@article{SandevMetzlerChechkin2018, author = {Sandev, Trifce and Metzler, Ralf and Chechkin, Aleksei V.}, title = {From continuous time random walks to the generalized diffusion equation}, series = {Fractional calculus and applied analysis : an international journal for theory and applications}, volume = {21}, journal = {Fractional calculus and applied analysis : an international journal for theory and applications}, number = {1}, publisher = {De Gruyter}, address = {Berlin}, issn = {1311-0454}, doi = {10.1515/fca-2018-0002}, pages = {10 -- 28}, year = {2018}, abstract = {We obtain a generalized diffusion equation in modified or Riemann-Liouville form from continuous time random walk theory. The waiting time probability density function and mean squared displacement for different forms of the equation are explicitly calculated. We show examples of generalized diffusion equations in normal or Caputo form that encode the same probability distribution functions as those obtained from the generalized diffusion equation in modified form. The obtained equations are general and many known fractional diffusion equations are included as special cases.}, language = {en} } @article{SinghMetzlerSandev2020, author = {Singh, Rishu Kumar and Metzler, Ralf and Sandev, Trifce}, title = {Resetting dynamics in a confining potential}, series = {Journal of physics : A, Mathematical and theoretical}, volume = {53}, journal = {Journal of physics : A, Mathematical and theoretical}, number = {50}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1751-8113}, doi = {10.1088/1751-8121/abc83a}, pages = {28}, year = {2020}, abstract = {We study Brownian motion in a confining potential under a constant-rate resetting to a reset position x(0). The relaxation of this system to the steady-state exhibits a dynamic phase transition, and is achieved in a light cone region which grows linearly with time. When an absorbing boundary is introduced, effecting a symmetry breaking of the system, we find that resetting aids the barrier escape only when the particle starts on the same side as the barrier with respect to the origin. We find that the optimal resetting rate exhibits a continuous phase transition with critical exponent of unity. Exact expressions are derived for the mean escape time, the second moment, and the coefficient of variation (CV).}, language = {en} } @article{SandevIominKantzetal.2016, author = {Sandev, Trifce and Iomin, Alexander and Kantz, Holger and Metzler, Ralf and Chechkin, Aleksei V.}, title = {Comb Model with Slow and Ultraslow Diffusion}, series = {Mathematical modelling of natural phenomena}, volume = {11}, journal = {Mathematical modelling of natural phenomena}, publisher = {EDP Sciences}, address = {Les Ulis}, issn = {0973-5348}, doi = {10.1051/mmnp/201611302}, pages = {18 -- 33}, year = {2016}, abstract = {We consider a generalized diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyze the probability distribution functions and we derive the mean squared displacement in x and y directions. Different forms of the memory kernels (Dirac delta, power-law, and distributed order) are considered. It is shown that anomalous diffusion may occur along both x and y directions. Ultraslow diffusion and some more general diffusive processes are observed as well. We give the corresponding continuous time random walk model for the considered two dimensional diffusion-like equation on a comb, and we derive the probability distribution functions which subordinate the process governed by this equation to the Wiener process.}, language = {en} } @article{VilkAghionNathanetal.2022, author = {Vilk, Ohad and Aghion, Erez and Nathan, Ran and Toledo, Sivan and Metzler, Ralf and Assaf, Michael}, title = {Classification of anomalous diffusion in animal movement data using power spectral analysis}, series = {Journal of physics : A, Mathematical and theoretical}, volume = {55}, journal = {Journal of physics : A, Mathematical and theoretical}, number = {33}, publisher = {IOP Publishing}, address = {Bristol}, issn = {1751-8113}, doi = {10.1088/1751-8121/ac7e8f}, pages = {16}, year = {2022}, abstract = {The field of movement ecology has seen a rapid increase in high-resolution data in recent years, leading to the development of numerous statistical and numerical methods to analyse relocation trajectories. Data are often collected at the level of the individual and for long periods that may encompass a range of behaviours. Here, we use the power spectral density (PSD) to characterise the random movement patterns of a black-winged kite (Elanus caeruleus) and a white stork (Ciconia ciconia). The tracks are first segmented and clustered into different behaviours (movement modes), and for each mode we measure the PSD and the ageing properties of the process. For the foraging kite we find 1/f noise, previously reported in ecological systems mainly in the context of population dynamics, but not for movement data. We further suggest plausible models for each of the behavioural modes by comparing both the measured PSD exponents and the distribution of the single-trajectory PSD to known theoretical results and simulations.}, language = {en} } @article{MejiaMonasterioMetzlerVollmer2020, author = {Mejia-Monasterio, Carlos and Metzler, Ralf and Vollmer, J{\"u}rgen}, title = {Editorial: anomalous transport}, series = {Frontiers in Physics}, volume = {8}, journal = {Frontiers in Physics}, publisher = {Frontiers Media}, address = {Lausanne}, issn = {2296-424X}, doi = {10.3389/fphy.2020.622417}, pages = {4}, year = {2020}, language = {en} } @article{StojkoskiJolakoskiPaletal.2022, author = {Stojkoski, Viktor and Jolakoski, Petar and Pal, Arnab and Sandev, Trifce and Kocarev, Ljupco and Metzler, Ralf}, title = {Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity}, series = {Philosophical transactions of the Royal Society A: Mathematical, physical and engineering sciences}, volume = {380}, journal = {Philosophical transactions of the Royal Society A: Mathematical, physical and engineering sciences}, number = {2224}, publisher = {Royal Society}, address = {London}, issn = {1364-503X}, doi = {10.1098/rsta.2021.0157}, pages = {17}, year = {2022}, abstract = {We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and income mobility, the feasibility of an individual to change their position in the income rankings. For this purpose, we use the properties of an established model for income growth that includes 'resetting' as a stabilizing force to ensure stationary dynamics. We find that the dynamics of inequality is regime-dependent: it may range from a strictly non-ergodic state where this phenomenon has an increasing trend, up to a stable regime where inequality is steady and the system efficiently mimics ergodicity. Mobility measures, conversely, are always stable over time, but suggest that economies become less mobile in non-ergodic regimes. By fitting the model to empirical data for the income share of the top earners in the USA, we provide evidence that the income dynamics in this country is consistently in a regime in which non-ergodicity characterizes inequality and immobility. Our results can serve as a simple rationale for the observed real-world income dynamics and as such aid in addressing non-ergodicity in various empirical settings across the globe.This article is part of the theme issue 'Kinetic exchange models of societies and economies'.