Related papers: Spherical Ornstein-Uhlenbeck processes
A fourth-order dispersive flow equation for closed curves on the canonical two-dimensional unit sphere arises in some contexts in physics and fluid mechanics. In this paper, a geometric generalization of the sphere-valued model is…
We consider the thermal and athermal overdamped motion of particles in 1D geometries where discrete internal degrees of freedom (spin) are coupled with the translational motion. Adding a driving velocity that depends on the time-dependent…
We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…
We derive the Ornstein-Zernike equation for molecular crystals of axially symmetric particles and apply the Percus-Yevick approximation to this system. The one-particle orientational distribution function has a nontrivial dependence on the…
In the present paper a simple dynamical model for computing the osmotically driven fluid flow in a variety of complex, non equilibrium situations is derived from first principles. Using the Oberbeck-Boussinesq approximation, the basic…
We introduce a notion of stability for non-autonomous Hamiltonian flows on two-dimensional annular surfaces. This notion of stability is designed to capture the sustained twisting of particle trajectories. The main Theorem is applied to…
We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…
In this paper, we study the cut-off phenomenon under the total variation distance of $d$-dimensional Ornstein-Uhlenbeck processes which are driven by L\'evy processes. That is to say, under the total variation distance, there is an abrupt…
Photons that are entangled or correlated in orbital angular momentum have been extensively used for remote sensing, object identification and imaging. It has recently been demonstrated that intensity fluctuations give rise to the formation…
The two-dimensional motion of an object on a moving rough horizontal plane is investigated. Two cases are studied: the plane having a translational acceleration, and a rotating plane. For the first case, the motions of a point particle and…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
The fluid motion produced by a periodic array of identical, axisymmetric, thin-cored vortex rings is investigated. It is well known that such an array moves uniformly without change of shape or form in the direction of the central axis of…
The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…
We consider the focusing energy-critical Schr{\"o}dinger equation on the Heisenberg group in the radial case\[i\partial_t u-\Delta_{\mathbb{H}^1}…
A Lagrangian formalism is used to study the motion of a spinning massive particle in Friedmann--Robertson--Walker and G\"odel spacetimes, as well as in a general Schwarzschild-like spacetime and in static spherically symmetric conformally…
We design numerical schemes for a class of slow-fast systems of stochastic differential equations, where the fast component is an Ornstein-Uhlenbeck process and the slow component is driven by a fractional Brownian motion with Hurst index…
We numerically simulate the uniform athermal shearing of bidisperse, frictionless, two dimensional spherocylinders and three dimensional prolate ellipsoids. We focus on the orientational ordering of particles as an asphericity parameter…
It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-\theta t} + \mu (1-e^{-\theta t}) + \sigma \int_0^t e^{-\theta (t-s)} dW_s$, where $x_0 \in R$, $\theta>0$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k…
This paper extends the model reduction method by the operator projection to the three-dimensional special relativistic Boltzmann equation. The derivation of arbitrary order moment system is built on our careful study of infinite families of…
A strengthened canonical quantization scheme for the constrained motion on a curved hypersurface is proposed with introduction of the second category of fundamental commutation relations between Hamiltonian and positions/momenta, whereas…