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

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We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

Soft Condensed Matter · Physics 2024-01-25 Alessandro Taloni

Let $W_t$ be a standard Brownian motion. It is well-known that the Langevin equation $d U_t = -\theta U_td t + d W_t$ defines a stationary process called Ornstein-Uhlenbeck process. Furthermore, Langevin equation can be used to construct…

Probability · Mathematics 2015-05-22 Lauri Viitasaari

In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…

Soft Condensed Matter · Physics 2023-07-26 HyeongTark Han , Sungmin Joo , Takahiro Sakaue , Jae-Hyung Jeon

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

We study the dynamics of a quantum impurity immersed in a Bose-Einstein condensate as an open quantum system in the framework of the quantum Brownian motion model. We derive a generalized Langevin equation for the position of the impurity.…

Quantum Gases · Physics 2017-09-28 Aniello Lampo , Soon Hoe Lim , Miguel Ángel García-March , Maciej Lewenstein

We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the…

Mathematical Physics · Physics 2008-06-06 Francesco Mainardi , Paolo Pironi

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…

Statistical Mechanics · Physics 2022-05-02 Amir Shee , Debasish Chaudhuri

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,…

Statistical Mechanics · Physics 2023-06-28 N Arsha , K P Jepsin , M Sahoo

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

Based on a recently proposed reinterpretation of gravitational wave memory that builds up on the definition of gravitational waves pioneered by Isaacson, we provide a unifying framework to derive both ordinary and null memory from a single…

General Relativity and Quantum Cosmology · Physics 2025-07-24 Lavinia Heisenberg , Guangzi Xu , Jann Zosso

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

This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…

Quantum Physics · Physics 2019-12-03 Pedro J. Colmenares

The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…

Statistical Mechanics · Physics 2015-05-13 Andrea Puglisi , Dario Villamaina

We investigate a two-dimensional system of active particles confined to a narrow annular domain. Despite the absence of explicit interactions among the velocities or the active forces of different particles, the system displays a transition…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini , Claudio Maggi , Umberto Marini Bettolo Marconi

Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce…

Machine Learning · Computer Science 2026-03-11 Yue Song , T. Anderson Keller , Yisong Yue , Pietro Perona , Max Welling

In this paper we study Doob's transform of fractional Brownian motion (FBM). It is well known that Doob's transform of standard Brownian motion is identical in law with the Ornstein-Uhlenbeck diffusion defined as the solution of the…

Probability · Mathematics 2007-10-29 Terhi Kaarakka , Paavo Salminen

We study the velocity distribution of unicellular swimming algae Euglena gracilis using optical microscopy and theory. To characterize a peculiar feature of the experimentally observed distribution at small velocities we use the concept of…

Biological Physics · Physics 2015-06-01 Pawel Romanczuk , Maksym Romensky , Dimitri Scholz , Vladimir Lobaskin , Lutz Schimansky-Geier

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

The motion of a free quantum particle in a thermal environment is usually described by the quantum Langevin equation, where the effect of the bath is encoded through a dissipative and a noise term, related to each other via the fluctuation…

Statistical Mechanics · Physics 2020-12-16 Avijit Das , Abhishek Dhar , Ion Santra , Urbashi Satpathi , Supurna Sinha

We use computer simulations to study the onset of collective motion in systems of interacting active particles. Our model is a swarm of active Brownian particles with internal energy depot and interactions inspired by the dissipative…

Statistical Mechanics · Physics 2013-05-31 Vladimir Lobaskin , Maksym Romenskyy