English

Optimal Resetting Brownian Bridges

Statistical Mechanics 2022-05-23 v2 Probability

Abstract

We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time tft_f is finite and the searcher returns to its starting point at tft_f. This is simply a Brownian motion with a Poissonian resetting rate rr to the origin which is constrained to start and end at the origin at time tft_f. 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 μ~(x,t)\tilde \mu({\bf x},t) and resetting rate r~(x,t)\tilde r({\bf x}, t). 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 rr^* 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

R2 v1 2026-06-24T08:41:46.394Z