Multivariate Ornstein-Uhlenbeck processes with mean-field dependent coefficients: Application to postural sway

T. D. Frank*, A. Daffertshofer, P. J. Beek

*Corresponding author for this work

    Research output: Contribution to JournalArticleAcademicpeer-review

    185 Downloads (Pure)

    Abstract

    We study the transient and stationary behavior of many-particle systems in terms of multivariate OrnsteinUhlenbeck processes with friction and diffusion coefficients that depend nonlinearly on process mean fields. Mean-field approximations of this kind of system are derived in terms of Fokker-Planck equations. In such systems, multiple stationary solutions as well as bifurcations of stationary solutions may occur. In addition, strictly monotonically decreasing steady-state autocorrelation functions that decay faster than exponential functions are found, which are used to describe the erratic motion of the center of pressure during quiet standing.

    Original languageEnglish
    Article number011905
    Pages (from-to)1-16
    Number of pages16
    JournalPhysical Review E
    Volume63
    Issue number1
    Early online date21 Dec 2000
    DOIs
    Publication statusPublished - Jan 2001

    Fingerprint

    Dive into the research topics of 'Multivariate Ornstein-Uhlenbeck processes with mean-field dependent coefficients: Application to postural sway'. Together they form a unique fingerprint.

    Cite this