jQuery add class .active on menu

I've got a problem.

I want to add the class "active" on item menu when the relative page is on.

the menu is very simple:

<div class="menu">

<ul>
<li><a href="~/link1/">LINK 1</a>
<li><a href="~/link2/">LINK 2</a>
<li><a href="~/link3/">LINK 3</a>
</ul>

</div>

In jQuery I need to check if the url is www.xyz.com/other/link1/

if it's this one I would like to add a class one the 'a' element of link1.

I'm trying many solutions but nothing work.