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Microscopic swimming particles, which dissipate energy to execute persistent directed motion, are a classic example of a non-equilibrium system. We investigate the non-interacting Ornstein--Uhlenbeck Particle (OUP), which is propelled…

Soft Condensed Matter · Physics 2018-04-09 Cato Sandford , Alexander Y. Grosberg , Jean-François Joanny

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 position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…

Statistical Mechanics · Physics 2021-04-20 Vijay Kumar , Onkar Sadekar , Urna Basu

We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…

Statistical Mechanics · Physics 2019-05-22 Deepak Gupta

We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…

Statistical Mechanics · Physics 2025-09-17 Deepak Gupta , Sabine H. L. Klapp

We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…

Statistical Mechanics · Physics 2021-05-26 Deepak Gupta , Arnab Pal , Anupam Kundu

We study the first-passage dynamics of a non-Markovian stochastic process with time-averaged feedback, which we model as a one-dimensional Ornstein--Uhlenbeck process wherein the particle drift is modified by the empirical mean of its…

Statistical Mechanics · Physics 2025-09-16 Francesco Coghi , Romain Duvezin , John S. Wettlaufer

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

By working in the small persistence time limit, we determine the steady-state distribution of an Active Ornstein Uhlenbeck Particle (AOUP) experiencing, in addition to self-propulsion, a Gaussian white noise modelling a bath at temperature…

Statistical Mechanics · Physics 2021-05-26 David Martin , Thibaut Arnoulx de Pirey

We review and extend recent developments on the statistical properties of Active Ornstein Uhlenbeck particles (AOUPs). In this simplest of models, the Gaussian white noise of overdamped Brownian colloids is replaced by a Gaussian colored…

We study the large deviations of the power injected by the active force for an Active Ornstein-Uhlenbeck Particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in…

Statistical Mechanics · Physics 2022-01-03 Massimiliano Semeraro , Antonio Suma , Isabella Petrelli , Francesco Cagnetta , Giuseppe Gonnella

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

Active matter systems are driven out of equilibrium by conversion of energy into directed motion locally on the level of the individual constituents. In the spirit of a minimal description, active matter is often modeled by so-called active…

Statistical Mechanics · Physics 2021-01-12 Lennart Dabelow , Ralf Eichhorn

We consider an inertial active Ornstein-Uhlenbeck particle self-propelling in a saw-tooth ratchet potential. Using the Langevin simulation and matrix continued fraction method, the particle transport, steady state diffusion, and coherence…

Soft Condensed Matter · Physics 2022-11-30 M Muhsin , M Sahoo

The $d$-dimensional Ornstein--Uhlenbeck process (OUP) describes the trajectory of a particle in a $d$-dimensional, spherically symmetric, quadratic potential. The OUP is composed of a drift term weighted by a constant $\theta \geq 0$ and a…

Probability · Mathematics 2023-05-10 Hans Kersting , Antonio Orvieto , Frank Proske , Aurelien Lucchi

We employ Statistical Field Theory techniques for coarse-graining the steady-state properties of Active Ornstein-Uhlenbeck particles. The computation is carried on in the framework of the Unified Colored Noise approximation that allows an…

Statistical Mechanics · Physics 2020-05-27 Matteo Paoluzzi , Claudio Maggi , Andrea Crisanti

A stochastic process is at thermodynamic equilibrium if it obeys time-reversal symmetry; forward and reverse time are statistically indistinguishable at steady state. Non-equilibrium processes break time-reversal symmetry by maintaining…

Mathematical Physics · Physics 2024-11-13 Alexander Strang

In this paper we consider an Ornstein-Uhlenbeck (OU) process $(M(t))_{t\geqslant 0}$ whose parameters are determined by an external Markov process $(X(t))_{t\geqslant 0}$ on a finite state space $\{1,\ldots,d\}$; this process is usually…

Probability · Mathematics 2024-06-06 Gang Huang , Marijn Jansen , Michel Mandjes , Peter Spreij , Koen De Turck

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

Populations and Evolution · Quantitative Biology 2026-01-13 Luis F. Gordillo , Priscilla E. Greenwood