Related papers: Spherical Ornstein-Uhlenbeck processes
Through laboratory measurements, we compare the rotation of spherical and ellipsoidal particles in homogeneous, isotropic turbulence. We find that the particles' angular velocity statistics are well described by an Ornstein-Uhlenbeck (OU)…
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a…
Based on an integration by parts formula for closed and convex subsets $\Gamma$ of a separable real Hilbert space $H$ with respect to a Gaussian measure, we first construct and identify the infinite dimensional analogue of the obliquely…
Lognormality was found experimentally for coarse-grained squared turbulence velocity and velocity increment when the coarsening scale is comparable to the correlation scale of the velocity (Mouri et al. Phys. Fluids 21, 065107, 2009). We…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
We consider the statistical motion of a convex rigid body in a gas of N smaller (spherical) atoms close to thermodynamic equilibrium. Because the rigid body is much bigger and heavier, it undergoes a lot of collisions leading to small…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…
We consider a two-dimensional, incompressible fluid body, together with self-induced interactions. The body is perturbed by an external particle with small mass. The whole configuration rotates uniformly around the common center of mass. We…
We deal with a complex-valued Ornstein-Uhlenbeck (OU) process with parameter $\lambda\in\mathbb{R}$starting from a point different from 0 and the way that it winds around the origin.The starting point of this paper is the skew product…
We analyse the angular velocity of a small neutrally buoyant spheroid log rolling in a simple shear. When the effect of fluid inertia is negligible the angular velocity $\omega$ equals half the fluid vorticity. We compute by singular…
The proper time of an observer can be introduced as a degree of freedom in quantum cosmology, additional to the existing fields. We review two arguments for using the Schr\"odinger equation to evolve the corresponding wavefunction. We…
A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
The bound state energy eigenvalues for the two-dimensional Kepler problem are found to be degenerate. This "accidental" degeneracy is due to the existence of a two-dimensional analogue of the quantum-mechanical Runge-Lenz vector.…
We solve the stationary Schr\"odinger equation for a particle confined to a 3D spherical wedge -- the region $\{(r,\theta,\phi): 0 \leq r \leq R,\, 0 \leq \theta \leq \pi,\, 0 \leq \phi \leq \Phi\}$ with Dirichlet BCs on all surfaces. This…
We consider the two dimensional unsteady Prandtl system. For a special class of outer Euler flows and solutions of the Prandtl system, the trace of the tangential derivative of the tangential velocity along the transversal axis solves a…