Related papers: Exact solution for the Anisotropic Ornstein-Uhlenb…
This paper studies size-polydisperse Lennard-Jones systems described by active Ornstein-Uhlenbeck particle dynamics. The focus is on the existence of isomorphs (curves of invariant structure and dynamics) in the model's three-dimensional…
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…
Using the path integral representation of the non-equilibrium dynamics, we compute the most probable path between arbitrary starting and final points, followed by an active particle driven by persistent noise. We focus our attention on the…
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…
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…
We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…
Several integrate-to-threshold models with differing temporal integration mechanisms have been proposed to describe the accumulation of sensory evidence to a prescribed level prior to motor response in perceptual decision-making tasks. An…
We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We…
We evaluate the steady-state distribution and escape rate for an Active Ornstein-Uhlenbeck Particle (AOUP) using methods from the theory of large deviations. The calculation is carried out both for small and large memory times of the active…
We derive the path-integral representation of the fractional Ornstein-Uhlenbeck process driven by Riemann-Liouville fractional Gaussian noise, for both the subdiffusive and superdiffusive regimes. We express the corresponding action, which…
We consider the statistical motion of a convex rigid body in a gas of N smaller (spherical) atoms close to thermodynamic equilibrium. Because the rigid body is much bigger and heavier, it undergoes a lot of collisions leading to small…
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex…
Combining experiments on active colloids, whose propulsion velocity can be controlled via a feedback loop, and theory of active Brownian motion, we explore the dynamics of an overdamped active particle with a motility that depends…
The dynamics of single cell migration on flat surfaces is usually modeled by a Langevin-like problem consisting of ballistic motion for short periods and random walk. for long periods. Conversely, recent studies have revealed a previously…
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…
We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…
In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…
Even in a simple stochastic process, the study of the full distribution of time integrated observables can be a difficult task. This is the case of a much-studied process such as the Ornstein-Uhlenbeck process where, recently, anomalous…
We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…
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…