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Related papers: Active Ornstein-Uhlenbeck particle under stochasti…

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We study stochastic resetting of a probe particle in a viscoelastic environment where only the probe is reset while the medium retains memory of its past dynamics. Using a minimal model with finite correlation time, we analyze the…

Statistical Mechanics · Physics 2026-03-19 Ion Santra , Debankur Das

The random arrest of the diffusion of a single particle and its return to its origin has served as the paradigmatic example of a large variety of processes undergoing stochastic resetting. While the implications and applications of…

Soft Condensed Matter · Physics 2025-04-15 Ron Vatash , Yael Roichman

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

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a…

Mathematical Physics · Physics 2013-08-16 Bruno Vieira Ribeiro , Yves Elskens

We analytically investigate the dynamic behavior of an an-isotropic active Brownian particle under various stochastic resetting protocols in two dimensions. The motion of shape-asymmetric active Brownian particles in two dimensions leads to…

Statistical Mechanics · Physics 2025-11-26 Anirban Ghosh , Sudipta Mandal , Subhasish Chaki

Learning is a fundamental property of intelligent systems, observed across biological organisms and engineered systems. While modern intelligent systems typically rely on gradient descent for learning, the need for exact gradients and…

Machine Learning · Computer Science 2024-12-10 Jesus Garcia Fernandez , Nasir Ahmad , Marcel van Gerven

We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…

Probability · Mathematics 2022-09-07 Dan Pirjol

A wide range of phenomena in the natural and social sciences involve large systems of interacting particles, including plasmas, collections of galaxies, coupled oscillators, cell aggregations, and economic ``agents'. Kinetic methods for…

Statistical Mechanics · Physics 2024-02-05 Paul C Bressloff

We exactly solve the nonequilibrium dynamics of a harmonically trapped self-propelled particle with anisotropic translational mobility in two dimensions, relevant to rodlike microswimmers and wheeled robots. The mean displacement and MSD…

Statistical Mechanics · Physics 2026-05-05 Amir Shee , P. S. Pal

We study a stochastic process where an active particle, modeled by a one-dimensional run-and-tumble particle, searches for a target with a finite absorption strength in thermal environments. Solving the Fokker-Planck equation for a uniform…

Statistical Mechanics · Physics 2023-11-09 Byeong Guk Go , Euijin Jeon , Yong Woon Kim

We study a relaxation behavior of an Ornstein-Uhlenbeck (OU) process with a time-dependent and fluctuating diffusivity. In this process, the dynamics of a position vector is modeled by the Langevin equation with a linear restoring force and…

Statistical Mechanics · Physics 2019-03-27 Takashi Uneyama , Tomoshige Miyaguchi , Takuma Akimoto

We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…

Statistical Mechanics · Physics 2020-11-26 L. T. Giorgini , W. Moon , J. S. Wettlaufer

We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These diffusion processes exhibit different behavior in two…

Probability · Mathematics 2013-07-16 A. B. Dieker , Xuefeng Gao

We investigate both analytically and by computer simulations the ensemble averaged, time averaged, non-ergodic, and ageing properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic…

Statistical Mechanics · Physics 2017-01-18 H. Safdari , A. G. Cherstvy , A. V. Chechkin , A. Bodrova , R. Metzler

Nonreciprocal interactions are known to produce distinctive dynamics in active matter. To shed light on how the stationary state of such systems is affected by breaking reciprocity, we consider active Ornstein-Uhlenbeck particles coupled…

Statistical Mechanics · Physics 2025-10-16 Matthew Du , Andriy Goychuk , Suriyanarayanan Vaikuntanathan

We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

We study the positive occupation time of a run-and-tumble particle (RTP) subject to stochastic resetting. Under the resetting protocol, the position of the particle is reset to the origin at a random sequence of times that is generated by a…

Statistical Mechanics · Physics 2020-11-04 Paul C Bressloff

We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…

Statistical Mechanics · Physics 2023-05-03 Tapas Singha

The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on L\'evy driven Ornstein-Uhlenbeck (OU) type processes. Discrete superpositions of these processes can be…

Probability · Mathematics 2016-10-12 Danijel Grahovac , Nikolai N. Leonenko , Alla Sikorskii , Irena Tešnjak