Related papers: Spherical Ornstein-Uhlenbeck processes
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
We solve the problem of a dimer moving on a spherical surface and find that its binding energy and wave function are sensitive to the total angular momentum. The dimer gets squeezed in the direction orthogonal to the center-of-mass motion…
We study the dynamics of an inertial active Ornstein-Uhnlenbeck particle self-propelling in a confined harmonic well. The transport behaviour of the particle is investigated by analyzing the particle trajectories, steady state correlations,…
We consider the slowly rotating relativistic stars with a uniform angular velocity in the scalar-tensor gravity, and examine the rotational effect around such compact objects. For this purpose, we derive a 2nd order differential equation…
We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
In this paper we introduce the use of Sylvester's formula for systems with degenerate eigenvalues in relation to obtaining their analytical solutions. To appreciate the use we include two other forms of analytical solutions namely adiabatic…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
We study theoretically the phoretic motion of a spheroidal particle, which generates solute gradients in the surrounding unbounded solvent via chemical reactions active on its surface in a cap-like region centered at one of the poles of the…
We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…
A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward…
A fundamental problem in spherical distance geometry aims to recover an $n$-tuple of points on a 2-sphere in $\mathbb{R}^3$, viewed up to oriented isometry, from $O(n)$ input measurements. We solve this problem using algorithms that employ…
In the 1950's Hopf gave examples of non-round convex 2-spheres in Euclidean 3-space with rotational symmetry that satisfy a linear relationship between their principal curvatures. In this paper we investigate conditions under which evolving…
The Ornstein-Zernike equation is solved for the hard-sphere and square-well fluids using a diverse selection of closure relations; the attraction range of the square-well is chosen to be $\lambda=1.5.$ In particular, for both fluids we…
The work develops further the theory of the following inversion problem, which plays the central role in the rapidly developing area of thermoacoustic tomography and has intimate connections with PDEs and integral geometry: {\it Reconstruct…
We study the fluctuation-electromagnetic interaction between a small rotating particle with an arbitrary direction of angular velocity vector and evanescent field of the heated surface, and obtain the general expressions for the force of…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
This work presents a study on the nonrelativistic quantum motion of a charged particle in a rotating frame, considering the Aharonov-Bohm effect and a uniform magnetic field. We derive the equation of motion and the corresponding radial…
We investigate the transport feature of an inertial chiral active Ornstein-Uhlenbeck particle moving on a two-dimensional surface. Using both analytical approach and numerical simulations, we have exactly explored the transient and…