Related papers: Optimal diffusive search: nonequilibrium resetting…
In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…
Optimal random foraging strategy has gained increasing concentrations. It is shown that L\'evy flight is more efficient compared with the Brownian motion when the targets are sparse. However, standard L\'evy flight generally cannot be…
Langevin Dynamics has been extensively employed in global non-convex optimization due to the concentration of its stationary distribution around the global minimum of the potential function at low temperatures. In this paper, we propose to…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
Diffusion on complex networks is often modeled as a stochastic process. Yet, recent work on strategic diffusion emphasizes the decision power of agents and treats diffusion as a strategic problem. Here we study the computational aspects of…
How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest, and has stimulated a lot of activities in dynamical and stochastic systems…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
We study independent searchers competing for a target under restarts and find that introduction of restarts tends to enhance the search efficiency of an already efficient searcher. As a result, the difference between the search…
In the case of quantum systems interacting with multiple environments, the time-evolution of the reduced density matrix is described by the Liouvillian. For a variety of physical observables, the long-time limit or steady state solution is…
We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…
The paper studies a class of multidimensional optimal stopping problems with infinite horizon for linear switching diffusions. There are two main novelties in the optimal problems considered: the underlying stochastic process has…
Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…
We study the relaxation of a diffusive particle confined in an arbitrary external potential and subject to a non-Markovian resetting protocol. With a constant rate $r$, a previous time $\tau$ between the initial time and the present time…
Most biochemical reactions in living cells rely on diffusive search for target molecules or regions in a heterogeneous overcrowded cytoplasmic medium. Rapid re-arrangements of the medium constantly change the effective diffusivity felt…
The theory of stochastic resetting asserts that restarting a search process at certain times may accelerate the finding of a target. In the case of a classical diffusing particle trapped in a potential well, stochastic resetting may…
The canonical Evans--Majumdar model for diffusion with stochastic resetting to the origin assumes that resetting takes zero time: upon resetting the diffusing particle is teleported back to the origin to start its motion anew. However, in…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…