2012 U6 - https://doi.org/10.1103/PhysRevLett.109.188103 SN - 0031-9007 VL - 109 IS - 18 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Wang, Wei A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. T1 - Anomalous diffusion, aging, and nonergodicity of scaled Brownian motion with fractional Gaussian noise: overview of related experimental observations and models JF - Physical chemistry, chemical physics : PCCP ; a journal of European chemical societies N2 - How does a systematic time-dependence of the diffusion coefficient D(t) affect the ergodic and statistical characteristics of fractional Brownian motion (FBM)? Here, we answer this question via studying the characteristics of a set of standard statistical quantifiers relevant to single-particle-tracking (SPT) experiments. We examine, for instance, how the behavior of the ensemble- and time-averaged mean-squared displacements-denoted as the standard MSD < x(2)(Delta)> and TAMSD <<(delta(2)(Delta))over bar>> quantifiers-of FBM featuring < x(2) (Delta >> = <<(delta(2)(Delta >)over bar>> proportional to Delta(2H) (where H is the Hurst exponent and Delta is the [lag] time) changes in the presence of a power-law deterministically varying diffusivity D-proportional to(t) proportional to t(alpha-1) -germane to the process of scaled Brownian motion (SBM)-determining the strength of fractional Gaussian noise. The resulting compound "scaled-fractional" Brownian motion or FBM-SBM is found to be nonergodic, with < x(2)(Delta >> proportional to Delta(alpha+)(2H)(-1) and <(delta 2(Delta >) over bar > proportional to Delta(2H). We also detect a stalling behavior of the MSDs for very subdiffusive SBM and FBM, when alpha + 2H - 1 < 0. The distribution of particle displacements for FBM-SBM remains Gaussian, as that for the parent processes of FBM and SBM, in the entire region of scaling exponents (0 < alpha < 2 and 0 < H < 1). The FBM-SBM process is aging in a manner similar to SBM. The velocity autocorrelation function (ACF) of particle increments of FBM-SBM exhibits a dip when the parent FBM process is subdiffusive. Both for sub- and superdiffusive FBM contributions to the FBM-SBM process, the SBM exponent affects the long-time decay exponent of the ACF. Applications of the FBM-SBM-amalgamated process to the analysis of SPT data are discussed. A comparative tabulated overview of recent experimental (mainly SPT) and computational datasets amenable for interpretation in terms of FBM-, SBM-, and FBM-SBM-like models of diffusion culminates the presentation. The statistical aspects of the dynamics of a wide range of biological systems is compared in the table, from nanosized beads in living cells, to chromosomal loci, to water diffusion in the brain, and, finally, to patterns of animal movements. Y1 - 2022 U6 - https://doi.org/10.1039/d2cp01741e SN - 1463-9076 SN - 1463-9084 VL - 24 IS - 31 SP - 18482 EP - 18504 PB - RSC Publ. CY - Cambridge ER - TY - JOUR A1 - Cherstvy, Andrey G. A1 - Safdari, Hadiseh A1 - Metzler, Ralf T1 - Anomalous diffusion, nonergodicity, and ageing for exponentially and logarithmically time-dependent diffusivity BT - striking differences for massive versus massless particles JF - Journal of physics. D, Applied physics N2 - We investigate a diffusion process with a time-dependent diffusion coefficient, both exponentially increasing and decreasing in time, D(t)=D-0(e +/- 2 alpha t). For this (hypothetical) nonstationary diffusion process we compute-both analytically and from extensive stochastic simulations-the behavior of the ensemble- and time-averaged mean-squared displacements (MSDs) of the particles, both in the over- and underdamped limits. Simple asymptotic relations derived for the short- and long-time behaviors are shown to be in excellent agreement with the results of simulations. The diffusive characteristics in the presence of ageing are also considered, with dramatic differences of the over- versus underdamped regime. Our results for D(t)=D-0(e +/- 2 alpha t) extend and generalize the class of diffusive systems obeying scaled Brownian motion featuring a power-law-like variation of the diffusivity with time, D(t) similar to t(alpha-1). We also examine the logarithmically increasing diffusivity, D(t)=D(0)log[t/tau(0)], as another fundamental functional dependence (in addition to the power-law and exponential) and as an example of diffusivity slowly varying in time. One of the main conclusions is that the behavior of the massive