Related papers: Spherical Ornstein-Uhlenbeck processes
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…
We report experimental measurements of the translational and rotational dynamics of a large buoyant sphere in isotropic turbulence. We introduce an efficient method to simultaneously determine the position and (absolute) orientation of a…
We study the strong approximation of a rough volatility model, in which the log-volatility is given by a fractional Ornstein-Uhlenbeck process with Hurst parameter $H<1/2$. Our methods are based on an equidistant discretization of the…
Quantum observables can be identified with vector fields on the sphere of normalized states. The resulting vector representation is used in the paper to undertake a simultaneous treatment of macroscopic and microscopic bodies in quantum…
Motion of a point particle sliding on a turntable is studied. The equations of motion are derived assuming that the table exerts frictional force on the particle, which is of constant magnitude and directed opposite to the direction of…
We use the image solution technique to compute the leading order frequency-dependent self-mobility function of a small solid particle moving perpendicular to the surface of a spherical capsule whose membrane possesses shearing and bending…
I propose a model of mutually interacting particles on an M-dimensional unit sphere. I derive the dynamics of the particles by extending the dynamics of the Kuramoto-Sakaguchi model. The dynamics include a natural-frequency matrix, which…
This paper analyzes inverse scattering for the one-dimensional Helmholtz equation in the case where the wave speed is piecewise constant. Scattering data recorded for an arbitrarily small interval of frequencies is shown to determine the…
The dynamics of a circular thin vortex ring and a sphere moving along the symmetry axis of the ring in an inviscid incompressible fluid is studied on the basis of Euler's equations of motion. The equations of motion for position and radius…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…
A rotating continuum of particles attracted to each other by gravity may be modeled by the Euler-Poisson system. The existence of solutions is a very classical problem. Here it is proven that a curve of solutions exists, parametrized by the…
We investigate a one-dimensional model of active motion, which takes into account the effects of persistent self-propulsion through a memory function in a dissipative-like term of the generalized Langevin equation for particle swimming…
The Schr\"odinger equation on a circle with an initially localized profile of the wave function is known to give rise to revivals or replications, where the probability density of the particle is partially reproduced at rational times. As a…
We consider the focusing quintic nonlinear Schr\"odinger equation posed on a rotationally symmetric surface, typically the sphere $S^2$ or the two dimensional hyperbolic space $H^2$. We prove the existence and the stability of solutions…
We analyze the frictionless motion of a point-like particle that slides under gravity on an inverted conical surface. This motion is studied for arbitrary initial conditions and a general relation, valid within 13%, between the periods of…
We study the homogeneous turbulence in the presence of a constant average velocity gradient in an infinite fluid domain, with a novel finite-scale Lyapunov analysis, presented in a previous work dealing with the homogeneous isotropic…
Direct numerical simulations are used to investigate the individual dynamics of large spherical particles suspended in a developed homogeneous turbulent flow. A definition of the direction of the particle motion relative to the surrounding…
We investigate a two-dimensional system of active particles confined to a narrow annular domain. Despite the absence of explicit interactions among the velocities or the active forces of different particles, the system displays a transition…
An Ornstein-Zernike approximation for the two-body correlation function embodying thermodynamic consistency is applied to a system of classical Heisenberg spins on a three-dimensional lattice. The consistency condition determined in a…