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We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…

Probability · Mathematics 2013-02-04 Gopal K. Basak , Amites Dasgupta

We study the motion of an active Brownian particle (ABP) using overdamped Langevin dynamics on a two-dimensional substrate with periodic array of obstacles and in a quasi-one-dimensional corrugated channel comprised of periodically arrayed…

Soft Condensed Matter · Physics 2019-05-28 Sudipta Pattanayak , Rakesh Das , Manoranjan Kumar , Shradha Mishra

We develop a closed-form analytical theory for the transport of a chiral active Brownian particle (cABP) in three dimensions, moving through a fluctuating local density field that coarse-grains steric and dynamical interactions in a dense…

Statistical Mechanics · Physics 2025-08-25 Jayam Joshi , Shradha Mishra

The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential…

Statistical Mechanics · Physics 2023-02-22 Alain Mazzolo , Cécile Monthus

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…

Methodology · Statistics 2021-12-08 Adam M. Sykulski , Sofia C. Olhede , Hanna M. Sykulska-Lawrence

Active particles, which are self-propelled nonequilibrium systems, are modelled by overdamped Langevin equations with colored noise, emulating the self-propulsion. In this chapter, we present a review of the theoretical results for the…

Statistical Mechanics · Physics 2025-03-12 Urna Basu , Sanjib Sabhapandit , Ion Santra

We deal with a complex-valued Ornstein-Uhlenbeck (OU) process with parameter $\lambda\in\mathbb{R}$starting from a point different from 0 and the way that it winds around the origin.The starting point of this paper is the skew product…

Probability · Mathematics 2014-12-24 Stavros Vakeroudis

This article focuses on a system of sticky Brownian motions, also known as Howitt-Warren martingale problem, and correlated Brownian motions and shows that infinite-dimensional orthogonal polynomials intertwine the dynamics of infinitely…

Probability · Mathematics 2024-02-12 Stefan Wagner

We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process…

Statistical Mechanics · Physics 2015-09-22 Yi-An Ma , Hong Qian

Active matter exhibits many intriguing non-equilibrium character, \emph{e.g.}, the active Brownian particles (ABP) without any attractive and aligned interactions can occur the mobility-induced phase transition to form some dense domains…

Soft Condensed Matter · Physics 2023-05-24 Cheng Yang , Ying Zeng , Shun Xu , Xin Zhou

Self-propelled particles serve as minimal models for emulating the dynamic self-organization of microorganisms, yet most synthetic systems remain limited to a single mode of motion, namely active Brownian particles (ABPs). Here, we present…

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…

Statistical Mechanics · Physics 2025-04-09 Alberto Bassanoni , Alessandro Vezzani , Eli Barkai , Raffaella Burioni

We construct a supercritical interacting measure-valued diffusion with representative particles that are attracted to, or repelled from, the center of mass. Using the historical stochastic calculus of Perkins, we modify a super…

Probability · Mathematics 2013-03-19 Hardeep Gill

We utilize a generalized Irving-Kirkwood procedure to derive the hydrodynamic equations of an active matter suspension with internal structure and driven by internal torque. The internal structure and torque of the active Brownian particles…

Statistical Mechanics · Physics 2017-06-22 Dibyendu Mandal , Katherine Klymko , Kranthi K. Mandadapu

We computationally study suspensions of slow and fast active Brownian particles that have undergone motility induced phase separation and are at steady state. Such mixtures, of varying non-zero activity, remain largely unexplored even…

Soft Condensed Matter · Physics 2024-07-11 Nicholas J Lauersdorf , Ehssan Nazockdast , Daphne Klotsa

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…

Soft Condensed Matter · Physics 2024-01-05 Daniel Jespersen , Lorenzo Costigliola , Jeppe C. Dyre , Shibu Saw

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

Statistical Mechanics · Physics 2023-04-26 Deborah Schwarcz , Stanislav Burov

Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…

Statistical Mechanics · Physics 2015-06-19 Debasish Chaudhuri

We discuss escape problem with the consideration of both the activity of particles and the roughness of potentials. we derive analytic expressions for the escape rate of a Brownian particle (ABP) in two types of rough potentials by…

Statistical Mechanics · Physics 2022-12-07 Yating Wang , Z. C. Tu

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