@misc{WangSenoSokolovetal.2020,
  author    = {Wang, Wei and Seno, Flavio and Sokolov, Igor M. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Unexpected crossovers in correlated random-diffusivity processes},
  number    = {1006},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-48004},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-480049},
  pages     = {18},
  year      = {2020},
  abstract  = {The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by 'viscoelastic' anomalous diffusion, in which the increments of the motion feature long-ranged negative and positive correlations. While viscoelastic anomalous diffusion is typically modelled by a Gaussian process with correlated increments, so-called fractional Gaussian noise, an increasing number of systems are reported, in which viscoelastic anomalous diffusion is paired with non-Gaussian displacement distributions. Following recent advances in Brownian yet non-Gaussian diffusion we here introduce and discuss several possible versions of random-diffusivity models with long-ranged correlations. While all these models show a crossover from non-Gaussian to Gaussian distributions beyond some correlation time, their mean squared displacements exhibit strikingly different behaviours: depending on the model crossovers from anomalous to normal diffusion are observed, as well as a priori unexpected dependencies of the effective diffusion coefficient on the correlation exponent. Our observations of the non-universality of random-diffusivity viscoelastic anomalous diffusion are important for the analysis of experiments and a better understanding of the physical origins of 'viscoelastic yet non-Gaussian' diffusion.},
  language  = {en}
}
@article{DoerriesChechkinMetzler2022,
  author    = {Doerries, Timo J. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Apparent anomalous diffusion and non-Gaussian distributions in a simple mobile-immobile transport model with Poissonian switching},
  series = {Interface : journal of the Royal Society},
  volume    = {19},
  journal   = {Interface : journal of the Royal Society},
  number    = {192},
  publisher = {Royal Society},
  address   = {London},
  issn      = {1742-5689},
  doi       = {10.1098/rsif.2022.0233},
  pages     = {14},
  year      = {2022},
  abstract  = {We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching, we unveil a rich transport dynamics including significant transient anomalous diffusion and non-Gaussian displacement distributions. Our discussion is based on experimental parameters for tau proteins in neuronal cells, but the results obtained here are expected to be of relevance for a broad class of processes in complex systems. Specifically, we obtain that, when the mean binding time is significantly longer than the mean mobile time, transient anomalous diffusion is observed at short and intermediate time scales, with a strong dependence on the fraction of initially mobile and immobile particles. We unveil a Laplace distribution of particle displacements at relevant intermediate time scales. For any initial fraction of mobile particles, the respective mean squared displacement (MSD) displays a plateau. Moreover, we demonstrate a short-time cubic time dependence of the MSD for immobile tracers when initially all particles are immobile.},
  language  = {en}
}
@misc{BodrovaChechkinCherstvyetal.2016,
  author    = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Underdamped scaled Brownian motion},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-97158},
  pages     = {16},
  year      = {2016},
  abstract  = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.},
  language  = {en}
}
@article{BodrovaChechkinCherstvyetal.2016,
  author    = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Underdamped scaled Brownian motion},
  series = {Scientific reports},
  volume    = {6},
  journal   = {Scientific reports},
  publisher = {Nature Publishing Group},
  address   = {London},
  issn      = {2045-2322},
  doi       = {10.1038/srep30520},
  year      = {2016},
  abstract  = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.},
  language  = {en}
}
@article{SafdariCherstvyChechkinetal.2015,
  author    = {Safdari, Hadiseh and Cherstvy, Andrey G. and Chechkin, Aleksei V. and Thiel, Felix and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Quantifying the non-ergodicity of scaled Brownian motion},
  series = {Journal of physics : A, Mathematical and theoretical},
  volume    = {48},
  journal   = {Journal of physics : A, Mathematical and theoretical},
  number    = {37},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1751-8113},
  doi       = {10.1088/1751-8113/48/37/375002},
  pages     = {18},
  year      = {2015},
  abstract  = {We examine the non-ergodic properties of scaled Brownian motion (SBM), a non-stationary stochastic process with a time dependent diffusivity of the form D(t) similar or equal to t(alpha-1). We compute the ergodicity breaking parameter EB in the entire range of scaling exponents a, both analytically and via extensive computer simulations of the stochastic Langevin equation. We demonstrate that in the limit of long trajectory lengths T and short lag times Delta the EB parameter as function of the scaling exponent a has no divergence at alpha - 1/2 and present the asymptotes for EB in different limits. We generalize the analytical and simulations results for the time averaged and ergodic properties of SBM in the presence of ageing, that is, when the observation of the system starts only a finite time span after its initiation. The approach developed here for the calculation of the higher time averaged moments of the particle displacement can be applied to derive the ergodic properties of other stochastic processes such as fractional Brownian motion.},
  language  = {en}
}
@article{SafdariChechkinJafarietal.2015,
  author    = {Safdari, Hadiseh and Chechkin, Aleksei V. and Jafari, Gholamreza R. and Metzler, Ralf},
  title     = {Aging scaled Brownian motion},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {91},
  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.91.042107},
  pages     = {9},
  year      = {2015},
  abstract  = {Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.},
  language  = {en}
}
@article{BodrovaChechkinCherstvyetal.2016,
  author    = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf},
  title     = {Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion},
  series = {Scientific reports},
  volume    = {6},
  journal   = {Scientific reports},
  publisher = {Nature Publ. Group},
  address   = {London},
  issn      = {2045-2322},
  doi       = {10.1038/srep30520},
  pages     = {16},
  year      = {2016},
  abstract  = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.},
  language  = {en}
}
@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{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{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{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{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}
}