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We study the dynamics of an inertial active Ornstein-Uhnlenbeck particle self-propelling in a confined harmonic well. The transport behaviour of the particle is investigated by analyzing the particle trajectories, steady state correlations,…

统计力学 · 物理学 2023-06-28 N Arsha , K P Jepsin , M Sahoo

We consider the steady-state behavior of pairs of active particles having different persistence times and diffusivities. To this purpose we employ the active Ornstein-Uhlenbeck model, where the particles are driven by colored noises with…

软凝聚态物质 · 物理学 2018-01-17 René Wittmann , Joseph M. Brader , Abhinav Sharma , Umberto Marini Bettolo Marconi

Time-reversal symmetry breaking and entropy production are universal features of nonequilibrium phenomena. Despite its importance in the physics of active and living systems, the entropy production of systems with many degrees of freedom…

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

统计力学 · 物理学 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the prices are driven by a Geometric…

计算金融 · 定量金融 2009-11-13 Giacomo Bormetti , Valentina Cazzola , Guido Montagna , Oreste Nicrosini

We consider a model of self-propelled dynamics for athermal active particles, where the non-equilibrium active forces are modelled by a Ornstein-Uhlenbeck process. In the limit of no-driving force, the model reduces to the passive, Brownian…

软凝聚态物质 · 物理学 2017-05-05 Niamh Dougan , Peter Crowther , Francesco Turci , C. Patrick Royall

We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete…

chao-dyn · 物理学 2015-06-24 Piotr Garbaczewski , Robert Olkiewicz

We present a method for the evaluation of time-dependent linear response functions for systems of active Ornstein-Uhlenbeck particles from unperturbed simulations. The method is inspired by the Malliavin weights sampling method proposed by…

软凝聚态物质 · 物理学 2017-05-24 Grzegorz Szamel

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…

概率论 · 数学 2021-10-05 Laurent Chevillard , Marc Lagoin , Stephane G. Roux

Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian…

统计力学 · 物理学 2009-03-04 Alexander Gluck , Helmuth Huffel , Sasa Ilijic

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

统计力学 · 物理学 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

Active matter, comprising many active agents interacting and moving in fluids or more complex environments, is a commonly occurring state of matter in biological and physical systems. By its very nature active matter systems exist in…

软凝聚态物质 · 物理学 2021-02-08 Pierre Gaspard , Raymond Kapral

Dynamics of systems of structured particles consisting of potentially interacting material points is considered in the framework of classical mechanics. Equations of interaction and motion of structured particles have been derived. The…

综合物理 · 物理学 2012-05-14 V. M. Somsikov

Active matter physics has been developed with various types of self-propelled particles, including those with polar and bipolar motility and beyond. However, the bipolar motions experimentally realized so far have been either random along…

软凝聚态物质 · 物理学 2022-07-28 Airi N. Kato , Kazumasa A. Takeuchi , Masaki Sano

The interest in active matter stimulates the need to generalize thermodynamic description and relations to active matter systems, which are intrinsically out of equilibrium. One important example is the Jarzynski relation, which links the…

统计力学 · 物理学 2023-05-31 Grzegorz Szamel

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…

统计力学 · 物理学 2024-05-16 Luca Cocconi , Henry Alston , Jacopo Romano , Thibault Bertrand

We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

统计力学 · 物理学 2020-07-21 Juan Ruben Gomez-Solano , Francisco J. Sevilla

We study a self-propelled particle moving in a solvent with the active Ornstein Uhlenbeck dynamics in the underdamped regime to evaluate the influence of the inertia. We focus on the properties of potential-free and harmonically confined…

统计力学 · 物理学 2021-02-03 Lorenzo Caprini , Umberto Marini Bettolo Marconi

We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.

概率论 · 数学 2012-12-13 Bernard Bercu , Frederic Proia , Nicolas Savy

We study the glassy dynamics taking place in dense assemblies of athermal active particles that are driven solely by a nonequilibrium self-propulsion mechanism. Active forces are modeled as an Ornstein-Uhlenbeck stochastic process,…

软凝聚态物质 · 物理学 2016-09-28 Elijah Flenner , Grzegorz Szamel , Ludovic Berthier