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In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…

Statistical Mechanics · Physics 2017-12-20 Philipp Meyer , Eli Barkai , Holger Kantz

Several experiments on tagged molecules or particles in living systems suggest that they move anomalously slow - their mean squared displacement (MSD) increase slower than linearly with time. Leading models aimed at understanding these…

Statistical Mechanics · Physics 2017-01-04 Ludvig Lizana , Tobias Ambjörnsson , Michael A. Lomholt

Recent progresses in single particle tracking have shown evidences of non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. A similar behavior has also been observed in…

Biological Physics · Physics 2019-05-30 Yann Lanoiselée , Denis S. Grebenkov

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

Statistical Mechanics · Physics 2015-06-19 David S. Dean , Gleb Oshanin

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…

Statistical Mechanics · Physics 2022-03-28 T. Doerries , A. V. Chechkin , R. Metzler

An increasing number of experimental studies employ single particle tracking to probe the physical environment in complex systems. We here propose and discuss new methods to analyze the time series of the particle traces, in particular, for…

In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…

Statistical Mechanics · Physics 2008-08-21 S. F. Edwards , Moshe Schwartz

Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…

Statistical Mechanics · Physics 2026-03-18 Dan Shafir , Stanislav Burov

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

Statistical Mechanics · Physics 2015-06-19 Hiroshi Miki

A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…

Soft Condensed Matter · Physics 2018-10-17 Kui Zhang , Katelyn P. R. Crizer , Mark H. Schoenfisch , David B. Hill , Gustavo Didier

Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…

Statistical Mechanics · Physics 2015-06-04 Jae-Hyung Jeon , Ralf Metzler

A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…

Statistical Mechanics · Physics 2010-11-22 M. A. Despósito , A. D. Viñales

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

The three-dimensional (3D) Fick's diffusion equation and fractional diffusion equation are solved for different reflecting boundaries. We use the continuous time random walk model (CTRW) to investigate the time averaged mean square…

Soft Condensed Matter · Physics 2017-09-25 Shanlin Qin , Yong He

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…

Statistical Mechanics · Physics 2016-12-07 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

Biological Physics · Physics 2019-10-09 Nguiya P. Neo , Gary W. Slater

To solve the obscureness in measurement brought about from the weak ergodicity breaking appeared in anomalous diffusions we have suggested the time-averaged mean squared displacement (MSD) $\bar{\delta^2 (\tau)}_\tau$ with a integral…

Statistical Mechanics · Physics 2015-06-11 Hyun-Joo Kim