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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

We consider the steady-state behavior of pairs of active particles having different persistence times and diffusivities. To this purpose we employ the active Ornstein-Uhlenbeck model, where the particles are driven by colored noises with…

Soft Condensed Matter · Physics 2018-01-17 René Wittmann , Joseph M. Brader , Abhinav Sharma , Umberto Marini Bettolo Marconi

Time-reversal symmetry breaking and entropy production are universal features of nonequilibrium phenomena. Despite its importance in the physics of active and living systems, the entropy production of systems with many degrees of freedom…

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…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the prices are driven by a Geometric…

Computational Finance · Quantitative Finance 2009-11-13 Giacomo Bormetti , Valentina Cazzola , Guido Montagna , Oreste Nicrosini

We consider a model of self-propelled dynamics for athermal active particles, where the non-equilibrium active forces are modelled by a Ornstein-Uhlenbeck process. In the limit of no-driving force, the model reduces to the passive, Brownian…

Soft Condensed Matter · Physics 2017-05-05 Niamh Dougan , Peter Crowther , Francesco Turci , C. Patrick Royall

We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete…

chao-dyn · Physics 2015-06-24 Piotr Garbaczewski , Robert Olkiewicz

We present a method for the evaluation of time-dependent linear response functions for systems of active Ornstein-Uhlenbeck particles from unperturbed simulations. The method is inspired by the Malliavin weights sampling method proposed by…

Soft Condensed Matter · Physics 2017-05-24 Grzegorz Szamel

The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…

Probability · Mathematics 2021-10-05 Laurent Chevillard , Marc Lagoin , Stephane G. Roux

Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian…

Statistical Mechanics · Physics 2009-03-04 Alexander Gluck , Helmuth Huffel , Sasa Ilijic

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

Active matter, comprising many active agents interacting and moving in fluids or more complex environments, is a commonly occurring state of matter in biological and physical systems. By its very nature active matter systems exist in…

Soft Condensed Matter · Physics 2021-02-08 Pierre Gaspard , Raymond Kapral

Dynamics of systems of structured particles consisting of potentially interacting material points is considered in the framework of classical mechanics. Equations of interaction and motion of structured particles have been derived. The…

General Physics · Physics 2012-05-14 V. M. Somsikov

Active matter physics has been developed with various types of self-propelled particles, including those with polar and bipolar motility and beyond. However, the bipolar motions experimentally realized so far have been either random along…

Soft Condensed Matter · Physics 2022-07-28 Airi N. Kato , Kazumasa A. Takeuchi , Masaki Sano

The interest in active matter stimulates the need to generalize thermodynamic description and relations to active matter systems, which are intrinsically out of equilibrium. One important example is the Jarzynski relation, which links the…

Statistical Mechanics · Physics 2023-05-31 Grzegorz Szamel

The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…

Statistical Mechanics · Physics 2024-05-16 Luca Cocconi , Henry Alston , Jacopo Romano , Thibault Bertrand

We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

Statistical Mechanics · Physics 2020-07-21 Juan Ruben Gomez-Solano , Francisco J. Sevilla

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

We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.

Probability · Mathematics 2012-12-13 Bernard Bercu , Frederic Proia , Nicolas Savy

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
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