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We explore the self-propulsion of an active Ornstein-Uhlenbeck particle with a non-linear velocity dependent friction. Using analytical approach and numerical simulation, we have exactly investigated the dynamical behaviour of the particle…
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…
In turbulent Rayleigh-B\'enard convection one seeks the relationship between the heat transport, captured by the Nusselt number, and the temperature drop across the convecting layer, captured by Rayleigh number. In experiments, one measures…
A position-dependent stochastic diffusion model of gating in ion channels is developed by considering the spatial variation of the diffusion coefficient between the closed and open states. It is assumed that a sensor which regulates the…
We study the dynamical properties of an active particle subject to a swimming speed explicitly depending on the particle position. The oscillating spatial profile of the swim velocity considered in this paper takes inspiration from…
A single-column model is used to investigate regime transitions within the stable atmospheric boundary layer, focusing on the role of small-scale fluctuations in wind and temperature dynamics and of turbulence intermittency as triggers for…
We derive the macroscopic laws that govern the evolution of the density of particles in the exclusion process on the Sierpinski gasket in the presence of a variable speed boundary. We obtain, at the hydrodynamics level, the heat equation…
In this paper, connections between surface roughness and directed polymers in random medium are studied, when the surface is considered as a directed line undergoing stochastic oscillations. This is performed by studying the influence of a…
Direct numerical simulations are conducted to study the receptivity and transition mechanisms in a solitary wave boundary layer developing over randomly organized wave-like bottom topography. The boundary layer flow shows a selective…
We present a stochastic differential equation model of suicidal progression in U.S. veterans, simulating transitions across mental health states under dynamic stress and covariate influence. Transition rates are modulated by an…
Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…
This article is concerned with the time evolution of the oblique laminar-turbulent bands of transitional plane Couette flow under the influence of turbulent noise. Our study is focused on the amplitude of modulation of turbulence. In order…
Latitudinal variations in turbulent heat flux play a key role in the thermal and magnetic evolution of rapidly rotating planets and stars. Although global spherical-shell simulations have documented such variations, explicit…
The fluid-structure interaction between a thin circular disk and its turbulent wake is investigated experimentally and described with a low-order stochastic model. The disk faces a uniform flow at Reynolds number Re=133 000 and can rotate…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
Driven non-equilibrium lattice models have wide-ranging applications in contexts such as mass transport, traffic flow, and transport in biological systems. In this work, we investigate the steady-state properties of a one-dimensional…
Active Matter models commonly consider particles with overdamped dynamics subject to a force (speed) with constant modulus and random direction. Some models include also random noise in particle displacement (Wiener process) resulting in a…
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…
In this paper, we derive closed-form expressions for significant statistical properties of the link signal-to-noise ratio (SNR) and the separation distance in mobile ad hoc networks subject to Ornstein-Uhlenbeck (OU) mobility and Rayleigh…
Moving average processes driven by exponential-tailed L\'evy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexible dependence structures, and sample paths with jumps.…