Stationary fluctuations of run-and-tumble particles
Frank Redig, Hidde van Wiechen

TL;DR
This paper analyzes the stationary fluctuations of run-and-tumble particles, demonstrating convergence to Ornstein-Uhlenbeck processes and deriving covariance and large deviation properties, including effects of interactions and memory.
Contribution
It introduces a rigorous analysis of stationary fluctuations for both independent and interacting run-and-tumble particles, including non-Markovian effects and large deviation rate functions.
Findings
Joint densities converge to an infinite-dimensional Ornstein-Uhlenbeck process.
Total density fluctuations form a non-Markovian Gaussian process with explicit covariance.
Large deviation rate functions include memory effects in small noise limits.
Abstract
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an interacting case, where the particles are subjected to exclusion. We then study the fluctuations of the total density, which is a non-Markovian Gaussian process, and obtain its covariance in closed form. By considering small noise limits of this non-Markovian Gaussian process, we obtain in a concrete example a large deviation rate function containing memory terms.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Theoretical and Computational Physics · Complex Network Analysis Techniques
