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In this paper we study the linear and nonlinear Schr\"odinger equations associated with the Ornstein-Uhlenbeck (OU) operator endowed with the Gaussian measure. While classical Strichartz estimates are well-developed for the free…

Functional Analysis · Mathematics 2025-07-08 Aparajita Dasgupta , Uttam Kumar Dolai , Cheng Luo , Manli Song

First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which is absorbing while the other one could be either reflecting…

Optimization and Control · Mathematics 2017-03-28 Khem Raj Ghusinga , Vaibhav Srivastava , Abhyudai Singh

The effects of Poissonian resetting at a constant rate $r$ on the reaction time between a Brownian particle and a stochastically gated target are studied. The target switches between a reactive state and a non-reactive one. We calculate the…

Statistical Mechanics · Physics 2021-10-11 Gabriel Mercado-Vásquez , Denis Boyer

We study a system of active particles with soft repulsive interactions that lead to an active cluster-crystal phase in two dimensions. We use two different modelizations of the active force - Active Brownian particles (ABP) and…

Many physical and biological systems rely on the progression of material through multiple independent stages. In viral replication, for example, virions enter a cell to undergo a complex process comprising several disparate stages before…

Molecular Networks · Quantitative Biology 2024-04-03 Alexander P Browning , Adrianne L Jenner , Ruth E Baker , Philip K Maini

We study the stochastic dynamics of a symmetric self-chemotactic particle and determine the long-time behavior of its mean squared displacement (MSD). The attractive or repulsive interaction of the particle with the chemical field that it…

Statistical Mechanics · Physics 2025-08-29 Jacopo Romano , Andrea Gambassi

Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also…

Probability · Mathematics 2019-06-14 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…

Statistical Mechanics · Physics 2022-07-13 Paul C Bressloff

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

The survival probability for a periodic non-autonomous Ornstein-Uhlenbeck process is calculated analytically using two different methods. The first uses an asymptotic approach. We treat the associated Kolmogorov Backward Equation with an…

Statistical Mechanics · Physics 2025-01-20 L. T. Giorgini , W. Moon , J. S. Wettlaufer

We examine the behavior of a colloidal particle immersed in a viscoelastic bath undergoing stochastic resetting at a rate $r$. Microscopic probes suspended in viscoelastic environment do not follow the classical theory of Brownian motion.…

Statistical Mechanics · Physics 2024-12-13 Arup Biswas , Johan L. A. Dubbeldam , Trifce Sandev , Arnab Pal

We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…

Statistical Mechanics · Physics 2025-09-16 Johannes Aspman , Daniel Mastropietro , Jakub Marecek

Mean-field theory is an approximation replacing an extended system by a few variables. For depinning of elastic manifolds, these are the position of its center of mass $u$, and the statistics of the forces $F(u)$. There are two proposals to…

Statistical Mechanics · Physics 2022-01-19 Cathelijne ter Burg , Kay Joerg Wiese

In this work, we report a new method to simulate active Brownian particles (ABPs) in molecular dynamics (MD) simulations. Immersed in a fluid, each ABP consists of a head particle and a spherical phantom region of fluid where the flagellum…

Soft Condensed Matter · Physics 2019-02-15 Liya Wang , Xinpeng Xu , Zhigang Li , Tiezheng Qian

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar

In this paper, we introduce a new stochastic process of $N$ interacting particles on the line that evolve via Dyson Brownian motion (DBM) with Dyson's index $\beta > 0$ and undergo simultaneous resetting to their initial positions at a…

Statistical Mechanics · Physics 2025-07-03 Marco Biroli , Satya N. Majumdar , Gregory Schehr

During the last decades active particles have attracted an incipient attention as they have been observed in a broad class of scenarios, ranging from bacterial suspension in living systems to artificial swimmers in nonequilibirum systems.…

Statistical Mechanics · Physics 2023-12-19 Antonio A. Valido , Mattia Coccolo , Miguel A. F. Sanjuán

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

The collective motion of self-driven agents is a phenomenon of great interest in interacting particle systems. In this paper, we develop and analyze a model of agent motion in one dimension with periodic boundaries using a stochastic…

Dynamical Systems · Mathematics 2023-03-28 Matthias Ehrhardt , Thomas Kruse , Antoine Tordeux