Fig 2. Numerical example of the OU process.
(A) Numerical simulations of the OU process with parameters β∞ = 0.7, μ∞ = 1, σ0 = 0.1. We used three random initial conditions from a distribution with μ0 = x0 = 1.2, 0.6, 0.1 and β0 = 0.7, 0.5, 0.45. (B) Effective forces (μ*, β*) following dynamics in Eqs 31 and 32 corresponding to the same set of initial conditions as in panel A. (C) Histograms of x(t) at times t = 0.3, 1, 2, 5 (initial condition β0 = 0.45, μ0 = 0.1, σ0 = 0.1 as in panel A) from the simulated data and approximated distributions in Eq 16 for the effective forces. The time points correspond to the diamonds of matching color in the panels A-B. Code in S1 Code.
