TY - JOUR A1 - Mattos, Thiago G. A1 - Mejia-Monasterio, Carlos A1 - Metzler, Ralf A1 - Oshanin, Gleb T1 - First passages in bounded domains When is the mean first passage time meaningful? JF - Physical review : E, Statistical, nonlinear and soft matter physics N2 - We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we obtain the probability P(omega) distribution of the random variable omega = tau(1)/(tau(1) + tau(2)), which is a measure for how similar the first passage times tau(1) and tau(2) are of two independent realizations of a Brownian walk starting at the same location. We construct a chart for each domain, determining whether P(omega) represents a unimodal, bell-shaped form, or a bimodal, M-shaped behavior. While in the former case the mean first passage time (MFPT) is a valid characteristic of the first passage behavior, in the latter case it is an insufficient measure for the process. Strikingly we find a distinct turnover between the two modes of P(omega), characteristic for the domain shape and the respective location of absorbing and reflective boundaries. Our results demonstrate that large fluctuations of the first passage times may occur frequently in two-dimensional domains, rendering quite vague the general use of the MFPT as a robust measure of the actual behavior even in bounded domains, in which all moments of the first passage distribution exist. Y1 - 2012 U6 - https://doi.org/10.1103/PhysRevE.86.031143 SN - 1539-3755 VL - 86 IS - 3 PB - American Physical Society CY - College Park ER - TY - JOUR A1 - Metzler, Ralf A1 - Jeon, Jae-Hyung T1 - The role of ergodicity in anomalous stochastic processes - analysis of single-particle trajectories JF - Physica scripta : an international journal for experimental and theoretical physics N2 - Single-particle experiments produce time series x(t) of individual particle trajectories, frequently revealing anomalous diffusion behaviour. Typically, individual x(t) are evaluated in terms of time-averaged quantities instead of ensemble averages. Here we discuss the behaviour of the time-averaged mean squared displacement of different stochastic processes giving rise to anomalous diffusion. In particular, we pay attention to the ergodic properties of these processes, i.e. the (non)equivalence of time and ensemble averages. Y1 - 2012 U6 - https://doi.org/10.1088/0031-8949/86/05/058510 SN - 0031-8949 VL - 86 IS - 5 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Palyulin, Vladimir V. A1 - Metzler, Ralf T1 - How a finite potential barrier decreases the mean first-passage time JF - Journal of statistical mechanics: theory and experiment N2 - 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. KW - diffusion Y1 - 2012 U6 - https://doi.org/10.1088/1742-5468/2012/03/L03001 SN - 1742-5468 IS - 1 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Sandev, Trifce A1 - Metzler, Ralf A1 - Tomovski, Zivorad T1 - Velocity and displacement correlation functions for fractional generalized Langevin equations JF - Fractional calculus and applied analysis : an international journal for theory and applications N2 - We study analytically a generalized fractional Langevin equation. General formulas for calculation of variances and the mean square displacement are derived. Cases with a three parameter Mittag-Leffler frictional memory kernel are considered. Exact results in terms of the Mittag-Leffler type functions for the relaxation functions, average velocity and average particle displacement are obtained. The mean square displacement and variances are investigated analytically. Asymptotic behaviors of the particle in the short and long time limit are found. The model considered in this paper may be used for modeling anomalous diffusive processes in complex media including phenomena similar to single file diffusion or possible generalizations thereof. We show the importance of the initial conditions on the anomalous diffusive behavior of the particle. KW - fractional generalized Langevin equation KW - frictional memory kernel KW - variances KW - mean square displacement KW - anomalous diffusion Y1 - 2012 U6 - https://doi.org/10.2478/s13540-012-0031-2 SN - 1311-0454 VL - 15 IS - 3 SP - 426 EP - 450 PB - Versita CY - Warsaw ER - TY - JOUR A1 - Sereshki, L. E. A1 - Lomholt, M. A. A1 - Metzler, Ralf T1 - A solution to the subdiffusion-efficiency paradox inactive states enhance reaction efficiency at subdiffusion conditions in living cells JF - epl : a letters journal exploring the frontiers of physics N2 - Macromolecular crowding in living biological cells effects subdiffusion of larger biomolecules such as proteins and enzymes. Mimicking this subdiffusion in terms of random walks on a critical percolation cluster, we here present a case study of EcoRV restriction enzymes involved in vital cellular defence. We show that due to its so far elusive propensity to an inactive state the enzyme avoids non-specific binding and remains well-distributed in the bulk cytoplasm of the cell. Despite the reduced volume exploration capability of subdiffusion processes, this mechanism guarantees a high efficiency of the enzyme. By variation of the non-specific binding constant and the bond occupation probability on the percolation network, we demonstrate that reduced nonspecific binding are beneficial for efficient subdiffusive enzyme activity even in relatively small bacteria cells. Our results corroborate a more local picture of cellular regulation. Y1 - 2012 U6 - https://doi.org/10.1209/0295-5075/97/20008 SN - 0295-5075 VL - 97 IS - 2 PB - EDP Sciences CY - Mulhouse ER - TY - JOUR A1 - Tomovski, Zivorad A1 - Sandev, Trifce A1 - Metzler, Ralf A1 - Dubbeldam, Johan T1 - Generalized space-time fractional diffusion equation with composite fractional time derivative JF - Physica : europhysics journal ; A, Statistical mechanics and its applications N2 - We investigate the solution of space-time fractional diffusion equations with a generalized Riemann-Liouville time fractional derivative and Riesz-Feller space fractional derivative. The Laplace and Fourier transform methods are applied to solve the proposed fractional diffusion equation. The results are represented by using the Mittag-Leffler functions and the Fox H-function. Special cases of the initial and boundary conditions are considered. Numerical scheme and Grunwald-Letnikov approximation are also used to solve the space-time fractional diffusion equation. The fractional moments of the fundamental solution of the considered space-time fractional diffusion equation are obtained. Many known results are special cases of those obtained in this paper. We investigate also the solution of a space-time fractional diffusion equations with a singular term of the form delta(x). t-beta/Gamma(1-beta) (beta > 0). KW - Fractional diffusion equation KW - Composite fractional derivative KW - Riesz-Feller fractional derivative KW - Mittag-Leffler functions KW - Fox H-function KW - Fractional moments KW - Asymptotic expansions KW - Grunwald-Letnikov approximation Y1 - 2012 U6 - https://doi.org/10.1016/j.physa.2011.12.035 SN - 0378-4371 SN - 1873-2119 VL - 391 IS - 8 SP - 2527 EP - 2542 PB - Elsevier CY - Amsterdam ER -