@article{AwadMetzler2020,
  author    = {Awad, Emad and Metzler, Ralf},
  title     = {Crossover dynamics from superdiffusion to subdiffusion},
  series = {Fractional calculus and applied analysis : an international journal for theory and applications},
  volume    = {23},
  journal   = {Fractional calculus and applied analysis : an international journal for theory and applications},
  number    = {1},
  publisher = {De Gruyter},
  address   = {Berlin ; Boston},
  issn      = {1311-0454},
  doi       = {10.1515/fca-2020-0003},
  pages     = {55 -- 102},
  year      = {2020},
  abstract  = {The Cattaneo or telegrapher's equation describes the crossover from initial ballistic to normal diffusion. Here we study and survey time-fractional generalisations of this equation that are shown to produce the crossover of the mean squared displacement from superdiffusion to subdiffusion. Conditional solutions are derived in terms of Fox H-functions and the dth-order moments as well as the diffusive flux of the different models are derived. Moreover, the concept of the distribution-like is proposed as an alternative to the probability density function.},
  language  = {en}
}
@article{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},
  series = {Physical chemistry, chemical physics : PCCP},
  volume    = {30},
  journal   = {Physical chemistry, chemical physics : PCCP},
  number    = {16},
  publisher = {The Royal Society of Chemistry},
  address   = {Cambridge},
  doi       = {10.1039/C4CP02019G},
  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{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{Metzler2020,
  author    = {Metzler, Ralf},
  title     = {Superstatistics and non-Gaussian diffusion},
  series = {The European physical journal special topics},
  volume    = {229},
  journal   = {The European physical journal special topics},
  number    = {5},
  publisher = {Springer},
  address   = {Heidelberg},
  issn      = {1951-6355},
  doi       = {10.1140/epjst/e2020-900210-x},
  pages     = {711 -- 728},
  year      = {2020},
  abstract  = {Brownian motion and viscoelastic anomalous diffusion in homogeneous environments are intrinsically Gaussian processes. In a growing number of systems, however, non-Gaussian displacement distributions of these processes are being reported. The physical cause of the non-Gaussianity is typically seen in different forms of disorder. These include, for instance, imperfect "ensembles" of tracer particles, the presence of local variations of the tracer mobility in heteroegenous environments, or cases in which the speed or persistence of moving nematodes or cells are distributed. From a theoretical point of view stochastic descriptions based on distributed ("superstatistical") transport coefficients as well as time-dependent generalisations based on stochastic transport parameters with built-in finite correlation time are invoked. After a brief review of the history of Brownian motion and the famed Gaussian displacement distribution, we here provide a brief introduction to the phenomenon of non-Gaussianity and the stochastic modelling in terms of superstatistical and diffusing-diffusivity approaches.},
  language  = {en}
}