Related papers: Generalized Ornstein-Uhlenbeck Model for Active Mo…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
This research presents a framework for describing the average velocity magnitude of an accelerated, self-propelled Brownian particle diffusing in a thermal fluid and confined by a harmonic external potential. The system is immersed in a…
We propose a new approach to describe the effective microscopic dynamics of (power-law) nonlinear Fokker-Planck equations. Our formalism is based on a nonextensive generalization of the Wiener process. This allow us to obtain, in addition…
A Generalized Langevin Equation with exponential memory is proposed for the dynamics of a massive intruder in a dense granular fluid. The model reproduces numerical correlation and response functions, violating the equilibrium Fluctuation…
We extend the kinematic matrix ("kinematrix") formalism [Phys. Rev. E 89, 062304 (2014)], which via simple matrix algebra accesses ensemble properties of self-propellers influenced by uncorrelated noise, to treat Gaussian correlated noises.…
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…
We investigate the distributional properties of two generalized Ornstein-Uhlenbeck (OU) processes whose stationary distributions are the gamma law and the bilateral gamma law, respectively. The said distributions turn out to be related to…
We derive the Markov-modulated generalized Ornstein-Uhlenbeck process by embedding a Markov-modulated random recurrence equation in continuous time. The obtained process turns out to be the unique solution of a certain stochastic…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the…
We study the non-equilibrium properties of non interacting active Ornstein-Uhlenbeck particles (AOUP) subject to an external nonuniform field using a Fokker-Planck approach with a focus on the linear response and time-correlation functions.…
Growth-fragmentation processes describe systems of particles in which each particle may grow larger or smaller, and divide into smaller ones as time proceeds. Unlike previous studies, which have focused mainly on the self-similar case, we…
We consider the inelastic Maxwell model, which consists of a collection of particles that are characterized by only their velocities, and evolving through binary collisions and external driving. At any instant, a particle is equally likely…
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…
We consider an inertial active Ornstein-Uhlenbeck particle self-propelling in a saw-tooth ratchet potential. Using the Langevin simulation and matrix continued fraction method, the particle transport, steady state diffusion, and coherence…
Field theories for the one-body density of an active fluid, such as the paradigmatic active model B+, are simple yet very powerful tools for describing phenomena such as motility-induced phase separation. No comparable theory has been…
We investigate the dynamics of an inertial active Ornstein-Uhlenbeck (OU) particle in the presence of stochastic resetting. Using renewal approach, we compute the mean square displacement (MSD) and position probability distribution…
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…
Taking an open quantum systems approach, we derive a collective equation of motion for the dynamics of a matter-wave bright soliton moving through a thermal cloud of a distinct atomic species. The reservoir interaction involves energy…