Ornstein-Uhlenbeck Process on Three-Dimensional Comb under Stochastic Resetting

被引:3
作者
Trajanovski, Pece [1 ]
Jolakoski, Petar [1 ,2 ]
Kocarev, Ljupco [1 ,3 ]
Sandev, Trifce [1 ,4 ,5 ]
机构
[1] Macedonian Acad Sci & Arts, Res Ctr Comp Sci & Informat Technol, Bul Krste Misirkov 2, Skopje 1000, North Macedonia
[2] Brainster Next Coll, Vasil Gjorgov 19, Skopje 1000, North Macedonia
[3] Ss Cyril & Methodius Univ, Fac Comp Sci & Engn, POB 393, Skopje 1000, North Macedonia
[4] Univ Potsdam, Inst Phys & Astron, D-14776 Potsdam, Germany
[5] Ss Cyril & Methodius Univ, Inst Phys, Fac Nat Sci & Math, Arhimedova 3, Skopje 1000, North Macedonia
关键词
Ornstein-Uhlenbeck process; comb structure; stochastic resetting; ANOMALOUS DIFFUSION; TRANSPORT; MODELS;
D O I
10.3390/math11163576
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The Ornstein-Uhlenbeck (O-U) process with resetting is considered as the anomalous transport taking place on a three-dimensional comb. The three-dimensional comb is a comb inside a comb structure, consisting of backbones and fingers in the following geometrical correspondence x-backbone?y-fingers-backbone ?z-fingers. Realisation of the O-U process on the three-dimensional comb leads to anomalous (non-Markovian) diffusion. This specific anomalous transport in the presence of resets results in non-equilibrium stationary states. Explicit analytical expressions for the mean values and the mean squared displacements along all three directions of the comb are obtained and verified numerically. The marginal probability density functions for each direction are obtained numerically by Monte Carlo simulation of a random transport described by a system of coupled Langevin equations for the comb geometry.
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页数:28
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