Spherical Ornstein-Uhlenbeck processes (Q650197): Difference between revisions

The authors consider the random motion of a point on the surface of a sphere, in two and three dimensions, assuming the angular velocity is determined by an Ornstein-Uhlenbeck process. The study is motivated by recent works characterizing the orientation of particles transported by a turbulent flow. In two dimensions, the authors provide an exact analytic expression for the correlation function \(\langle \mathbf{n} (t), \mathbf{n} (0)\rangle\), where \(\mathbf{n} (t)\) denotes the unit vector indicating the point on the sphere. The result relies on knowledge of eigenvalues and eigenfunctions of the Fokker-Planck equation describing the probability density of the angular velocity and angle variables. The random motion is characterized by a dimensionless parameter which measures the typical angular distance through which the point has turned in the time-scale for relaxation of fluctuations of the angular velocity, which the authors call persistence angle. In three dimensions, the model cannot be solved exactly, and asymptotic forms for the correlation function in the limit of very small and very large persistence angle are given.