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Related papers: Generalized Ornstein-Uhlenbeck Model for Active Mo…

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An Ornstein-Uhlenbeck (OU) process can be considered as a continuous time interpolation of the discrete time AR$(1)$ process. Departing from this fact, we analyse in this work the effect of iterating OU treated as a linear operator that…

Statistics Theory · Mathematics 2012-10-02 Argimiro Arratia , Alejandra Cabaña , Enrique M. Cabaña

Nonequilibrium many-body transient dynamics play an important role in the adaptation of active matter systems environment changes. However, the generic universal behavior of such dynamics is usually elusive and left as open questions. Here,…

Statistical Mechanics · Physics 2024-03-15 Pei-fang Wu , Wei-chen Guo , Bao-quan Ai , Liang He

We investigate the non-equilibrium character of self-propelled particles through the study of the linear response of the active Ornstein-Uhlenbeck particle (AOUP) model. We express the linear response in terms of correlations computed in…

Statistical Mechanics · Physics 2020-12-14 Lorenzo Caprini , Andrea Puglisi , Alessandro Sarracino

Recent pioneering experiments on non-Markovian dynamics done e.g. for active matter have demonstrated that our theoretical understanding of this challenging yet hot topic is rather incomplete and there is a wealth of phenomena still…

Statistical Mechanics · Physics 2024-02-27 M. Wiśniewski , J. Łuczka , J. Spiechowicz

We describe an efficient and parsimonious matrix-based theory for studying the ensemble behavior of self-propellers and active swimmers, such as nanomotors or motile bacteria, that are typically studied by differential-equation-based…

Soft Condensed Matter · Physics 2014-09-11 Amir Nourhani , Paul E. Lammert , Ali Borhan , Vincent H. Crespi

We perform a coarse-graining analysis of the paradigmatic active matter model, Active Brownian Particles, yielding a continuum description in terms of balance laws for mass, linear and angular momentum, and energy. The derivation of the…

Soft Condensed Matter · Physics 2019-04-30 Jeffrey M. Epstein , Katherine Klymko , Kranthi K. Mandadapu

For classical Brownian systems driven out of equilibrium we derive inhomogeneous two-time correlation functions from functional differentiation of the one-body density and current with respect to external fields. In order to allow for…

Soft Condensed Matter · Physics 2014-01-21 Joseph M. Brader , Matthias Schmidt

The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…

Probability · Mathematics 2021-03-10 Gustavo Didier , Hung D. Nguyen

Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…

Chemical Physics · Physics 2015-05-20 Hyun Kyung Shin , Changho Kim , Peter Talkner , Eok Kyun Lee

Imagine you walk in a plane. You move by making a step of a certain length per time interval in a chosen direction. Repeating this process by randomly sampling step length and turning angle defines a two-dimensional random walk in what we…

Biological Physics · Physics 2026-01-05 Norberto Lucero Azuara , Rainer Klages

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

Numerical Analysis · Mathematics 2020-03-18 Yuanran Zhu , Daniele Venturi

It is shown that the solution of generalized Langevin equation can be obtained on the basis of simple comparison of the time scale for the velocity autocorrelation function of a particle (atom, molecule) and of the time scale for the…

Statistical Mechanics · Physics 2017-02-28 Anatolii V. Mokshin , Bulat N. Galimzyanov

We propose a novel class of tempo-spatial Ornstein-Uhlenbeck processes as solutions to L\'evy-driven Volterra equations with additive noise and multiplicative drift. After formulating conditions for the existence and uniqueness of…

Probability · Mathematics 2019-03-26 Viet Son Pham , Carsten Chong

Distinguishing active from passive dynamics is a fundamental challenge in understanding the motion of living cells and other active matter systems. Here, we introduce a framework that combines physical modeling, analytical theory, and…

A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous…

Statistical Mechanics · Physics 2022-09-28 Tomoshige Miyaguchi

We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time.…

Statistical Mechanics · Physics 2009-11-07 K. Mallick , P. Marcq

Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…

Statistical Mechanics · Physics 2015-05-13 S. C. Lim , L. P. Teo

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…

Statistical Mechanics · Physics 2019-07-31 F. Le Vot , S. B. Yuste , E. Abad

We develop a unifying theory for four different objects: (1) infinite systems of interacting massive particles; (2) solutions to the Dean-Kawasaki equation with singular drift and space-time white noise; (3) Wasserstein diffusions with a.s.…

Probability · Mathematics 2025-06-10 Lorenzo Dello Schiavo

In a viscous fluid, the past motion of an accelerating particle is retained as an imprint on the vorticity field, which decays slowly as $t^{-3/2}$. At low Reynolds number, the Basset-Boussinesq-Oseen (BBO) equation correctly describes…

Fluid Dynamics · Physics 2019-10-16 Sean L Seyler , Steve Pressé
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