particles is predominantly ergodic, while weak ergodicity breaking is repeatedly found for the time-dependent diffusion of the massless particles at short times. The latter manifests itself in the nonequivalence of the (both nonaged and aged) MSD and the mean time-averaged MSD. The current findings are potentially applicable to a class of physical systems out of thermal equilibrium where a rapid increase or decrease of the particles' diffusivity is inherently realized. One biological system potentially featuring all three types of time-dependent diffusion (power-law-like, exponential, and logarithmic) is water diffusion in the brain tissues, as we thoroughly discuss in the end. KW - anomalous diffusion KW - scaled Brownian motion KW - stochastic processes KW - nonstationary diffusivity KW - water diffusion in the brain KW - nonergodicity Y1 - 2021 U6 - https://doi.org/10.1088/1361-6463/abdff0 SN - 0022-3727 SN - 1361-6463 VL - 54 IS - 19 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Eliazar, Iddo A1 - Metzler, Ralf T1 - Anomalous statistics of random relaxations in random environments JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - We comprehensively analyze the emergence of anomalous statistics in the context of the random relaxation ( RARE) model [Eliazar and Metzler, J. Chem. Phys. 137, 234106 ( 2012)], a recently introduced versatile model of random relaxations in random environments. The RARE model considers excitations scattered randomly across a metric space around a reaction center. The excitations react randomly with the center, the reaction rates depending on the excitations' distances from this center. Relaxation occurs upon the first reaction between an excitation and the center. Addressing both the relaxation time and the relaxation range, we explore when these random variables display anomalous statistics, namely, heavy tails at zero and at infinity that manifest, respectively, exceptionally high occurrence probabilities of very small and very large outliers. A cohesive set of closed-form analytic results is established, determining precisely when such anomalous statistics emerge. Y1 - 2013 U6 - https://doi.org/10.1103/PhysRevE.87.022141 SN - 1539-3755 SN - 1550-2376 VL - 87 IS - 2 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Ghosh, Surya K. A1 - Cherstvy, Andrey G. A1 - Grebenkov, Denis S. A1 - Metzler, Ralf T1 - Anomalous, non-Gaussian tracer diffusion in crowded two-dimensional environments JF - NEW JOURNAL OF PHYSICS N2 - A topic of intense current investigation pursues the question of how the highly crowded environment of biological cells affects the dynamic properties of passively diffusing particles. Motivated by recent experiments we report results of extensive simulations of the motion of a finite sized tracer particle in a heterogeneously crowded environment made up of quenched distributions of monodisperse crowders of varying sizes in finite circular two-dimensional domains. For given spatial distributions of monodisperse crowders we demonstrate how anomalous diffusion with strongly non-Gaussian features arises in this model system. We investigate both biologically relevant situations of particles released either at the surface of an inner domain or at the outer boundary, exhibiting distinctly different features of the observed anomalous diffusion for heterogeneous distributions of crowders. Specifically we reveal an asymmetric spreading of tracers even at moderate crowding. In addition to the mean squared displacement (MSD) and local diffusion exponent we investigate the magnitude and the amplitude scatter of the time averaged MSD of individual tracer trajectories, the non-Gaussianity parameter, and the van Hove correlation function. We also quantify how the average tracer diffusivity varies with the position in the domain with a heterogeneous radial distribution of crowders and examine the behaviour of the survival probability and the dynamics of the tracer survival probability. Inter alia, the systems we investigate are related to the passive transport of lipid molecules and proteins in two-dimensional crowded membranes or the motion in colloidal solutions or emulsions in effectively two-dimensional geometries, as well as inside supercrowded, surface adhered cells. KW - anomalous diffusion KW - crowded fluids KW - stochastic processes Y1 - 2016 U6 - https://doi.org/10.1088/1367-2630/18/1/013027 SN - 1367-2630 VL - 18 PB - IOP Publ. Ltd. CY - Bristol ER -