@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{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}
}
@article{MolinaGarciaSandevSafdarietal.2018,
  author    = {Molina-Garcia, Daniel and Sandev, Trifce and Safdari, Hadiseh and Pagnini, Gianni and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Crossover from anomalous to normal diffusion},
  series = {New Journal of Physics},
  volume    = {20},
  journal   = {New Journal of Physics},
  publisher = {IOP Publishing Ltd},
  address   = {London und Bad Honnef},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/aae4b2},
  pages     = {28},
  year      = {2018},
  abstract  = {Abstract The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive-diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion-diffusion and subdiffusion-subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.},
  language  = {en}
}
@article{PadashSandevKantzetal.2022,
  author    = {Padash, Amin and Sandev, Trifce and Kantz, Holger and Metzler, Ralf and Chechkin, Aleksei},
  title     = {Asymmetric Levy flights are more efficient in random search},
  series = {Fractal and fractional},
  volume    = {6},
  journal   = {Fractal and fractional},
  number    = {5},
  publisher = {MDPI},
  address   = {Basel},
  issn      = {2504-3110},
  doi       = {10.3390/fractalfract6050260},
  pages     = {23},
  year      = {2022},
  abstract  = {We study the first-arrival (first-hitting) dynamics and efficiency of a one-dimensional random search model performing asymmetric Levy flights by leveraging the Fokker-Planck equation with a delta-sink and an asymmetric space-fractional derivative operator with stable index alpha and asymmetry (skewness) parameter beta. We find exact analytical results for the probability density of first-arrival times and the search efficiency, and we analyse their behaviour within the limits of short and long times. We find that when the starting point of the searcher is to the right of the target, random search by Brownian motion is more efficient than Levy flights with beta <= 0 (with a rightward bias) for short initial distances, while for beta>0 (with a leftward bias) Levy flights with alpha -> 1 are more efficient. When increasing the initial distance of the searcher to the target, Levy flight search (except for alpha=1 with beta=0) is more efficient than the Brownian search. Moreover, the asymmetry in jumps leads to essentially higher efficiency of the Levy search compared to symmetric Levy flights at both short and long distances, and the effect is more pronounced for stable indices alpha close to unity.},
  language  = {en}
}
@article{TomovskiSandevMetzleretal.2012,
  author    = {Tomovski, Zivorad and Sandev, Trifce and Metzler, Ralf and Dubbeldam, Johan},
  title     = {Generalized space-time fractional diffusion equation with composite fractional time derivative},
  series = {Physica : europhysics journal ; A, Statistical mechanics and its applications},
  volume    = {391},
  journal   = {Physica : europhysics journal ; A, Statistical mechanics and its applications},
  number    = {8},
  publisher = {Elsevier},
  address   = {Amsterdam},
  issn      = {0378-4371},
  doi       = {10.1016/j.physa.2011.12.035},
  pages     = {2527 -- 2542},
  year      = {2012},
  abstract  = {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).},
  language  = {en}
}
@misc{MolinaGarciaSandevSafdarietal.2019,
  author    = {Molina-Garcia, Daniel and Sandev, Trifce and Safdari, Hadiseh and Pagnini, Gianni and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Crossover from anomalous to normal diffusion},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {507},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-42259},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-422590},
  pages     = {28},
  year      = {2019},
  abstract  = {Abstract The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive-diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion-diffusion and subdiffusion-subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.},
  language  = {en}
}
@article{SandevSokolovMetzleretal.2017,
  author    = {Sandev, Trifce and Sokolov, Igor M. and Metzler, Ralf and Chechkin, Aleksei V.},
  title     = {Beyond monofractional kinetics},
  series = {Chaos, solitons \& fractals : applications in science and engineering ; an interdisciplinary journal of nonlinear science},
  volume    = {102},
  journal   = {Chaos, solitons \& fractals : applications in science and engineering ; an interdisciplinary journal of nonlinear science},
  publisher = {Elsevier},
  address   = {Oxford},
  issn      = {0960-0779},
  doi       = {10.1016/j.chaos.2017.05.001},
  pages     = {210 -- 217},
  year      = {2017},
  abstract  = {We discuss generalized integro-differential diffusion equations whose integral kernels are not of a simple power law form, and thus these equations themselves do not belong to the family of fractional diffusion equations exhibiting a monoscaling behavior. They instead generate a broad class of anomalous nonscaling patterns, which correspond either to crossovers between different power laws, or to a non-power-law behavior as exemplified by the logarithmic growth of the width of the distribution. We consider normal and modified forms of these generalized diffusion equations and provide a brief discussion of three generic types of integral kernels for each form, namely, distributed order, truncated power law and truncated distributed order kernels. For each of the cases considered we prove the non-negativity of the solution of the corresponding generalized diffusion equation and calculate the mean squared displacement. (C) 2017 Elsevier Ltd. All rights reserved.},
  language  = {en}
}
@article{SandevChechkinKantzetal.2015,
  author    = {Sandev, Trifce and Chechkin, Aleksei V. and Kantz, Holger and Metzler, Ralf},
  title     = {Diffusion and fokker-planck-smoluchowski equations with generalized memory kernel},
  series = {Fractional calculus and applied analysis : an international journal for theory and applications},
  volume    = {18},
  journal   = {Fractional calculus and applied analysis : an international journal for theory and applications},
  number    = {4},
  publisher = {De Gruyter},
  address   = {Berlin},
  issn      = {1311-0454},
  doi       = {10.1515/fca-2015-0059},
  pages     = {1006 -- 1038},
  year      = {2015},
  abstract  = {We consider anomalous stochastic processes based on the renewal continuous time random walk model with different forms for the probability density of waiting times between individual jumps. In the corresponding continuum limit we derive the generalized diffusion and Fokker-Planck-Smoluchowski equations with the corresponding memory kernels. We calculate the qth order moments in the unbiased and biased cases, and demonstrate that the generalized Einstein relation for the considered dynamics remains valid. The relaxation of modes in the case of an external harmonic potential and the convergence of the mean squared displacement to the thermal plateau are analyzed.},
  language  = {en}
}
@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}
}