@article{SafdariCherstvyChechkinetal.2017, author = {Safdari, Hadiseh and Cherstvy, Andrey G. and Chechkin, Aleksei V. and Bodrova, Anna and Metzler, Ralf}, title = {Aging underdamped scaled Brownian motion}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {95}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, publisher = {American Physical Society}, address = {College Park}, issn = {2470-0045}, doi = {10.1103/PhysRevE.95.012120}, pages = {15}, year = {2017}, abstract = {We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble-and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.}, language = {en} } @article{CherstvySafdariMetzler2021, author = {Cherstvy, Andrey G. and Safdari, Hadiseh and Metzler, Ralf}, title = {Anomalous diffusion, nonergodicity, and ageing for exponentially and logarithmically time-dependent diffusivity}, series = {Journal of physics. D, Applied physics}, volume = {54}, journal = {Journal of physics. D, Applied physics}, number = {19}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {0022-3727}, doi = {10.1088/1361-6463/abdff0}, pages = {18}, year = {2021}, abstract = {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.}, language = {en} } @article{WangCherstvyKantzetal.2021, author = {Wang, Wei and Cherstvy, Andrey G. and Kantz, Holger and Metzler, Ralf and Sokolov, Igor M.}, title = {Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {104}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {2}, publisher = {American Institute of Physics}, address = {Woodbury, NY}, issn = {2470-0045}, doi = {10.1103/PhysRevE.104.024105}, pages = {27}, year = {2021}, abstract = {How different are the results of constant-rate resetting of anomalous-diffusion processes in terms of their ensemble-averaged versus time-averaged mean-squared displacements (MSDs versus TAMSDs) and how does stochastic resetting impact nonergodicity? We examine, both analytically and by simulations, the implications of resetting on the MSD- and TAMSD-based spreading dynamics of particles executing fractional Brownian motion (FBM) with a long-time memory, heterogeneous diffusion processes (HDPs) with a power-law space-dependent diffusivity D(x) = D0|x|gamma and their "combined" process of HDP-FBM. We find, inter alia, that the resetting dynamics of originally ergodic FBM for superdiffusive Hurst exponents develops disparities in scaling and magnitudes of the MSDs and mean TAMSDs indicating weak ergodicity breaking. For subdiffusive HDPs we also quantify the nonequivalence of the MSD and TAMSD and observe a new trimodal form of the probability density function. For reset FBM, HDPs and HDP-FBM we compute analytically and verify by simulations the short-time MSD and TAMSD asymptotes and long-time plateaus reminiscent of those for processes under confinement. We show that certain characteristics of these reset processes are functionally similar despite a different stochastic nature of their nonreset variants. Importantly, we discover nonmonotonicity of the ergodicitybreaking parameter EB as a function of the resetting rate r. For all reset processes studied we unveil a pronounced resetting-induced nonergodicity with a maximum of EB at intermediate r and EB similar to(1/r )-decay at large r. Alongside the emerging MSD-versus-TAMSD disparity, this r-dependence of EB can be an experimentally testable prediction. We conclude by discussing some implications to experimental systems featuring resetting dynamics.}, 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{KlettCherstvyShinetal.2021, author = {Klett, Kolja and Cherstvy, Andrey G. and Shin, Jaeoh and Sokolov, Igor M. and Metzler, Ralf}, title = {Non-Gaussian, transiently anomalous, and ergodic self-diffusion of flexible dumbbells in crowded two-dimensional environments}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {104}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {6}, publisher = {American Physical Society}, address = {College Park}, issn = {2470-0045}, doi = {10.1103/PhysRevE.104.064603}, pages = {18}, year = {2021}, abstract = {We employ Langevin-dynamics simulations to unveil non-Brownian and non-Gaussian center-of-mass self-diffusion of massive flexible dumbbell-shaped particles in crowded two-dimensional solutions. We study the intradumbbell dynamics of the relative motion of the two constituent elastically coupled disks. Our main focus is on effects of the crowding fraction phi and of the particle structure on the diffusion characteristics. We evaluate the time-averaged mean-squared displacement (TAMSD), the displacement probability-density function (PDF), and the displacement autocorrelation function (ACF) of the dimers. For the TAMSD at highly crowded conditions of dumbbells, e.g., we observe a transition from the short-time ballistic behavior, via an intermediate subdiffusive regime, to long-time Brownian-like spreading dynamics. The crowded system of dimers exhibits two distinct diffusion regimes distinguished by the scaling exponent of the TAMSD, the dependence of the diffusivity on phi, and the features of the displacement-ACF. We attribute these regimes to a crowding-induced transition from viscous to viscoelastic diffusion upon growing phi. We also analyze the relative motion in the dimers, finding that larger phi suppress their vibrations and yield strongly non-Gaussian PDFs of rotational displacements. For the diffusion coefficients D(phi) of translational and rotational motion of the dumbbells an exponential decay with phi for weak and a power-law variation D(phi) proportional to (phi - phi(star))(2.4) for strong crowding is found. A comparison of simulation results with theoretical predictions for D(phi) is discussed and some relevant experimental systems are overviewed.}, language = {en} } @article{CherstvyWangMetzleretal.2021, author = {Cherstvy, Andrey G. and Wang, Wei and Metzler, Ralf and Sokolov, Igor M.