Optimal Resetting Brownian Bridges
Abstract
We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time is finite and the searcher returns to its starting point at . This is simply a Brownian motion with a Poissonian resetting rate to the origin which is constrained to start and end at the origin at time . We first provide a rejection-free algorithm to generate such resetting bridges in all dimensions by deriving an effective Langevin equation with an explicit space-time dependent drift and resetting rate . We also study the efficiency of the search process in one-dimension by computing exactly various observables such as the mean-square displacement, the hitting probability of a fixed target and the expected maximum. Surprisingly, we find that there exists an optimal resetting rate that maximizes the search efficiency, even in the presence of a bridge constraint. We show however that the physical mechanism responsible for this optimal resetting rate for bridges is entirely different from resetting Brownian motions without the bridge constraint.
Keywords
Cite
@article{arxiv.2201.01994,
title = {Optimal Resetting Brownian Bridges},
author = {Benjamin De Bruyne and Satya N. Majumdar and Gregory Schehr},
journal= {arXiv preprint arXiv:2201.01994},
year = {2022}
}
Comments
Main text: 6 pages + 3 figs, Supp. Mat.: 9 pages + 3 figs