Related papers: Spherical Ornstein-Uhlenbeck processes
Three-dimensional particle tracking experiments were conducted in a turbulent boundary layer with friction Reynolds number $Re_\tau$ of 700 and 1300. Two finite size spheres with specific gravities of 1.003 (P1) and 1.050 (P2) and diameters…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
We present experimental results for spherical particles rising and settling in a still fluid. Imposing a well-controlled center of mass offset enables us to vary the rotational dynamics selectively by introducing an intrinsic rotational…
Detailed data describing the motion of a rigid sphere settling in unperturbed fluid is generated by means of highly-accurate spectral/spectral-element simulations with the purpose of serving as a future benchmark case. A single…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We consider the dynamics of a small spherical particle driven through an unbounded viscoelastic shear flow by an external force. We give analytical solutions to both the mobility problem (velocity of forced particle) and the resistance…
We study the long-time behavior of scale-invariant solutions of the 2d Euler equation satisfying a discrete symmetry. We show that all scale-invariant solutions with bounded variation on $\mathbb{S}^1$ relax to states that are piece-wise…
We derive an effective equation of motion for the orientational dynamics of a neutrally buoyant spheroid suspended in a simple shear flow, valid for arbitrary particle aspect ratios and to linear order in the shear Reynolds number. We show…
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…
We study the 6-dimensional dynamics -- position and orientation -- of a large sphere advected by a turbulent flow. The movement of the sphere is recorded with 2 high-speed cameras. Its orientation is tracked using a novel, efficient…
Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The…
In the first part of the article using a direct calculation two-dimensional motion of a particle sliding on an inclined plane is investigated for general values of friction coefficient ($\mu$). A parametric equation for the trajectory of…
We integrate for the first time the hydrodynamic Hall-Vinen-Bekarevich-Khalatnikov equations of motion of a $^{1}S_{0}$-paired neutron superfluid in a rotating spherical shell, using a pseudospectral collocation algorithm coupled with a…
In this paper we study nonlinear problems for Ornstein-Uhlenbeck operators \begin{align*} A\triangle v(x) + \left\langle Sx,\nabla v(x)\right\rangle + f(v(x)) = 0,\,x\in\mathbb{R}^d,\,d\geqslant 2, \end{align*} where the matrix…
In this paper, we construct a family of global solutions to the incompressible Euler equation on a standard 2-sphere. These solutions are odd-symmetric with respect to the equatorial plane and rotate with a constant angular speed around the…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
We recently introduced a new family of processes which describe particles which only can move at the speed of light c in the ordinary 3D physical space. The velocity, which randomly changes direction, can be represented as a point on the…
We study the dynamical properties of an active particle subject to a swimming speed explicitly depending on the particle position. The oscillating spatial profile of the swim velocity considered in this paper takes inspiration from…
Self-propelled particles, which convert energy into mechanical motion, exhibit inertia if they have a macroscopic size or move inside a gaseous medium, in contrast to micron-sized overdamped particles immersed in a viscous fluid. Here we…