@misc{JeonChechkinMetzler2014,
  author    = {Jeon, Jae-Hyung and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-76302},
  pages     = {15811 -- 15817},
  year      = {2014},
  abstract  = {Anomalous diffusion is frequently described by scaled Brownian motion (SBM){,} a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is ?x2(t)? [similar{,} equals] 2K(t)t with K(t) [similar{,} equals] t[small alpha]-1 for 0 < [small alpha] < 2. SBM may provide a seemingly adequate description in the case of unbounded diffusion{,} for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely{,} we demonstrate that under confinement{,} the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments{,} in particular{,} under confinement inside cellular compartments or when optical tweezers tracking methods are used.},
  language  = {en}
}
@misc{MardoukhiJeonMetzler2015,
  author    = {Mardoukhi, Yousof and Jeon, Jae-Hyung and Metzler, Ralf},
  title     = {Geometry controlled anomalous diffusion in random fractal geometries},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {980},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-47486},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474864},
  pages     = {30134 -- 30147},
  year      = {2015},
  abstract  = {We investigate the ergodic properties of a random walker performing (anomalous) diffusion on a random fractal geometry. Extensive Monte Carlo simulations of the motion of tracer particles on an ensemble of realisations of percolation clusters are performed for a wide range of percolation densities. Single trajectories of the tracer motion are analysed to quantify the time averaged mean squared displacement (MSD) and to compare this with the ensemble averaged MSD of the particle motion. Other complementary physical observables associated with ergodicity are studied, as well. It turns out that the time averaged MSD of individual realisations exhibits non-vanishing fluctuations even in the limit of very long observation times as the percolation density approaches the critical value. This apparent non-ergodic behaviour concurs with the ergodic behaviour on the ensemble averaged level. We demonstrate how the non-vanishing fluctuations in single particle trajectories are analytically expressed in terms of the fractal dimension and the cluster size distribution of the random geometry, thus being of purely geometrical origin. Moreover, we reveal that the convergence scaling law to ergodicity, which is known to be inversely proportional to the observation time T for ergodic diffusion processes, follows a power-law ∼T-h with h < 1 due to the fractal structure of the accessible space. These results provide useful measures for differentiating the subdiffusion on random fractals from an otherwise closely related process, namely, fractional Brownian motion. Implications of our results on the analysis of single particle tracking experiments are provided.},
  language  = {en}
}
@misc{MardoukhiJeonMetzler2015,
  author    = {Mardoukhi, Yousof and Jeon, Jae-Hyung and Metzler, Ralf},
  title     = {Geometry controlled anomalous diffusion in random fractal geometries},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-85247},
  year      = {2015},
  abstract  = {We investigate the ergodic properties of a random walker performing (anomalous) diffusion on a random fractal geometry. Extensive Monte Carlo simulations of the motion of tracer particles on an ensemble of realisations of percolation clusters are performed for a wide range of percolation densities. Single trajectories of the tracer motion are analysed to quantify the time averaged mean squared displacement (MSD) and to compare this with the ensemble averaged MSD of the particle motion. Other complementary physical observables associated with ergodicity are studied, as well. It turns out that the time averaged MSD of individual realisations exhibits non-vanishing fluctuations even in the limit of very long observation times as the percolation density approaches the critical value. This apparent non-ergodic behaviour concurs with the ergodic behaviour on the ensemble averaged level. We demonstrate how the non-vanishing fluctuations in single particle trajectories are analytically expressed in terms of the fractal dimension and the cluster size distribution of the random geometry, thus being of purely geometrical origin. Moreover, we reveal that the convergence scaling law to ergodicity, which is known to be inversely proportional to the observation time T for ergodic diffusion processes, follows a power-law BT� h with h o 1 due to the fractal structure of the accessible space. These results provide useful measures for differentiating the subdiffusion on random fractals from an otherwise closely related process, namely, fractional Brownian motion. Implications of our results on the analysis of single particle tracking experiments are provided.},
  language  = {en}
}
@misc{MetzlerJeonCherstvyetal.2014,
  author    = {Metzler, Ralf and Jeon, Jae-Hyung and Cherstvy, Andrey G. and Barkai, Eli},
  title     = {Anomalous diffusion models and their properties},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-74448},
  pages     = {24128 -- 24164},
  year      = {2014},
  abstract  = {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.},
  language  = {en}
}