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The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…

General Physics · Physics 2025-07-10 Przemyslaw Chelminiak

Lognormality was found experimentally for coarse-grained squared turbulence velocity and velocity increment when the coarsening scale is comparable to the correlation scale of the velocity (Mouri et al. Phys. Fluids 21, 065107, 2009). We…

Chaotic Dynamics · Physics 2013-01-29 Takeshi Matsumoto , Masanori Takaoka

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

Anomalous transport of a particle subjected to non-Ohmic damping of the power $\delta$ in a tilted periodic potential is investigated via Monte Carlo simulation of generalized Langevin equation. It is found that the system exhibits two…

Statistical Mechanics · Physics 2009-11-13 Kun Lü , Jing-Dong Bao

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

We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…

Statistical Mechanics · Physics 2024-07-02 Subhasish Chaki , Kristian Stølevik Olsen , Hartmut Löwen

We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…

Statistical Mechanics · Physics 2024-01-31 Rosa Flaquer-Galmés , Daniel Campos , Vicenç Méndez

We study the stability of a stochastic oscillator whose frequency is a random process with finite time memory represented by an Ornstein-Uhlenbeck noise. This system undergoes a noise-induced bifurcation when the amplitude of the noise…

Statistical Mechanics · Physics 2014-12-19 Kirone Mallick , Pierre-Emmanuel Peyneau

During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…

Statistical Mechanics · Physics 2022-09-15 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…

Statistical Mechanics · Physics 2022-07-19 Mattia Radice

Ultrastable glasses are known for their exceptional mechanical stability but often fail in a brittle manner, typically marked by the formation of shear bands when subjected to shear deformation. An open question is how shear banding is…

Soft Condensed Matter · Physics 2025-08-11 Rashmi Priya , Jürgen Horbach , Smarajit Karmakar

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.…

Statistical Mechanics · Physics 2018-03-16 Lorenzo Caprini , Umberto Marini Bettolo Marconi , Angelo Vulpiani

Noise aids the encoding of continuous signals into pulse sequences by way of stochastic resonance and endows the encoding device with a preferred frequency. We study encoding by a threshold device based on the Ornstein-Uhlenbeck process,…

Biological Physics · Physics 2007-05-23 Hans E. Plesser , Theo Geisel

We consider $M/Ph/n+M$ queueing systems in steady state. We prove that the Wasserstein distance between the stationary distribution of the normalized system size process and that of a piecewise Ornstein-Uhlenbeck (OU) process is bounded by…

Probability · Mathematics 2015-12-01 Anton Braverman , J. G. Dai

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…

Statistical Mechanics · Physics 2023-03-15 Andrea Crisanti , Matteo Paoluzzi

The active Brownian particle (ABP) model is widely used to describe the dynamics of active matter systems, such as Janus microswimmers. In particular, the analytical expression for an ABP's mean-squared-displacement (MSD) is useful as it…

Soft Condensed Matter · Physics 2022-12-07 Maximilian Bailey , Alexander Sprenger , Fabio Grillo , Hartmut Löwen , Lucio Isa

A long-standing, though ill-understood problem in rocket dynamics, rocket response to random, altitude-dependent nozzle side-loads, is investigated. Side loads arise during low altitude flight due to random, asymmetric, shock-induced…

Atmospheric and Oceanic Physics · Physics 2015-05-27 R. G. Keanini , Nilabh Srivastava , Peter T. Tkacik , David C. Weggel , P. Douglas Knight

We present a study of the escape time from a metastable state in the presence of colored noise, generated by Ornstein-Uhlenbeck process. We analyze the role of the correlated noise and of unstable initial conditions of an overdamped…

Statistical Mechanics · Physics 2007-05-23 A. Fiasconaro , D. Valenti , B. Spagnolo

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…

Statistical Mechanics · Physics 2014-11-19 Arnab Pal , Sanjib Sabhapandit

The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…

Statistical Mechanics · Physics 2014-12-19 Kirone Mallick , Philippe Marcq
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