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Related papers: Active Ornstein-Uhlenbeck particles

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It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…

Statistical Mechanics · Physics 2020-12-14 Amir Shee , Abhishek Dhar , Debasish Chaudhuri

We study the glassy dynamics taking place in dense assemblies of athermal active particles that are driven solely by a nonequilibrium self-propulsion mechanism. Active forces are modeled as an Ornstein-Uhlenbeck stochastic process,…

Soft Condensed Matter · Physics 2016-09-28 Elijah Flenner , Grzegorz Szamel , Ludovic Berthier

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…

Data Analysis, Statistics and Probability · Physics 2015-05-14 Michael Wilkinson

Dense active matter is gaining widespread interest due to its remarkable similarity with conventional glass-forming materials. However, active matter is inherently out-of-equilibrium and even simple models such as active Brownian particles…

Soft Condensed Matter · Physics 2022-01-12 Vincent E. Debets , Xander M. de Wit , Liesbeth M. C. Janssen

We present a theoretical framework that enables investigating rare transitions in a general model of an active particle in an external potential, with the thermal Active Ornstein-Uhlenbeck Particle (AOUP) appearing as a special case. Using…

Statistical Mechanics · Physics 2026-04-20 Vito Seinen , Peter G. Bolhuis , Daan Crommelin , Sara Jabbari Farouji , Michel Mandjes

The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…

Mathematical Physics · Physics 2019-02-20 R. J. Martin , R. V. Craster , A. Pannier , M. J. Kearney

We consider an inertial active Ornstein-Uhlenbeck particle in an athermal bath. The particle is charged, constrained to move in a two-dimensional harmonic trap, and a magnetic field is applied perpendicular to the plane of motion. The…

Statistical Mechanics · Physics 2022-08-31 M Muhsin , M Sahoo

The aim of this short note is to show that Denoising Diffusion Probabilistic Model DDPM, a non-homogeneous discrete-time Markov process, can be represented by a time-homogeneous continuous-time Markov process observed at non-uniformly…

Machine Learning · Statistics 2023-11-30 Javier E. Santos , Yen Ting Lin

We study a self-propelled particle moving in a solvent with the active Ornstein Uhlenbeck dynamics in the underdamped regime to evaluate the influence of the inertia. We focus on the properties of potential-free and harmonically confined…

Statistical Mechanics · Physics 2021-02-03 Lorenzo Caprini , Umberto Marini Bettolo Marconi

The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…

Probability · Mathematics 2025-02-13 Gerardo Barrera , Michael A. Högele , Pauliina Ilmonen , Lauri Viitasaari

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

We revisit the elementary problem of moving a particle in a harmonic trap in finite time with minimal work cost, and extend it to the case of an active particle. By comparing the Gaussian case of an Active Ornstein-Uhlenbeck particle and…

Statistical Mechanics · Physics 2025-07-16 Janik Schüttler , Rosalba Garcia-Millan , Michael E. Cates , Sarah A. M. Loos

We propose a new overarching model for self-propelled particles that flexibly generates a full family of "descendants". The general dynamics introduced in this paper, which we denote as "parental" active model (PAM), unifies two special…

Soft Condensed Matter · Physics 2022-03-15 Lorenzo Caprini , Alexander Ralf Sprenger , Hartmut Löwen , René Wittmann

Particle number fluctuations $N(t)$, measured in virtual observation boxes of an image or a simulation, offer a way to quantify particle dynamics when particle tracking is impractical, such as in high-density systems. While traditionally…

Soft Condensed Matter · Physics 2026-04-07 Tristan Cerdin , Talia Calazans , Carine Douarche , Sophie Marbach

We study a model for a massive test particle in a microscopic periodic potential and interacting with a reservoir of light particles. In the regime considered, the fluctuations in the test particle's momentum resulting from collisions…

Mathematical Physics · Physics 2015-05-30 Jeremy Clark , Loïc Dubois

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…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…

Statistical Mechanics · Physics 2023-08-23 Naftali R. Smith

The relaxation of a dissipative system to its equilibrium state often shows a multiexponential pattern with relaxation rates, which are typically considered to be independent of the initial condition. The rates follow from the spectrum of a…

Soft Condensed Matter · Physics 2015-06-12 R. Toenjes , I. M. Sokolov , E. B. Postnikov

We consider the effect of geometric confinement on the steady-state properties of a one-dimensional active suspension subject to thermal noise. The random active force is modeled by an Ornstein-Uhlenbeck process and the system is studied…

Statistical Mechanics · Physics 2018-12-11 Lorenzo Caprini , Umberto Marini Bettolo Marconi

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…

Probability · Mathematics 2013-02-04 Gopal K. Basak , Amites Dasgupta