相关论文: Non-spectral relaxation in one dimensional Ornstei…
We study the active work fluctuations of an active Ornstein-Uhlenbeck particle in the presence of a confining harmonic potential. We tackle the problem analytically both for stationary and generic uncorrelated initial states. Our results…
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…
We want to understand how relaxation process from an initial non-generic state proceeds towards a long-time typical state reached under unitary quantum evolution. One would expect that after some initial correlation time relaxation will be…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
We present a theoretical framework that enables investigating rare transitions in a general model of an active particle in an external potential, with the thermal Active Ornstein-Uhlenbeck Particle (AOUP) appearing as a special case. Using…
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…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
In the present paper we study the asymptotic behavior of the auto-covariance function for Ornstein-Uhlenbeck (OU) processes driven by Gaussian noises with stationary and non-stationary increments and for Hermite OU processes. Our results…
We discuss the quantum dynamics of the Pais-Uhlenbeck oscillator. The Lagrangian of this higher-derivative model depends on two frequencies. When the frequencies are different, the free PU oscillator has a pure point spectrum that is dense…
We discuss the decay rates of chaotic quantum systems coupled to noise. We model both the Hamiltonian and the system-noise coupling by random $N \times N$ Hermitian matrices, and study the spectral properties of the resulting Lindblad…
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential…
We prove that the equilibrium fluctuations of the symmetric simple exclusion process in contact with slow boundaries is given by an Ornstein-Uhlenbeck process with Dirichlet, Robin or Neumann boundary conditions depending on the range of…
The equilibrium properties of an open harmonic oscillator are considered in three steps: First the creation and destruction operators are generalized for open dynamics and the creation operator is used to construct coherent states. The…
The cooperation between non-Hermiticity and interaction brings about a lot of counterintuitive behaviors, which are impossible to exist in the framework of the Hermitian system. We study the effect of a non-Hermitian impurity on the Hubbard…
This paper consider the LAN property for the mixed O-U process under high-frequency observation when H>3/4. As considered in mixed fractional Brownian motion, we will also use the projection step to get the non-diagonal rate matrix.
Relaxation in open quantum systems is fundamental to quantum science and technologies. Yet, the influence of the initial state on relaxation remains a central, largely unanswered question. Here, by systematically characterizing the…
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…
After a short review of recent progresses in 2D Euler equations with random initial conditions and noise, some of the recent results are improved by exploiting a priori estimates on the associated infinite dimensional Fokker-Planck…
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.…
The power spectral density (PSD) is a central frequency-domain descriptor of stochastic processes. While PSDs have been studied for Brownian motion and a few anomalous diffusion processes, the spectral densities of active nonequilibrium…