}, title = {Inertia triggers nonergodicity of fractional Brownian motion}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {104}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {2}, publisher = {American Physical Society}, address = {College Park}, issn = {2470-0045}, doi = {10.1103/PhysRevE.104.024115}, pages = {12}, year = {2021}, abstract = {How related are the ergodic properties of the over- and underdamped Langevin equations driven by fractional Gaussian noise? We here find that for massive particles performing fractional Brownian motion (FBM) inertial effects not only destroy the stylized fact of the equivalence of the ensemble-averaged mean-squared displacement (MSD) to the time-averaged MSD (TAMSD) of overdamped or massless FBM, but also dramatically alter the values of the ergodicity-breaking parameter (EB). Our theoretical results for the behavior of EB for underdamped or massive FBM for varying particle mass m, Hurst exponent H, and trace length T are in excellent agreement with the findings of stochastic computer simulations. The current results can be of interest for the experimental community employing various single-particle-tracking techniques and aiming at assessing the degree of nonergodicity for the recorded time series (studying, e.g., the behavior of EB versus lag time). To infer FBM as a realizable model of anomalous diffusion for a set single-particle-tracking data when massive particles are being tracked, the EBs from the data should be compared to EBs of massive (rather than massless) FBM.}, language = {en} } @article{GrebenkovMetzlerOshanin2022, author = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb}, title = {Search efficiency in the Adam-Delbruck reduction-of-dimensionality scenario versus direct diffusive search}, series = {New journal of physics : the open-access journal for physics}, volume = {24}, journal = {New journal of physics : the open-access journal for physics}, number = {8}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1367-2630}, doi = {10.1088/1367-2630/ac8824}, pages = {32}, year = {2022}, abstract = {The time instant-the first-passage time (FPT)-when a diffusive particle (e.g., a ligand such as oxygen or a signalling protein) for the first time reaches an immobile target located on the surface of a bounded three-dimensional domain (e.g., a hemoglobin molecule or the cellular nucleus) is a decisive characteristic time-scale in diverse biophysical and biochemical processes, as well as in intermediate stages of various inter- and intra-cellular signal transduction pathways. Adam and Delbruck put forth the reduction-of-dimensionality concept, according to which a ligand first binds non-specifically to any point of the surface on which the target is placed and then diffuses along this surface until it locates the target. In this work, we analyse the efficiency of such a scenario and confront it with the efficiency of a direct search process, in which the target is approached directly from the bulk and not aided by surface diffusion. We consider two situations: (i) a single ligand is launched from a fixed or a random position and searches for the target, and (ii) the case of 'amplified' signals when N ligands start either from the same point or from random positions, and the search terminates when the fastest of them arrives to the target. For such settings, we go beyond the conventional analyses, which compare only the mean values of the corresponding FPTs. Instead, we calculate the full probability density function of FPTs for both scenarios and study its integral characteristic-the 'survival' probability of a target up to time t. On this basis, we examine how the efficiencies of both scenarios are controlled by a variety of parameters and single out realistic conditions in which the reduction-of-dimensionality scenario outperforms the direct search.}, language = {en} } @article{SandevMetzlerTomovski2012, author = {Sandev, Trifce and Metzler, Ralf and Tomovski, Zivorad}, title = {Velocity and displacement correlation functions for fractional generalized Langevin equations}, series = {Fractional calculus and applied analysis : an international journal for theory and applications}, volume = {15}, journal = {Fractional calculus and applied analysis : an international journal for theory and applications}, number = {3}, publisher = {Versita}, address = {Warsaw}, issn = {1311-0454}, doi = {10.2478/s13540-012-0031-2}, pages = {426 -- 450}, year = {2012}, abstract = {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.}, language = {en} } @article{SandevMetzlerTomovski2014, author = {Sandev, Trifce and Metzler, Ralf and Tomovski, Zivorad}, title = {Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise}, series = {Journal of mathematical physics}, volume = {55}, journal = {Journal of mathematical physics}, number = {2}, publisher = {American Institute of Physics}, address = {Melville}, issn = {0022-2488}, doi = {10.1063/1.4863478}, pages = {23}, year = {2014}, abstract = {We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion.}, language = {en} } @article{SandevChechkinKorabeletal.2015, author = {Sandev, Trifce and Chechkin, Aleksei V. and Korabel, Nickolay and Kantz, Holger and Sokolov, Igor M. and Metzler, Ralf}, title = {Distributed-order diffusion equations and multifractality: Models and solutions}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {92}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {4}, publisher = {American Physical Society}, address = {College Park}, issn = {1539-3755}, doi = {10.1103/PhysRevE.92.042117}, pages = {19}, year = {2015}, abstract = {We study distributed-order time fractional diffusion equations characterized by multifractal memory kernels, in contrast to the simple power-law kernel of common time fractional diffusion equations. Based on the physical approach to anomalous diffusion provided by the seminal Scher-Montroll-Weiss continuous time random walk, we analyze both natural and modified-form distributed-order time fractional diffusion equations and compare the two approaches. The mean squared displacement is obtained and its limiting behavior analyzed. We derive the connection between the Wiener process, described by the conventional Langevin equation and the dynamics encoded by the distributed-order time fractional diffusion equation in terms of a generalized subordination of time. A detailed analysis of the multifractal properties of distributed-order diffusion equations is provided.}, language = {en} }