Browsing by Author "Metzler, R."
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Crossover from anomalous to normal diffusion: truncated powerlaw noise correlations and applications to dynamics in lipid bilayers
MolinaGarcia, D.; Sandev, T.; Safdari, H.; Pagnini, G.; Chechkin, A.V.; Metzler, R. (20181018)The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent powerlaws. A prominent example for a ... 
Exact distributions of the maximum and range of random diffusivity processes
Grebenkov, D. S.; Sposini, V.; Metzler, R.; Oshanin, G.; Seno, F. (20210209)We study the extremal properties of a stochastic process $x_t$ defined by the Langevin equation ${\dot {x}}_{t}=\sqrt{2{D}_{t}}\enspace {\xi }_{t}$, in which $\xi_t$ is a Gaussian white noise with zero mean and $D_t$ is a ... 
Exact firstpassage time distributions for three random diffusivity models
Grebenkov, D. S.; Sposini, V.; Metzler, R.; Oshanin, G.; Seno, F. (20210104)We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}= \sqrt{2D_o V (B_t )} \xi_t$, where $\xi$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, ... 
Fractional Brownian motion in a finite interval: correlations effect depletion or accretion zones of particles near boundaries
Guggenberger, T.; Pagnini, G.; Vojta, T.; Metzler, R. (201902)Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, longtime correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite ... 
Random diffusivity from stochastic equations: comparison of two models for Brownian yet nonGaussian diffusion
Sposini, V.; Chechkin, A.V.; Seno, F.; Pagnini, G.; Metzler, R. (201804)A considerable number of systems have recently been reported in which Brownian yet nonGaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the ... 
Singletrajectory spectral analysis of scaled Brownian motion
Sposini, V.; Metzler, R.; Oshanin, G. (201906)A standard approach to study timedependent stochastic processes is the power spectral density (PSD), an ensembleaveraged property defined as the Fourier transform of the autocorrelation function of the process in the ... 
Stochastic resetting by a random amplitude
Dahlenburg, M.; Chechkin, A. V.; Schumer, R.; Metzler, R. (20210518)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 ... 
Universal spectral features of different classes of random diffusivity processes
Sposini, V.; Grebenkov, D.S.; Metzler, R.; Oshanin, G.; Seno, F. (20200626)Stochastic models based on random diffusivities, such as the diffusing diffusivity approach, are popular concepts for the description of nonGaussian diffusion in heterogeneous media. Studies of these models typically ...