Anomalous diffusion, aging, and nonergodicity of scaled Brownian motion with fractional Gaussian noise: Overview of related experimental observations and models

W Wang, R Metzler, AG Cherstvy - Physical Chemistry Chemical …, 2022 - pubs.rsc.org
How does a systematic time-dependence of the diffusion coefficient D (t) affect the ergodic
and statistical characteristics of fractional Brownian motion (FBM)? Here, we answer this …

Non-Gaussian, non-ergodic, and non-Fickian diffusion of tracers in mucin hydrogels

AG Cherstvy, S Thapa, CE Wagner, R Metzler - Soft Matter, 2019 - pubs.rsc.org
Native mucus is polymer-based soft-matter material of paramount biological importance.
How non-Gaussian and non-ergodic is the diffusive spreading of pathogens in mucus? We …

Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes

W Wang, AG Cherstvy, H Kantz, R Metzler, IM Sokolov - Physical Review E, 2021 - APS
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 …

Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time

W Wang, AG Cherstvy, AV Chechkin… - Journal of Physics A …, 2020 - iopscience.iop.org
Numerous examples for a priori unexpected non-Gaussian behaviour for normal and
anomalous diffusion have recently been reported in single-particle tracking experiments …

Anomalous diffusion, nonergodicity, non-Gaussianity, and aging of fractional Brownian motion with nonlinear clocks

Y Liang, W Wang, R Metzler, AG Cherstvy - Physical Review E, 2023 - APS
How do nonlinear clocks in time and/or space affect the fundamental properties of a
stochastic process? Specifically, how precisely may ergodic processes such as fractional …

Time-averaging and nonergodicity of reset geometric Brownian motion with drift

D Vinod, AG Cherstvy, R Metzler, IM Sokolov - Physical Review E, 2022 - APS
How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the
future? Specifically, what are the long-time properties of a time-local exponential growth of …

Restoring ergodicity of stochastically reset anomalous-diffusion processes

W Wang, AG Cherstvy, R Metzler, IM Sokolov - Physical Review Research, 2022 - APS
How do different reset protocols affect ergodicity of a diffusion process in single-particle-
tracking experiments? We here address the problem of resetting of an arbitrary stochastic …

Inertia triggers nonergodicity of fractional Brownian motion

AG Cherstvy, W Wang, R Metzler, IM Sokolov - Physical Review E, 2021 - APS
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 …

Bayesian analysis of single-particle tracking data using the nested-sampling algorithm: maximum-likelihood model selection applied to stochastic-diffusivity data

S Thapa, MA Lomholt, J Krog, AG Cherstvy… - Physical Chemistry …, 2018 - pubs.rsc.org
We employ Bayesian statistics using the nested-sampling algorithm to compare and rank
multiple models of ergodic diffusion (including anomalous diffusion) as well as to assess …

Anomalous diffusion, nonergodicity, and ageing for exponentially and logarithmically time-dependent diffusivity: striking differences for massive versus massless …

AG Cherstvy, H Safdari, R Metzler - Journal of Physics D: Applied …, 2021 - iopscience.iop.org
Anomalous diffusion, nonergodicity, and ageing for exponentially and logarithmically time-dependent
diffusivity: striking differences for massive versus massless particles - IOPscience This site …