Ornstein–Uhlenbeck Process on Three-Dimensional Comb under Stochastic Resetting
Abstract
:1. Introduction
2. O-U Processes on Three-Dimensional Comb
2.1. Fokker–Planck Equations for the Marginal PDFs
2.2. First Moment and MSD
3. Global Resetting
3.1. Fokker–Planck Equation for the Marginal PDF
3.2. First Moment and MSD
3.3. Numerical Simulations: Coupled Langevin Equations
4. Resetting to the Backbone
4.1. Fokker–Planck Equation for the Marginal PDF
4.2. First Moment and MSD
4.3. Numerical Simulations: Coupled Langevin Equations
5. Resetting to the Main Fingers
5.1. Fokker–Planck Equation for the Marginal PDF
5.2. First Moment and MSD
5.3. Numerical Simulations: Coupled Langevin Equations
6. Discussion
7. Summary
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
Abbreviations
O-U | Ornstein–Uhlenbeck |
BM | Brownian motion |
Probability density function | |
MSD | Mean squared displacement |
M-L | Mittag–Leffler |
NESS | Non-equilibrium stationary state |
Appendix A. Fractional Calculus and Related Mittag–Leffler Functions
Appendix B. Solving the Corresponding Equations
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Trajanovski, P.; Jolakoski, P.; Kocarev, L.; Sandev, T. Ornstein–Uhlenbeck Process on Three-Dimensional Comb under Stochastic Resetting. Mathematics 2023, 11, 3576. https://doi.org/10.3390/math11163576
Trajanovski P, Jolakoski P, Kocarev L, Sandev T. Ornstein–Uhlenbeck Process on Three-Dimensional Comb under Stochastic Resetting. Mathematics. 2023; 11(16):3576. https://doi.org/10.3390/math11163576
Chicago/Turabian StyleTrajanovski, Pece, Petar Jolakoski, Ljupco Kocarev, and Trifce Sandev. 2023. "Ornstein–Uhlenbeck Process on Three-Dimensional Comb under Stochastic Resetting" Mathematics 11, no. 16: 3576. https://doi.org/10.3390/math11163576
APA StyleTrajanovski, P., Jolakoski, P., Kocarev, L., & Sandev, T. (2023). Ornstein–Uhlenbeck Process on Three-Dimensional Comb under Stochastic Resetting. Mathematics, 11(16), 3576. https://doi.org/10.3390/math11163576