}, language = {en} } @article{PadashAghionSchulzetal.2022, author = {Padash, Amin and Aghion, Erez and Schulz, Alexander and Barkai, Eli and Chechkin, Aleksei V. and Metzler, Ralf and Kantz, Holger}, title = {Local equilibrium properties of ultraslow diffusion in the Sinai model}, series = {New journal of physics}, volume = {24}, journal = {New journal of physics}, number = {7}, publisher = {IOP Publishing}, address = {Bristol}, issn = {1367-2630}, doi = {10.1088/1367-2630/ac7df8}, pages = {14}, year = {2022}, abstract = {We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with reflecting boundaries and show that the unbounded motion is at every time close to the equilibrium state of a finite system of growing size. This is due to time scale separation: inside wells of the random potential, there is relatively fast equilibration, while the motion across major potential barriers is ultraslow. Quantities studied by us are the time dependent mean squared displacement, the time dependent mean energy of an ensemble of particles, and the time dependent entropy of the probability distribution. Using a very fast numerical algorithm, we can explore times up top 10(17) steps and thereby also study finite-time crossover phenomena.}, language = {en} } @article{DahlenburgChechkinSchumeretal.2021, author = {Dahlenburg, Marcus and Chechkin, Aleksei and Schumer, Rina and Metzler, Ralf}, title = {Stochastic resetting by a random amplitude}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {103}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {5}, publisher = {American Physical Society}, address = {Woodbury, NY}, issn = {2470-0045}, doi = {10.1103/PhysRevE.103.052123}, pages = {22}, year = {2021}, abstract = {Stochastic resetting, a diffusive process whose amplitude is reset to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. Here we generalize the resetting step by introducing a random resetting amplitude such that the diffusing particle may be only partially reset towards the trajectory origin or even overshoot the origin in a resetting step. We introduce different scenarios for the random-amplitude stochastic resetting process and discuss the resulting dynamics. Direct applications are geophysical layering (stratigraphy) and population dynamics or financial markets, as well as generic search processes.}, language = {en} } @article{DoerriesChechkinSchumeretal.2022, author = {Doerries, Timo J. and Chechkin, Aleksei and Schumer, Rina and Metzler, Ralf}, title = {Rate equations, spatial moments, and concentration profiles for mobile-immobile models with power-law and mixed waiting time distributions}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {105}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {1}, publisher = {The American Institute of Physics}, address = {Woodbury, NY}, issn = {2470-0045}, doi = {10.1103/PhysRevE.105.014105}, pages = {24}, year = {2022}, abstract = {We present a framework for systems in which diffusion-advection transport of a tracer substance in a mobile zone is interrupted by trapping in an immobile zone. Our model unifies different model approaches based on distributed-order diffusion equations, exciton diffusion rate models, and random-walk models for multirate mobile-immobile mass transport. We study various forms for the trapping time dynamics and their effects on the tracer mass in the mobile zone. Moreover, we find the associated breakthrough curves, the tracer density at a fixed point in space as a function of time, and the mobile and immobile concentration profiles and the respective moments of the transport. Specifically, we derive explicit forms for the anomalous transport dynamics and an asymptotic power-law decay of the mobile mass for a Mittag-Leffler trapping time distribution. In our analysis we point out that even for exponential trapping time densities, transient anomalous transport is observed. Our results have direct applications in geophysical contexts, but also in biological, soft matter, and solid state systems.}, language = {en} } @article{VilkAghionAvgaretal.2022, author = {Vilk, Ohad and Aghion, Erez and Avgar, Tal and Beta, Carsten and Nagel, Oliver and Sabri, Adal and Sarfati, Raphael and Schwartz, Daniel K. and Weiß, Matthias and Krapf, Diego and Nathan, Ran and Metzler, Ralf and Assaf, Michael}, title = {Unravelling the origins of anomalous diffusion}, series = {Physical review research / American Physical Society}, volume = {4}, journal = {Physical review research / American Physical Society}, number = {3}, publisher = {American Physical Society}, address = {College Park, MD}, issn = {2643-1564}, doi = {10.1103/PhysRevResearch.4.033055}, pages = {16}, year = {2022}, abstract = {Anomalous diffusion or, more generally, anomalous transport, with nonlinear dependence of the mean-squared displacement on the measurement time, is ubiquitous in nature. It has been observed in processes ranging from microscopic movement of molecules to macroscopic, large-scale paths of migrating birds. Using data from multiple empirical systems, spanning 12 orders of magnitude in length and 8 orders of magnitude in time, we employ a method to detect the individual underlying origins of anomalous diffusion and transport in the data. This method decomposes anomalous transport into three primary effects: long-range correlations ("Joseph effect"), fat-tailed probability density of increments ("Noah effect"), and nonstationarity ("Moses effect"). We show that such a decomposition of real-life data allows us to infer nontrivial behavioral predictions and to resolve open questions in the fields of single-particle tracking in living cells and movement ecology.}, language = {en} }