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

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Abstract
We study the transient and stationary behavior of many-particle systems in terms of multivariate Ornstein-Uhlenbeck 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.