English
Related papers

Related papers: Diffusion under time-dependent resetting

200 papers

We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…

Statistical Mechanics · Physics 2024-01-18 Mathis Gueneau , Satya N. Majumdar , Gregory Schehr

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…

Statistical Mechanics · Physics 2011-04-05 Annalisa Molini , Peter Talkner , Gabriel G. Katul , Amilcare Porporato

We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…

Statistical Mechanics · Physics 2025-09-16 Johannes Aspman , Daniel Mastropietro , Jakub Marecek

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

We study the extreme value statistics of first-passage trajectories generating from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate $r$. Each stochastic trajectory starts…

Statistical Mechanics · Physics 2025-06-18 Wusong Guo , Hao Yan , Hanshuang Chen

Stochastic systems that undergo random restarts to their initial state have been widely investigated in recent years, both theoretically and in experiments. Oftentimes, however, resetting to a fixed state is impossible due to thermal noise…

Statistical Mechanics · Physics 2023-05-17 Francesco Mori , Kristian Stølevik Olsen , Supriya Krishnamurthy

An encounter-based approach consists in using the boundary local time as a proxy for the number of encounters between a diffusing particle and a target to implement various surface reaction mechanisms on that target. In this paper, we…

Statistical Mechanics · Physics 2023-10-03 Ziyad Benkhadaj , Denis S. Grebenkov

In this paper we consider a threshold surface absorption mechanism for a particle diffusing in a domain containing a single target $\calU $. The target boundary $\partial \calU$ is taken to be a reactive surface that modifies an internal…

Statistical Mechanics · Physics 2022-04-12 Paul C. Bressloff

We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…

Optimization and Control · Mathematics 2017-07-07 Erhan Bayraktar , Christopher W. Miller

We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…

Soft Condensed Matter · Physics 2017-04-06 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

In this paper we analyze the effects of stochastic resetting on an encounter-based model of an unbiased run-and-tumble particle (RTP) confined to the half-line $[0,\infty)$ with a partially absorbing wall at $x=0$. The RTP tumbles at a…

Statistical Mechanics · Physics 2025-03-04 Paul C Bressloff

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

Statistical Mechanics · Physics 2021-06-01 Ofek Lauber Bonomo , Arnab Pal

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…

Statistical Mechanics · Physics 2009-11-11 Bernardo Spagnolo , Alexander Dubkov

We present mathematically rigorous expressions for the residence-time and first-passage-time distributions of a periodically forced Brownian particle in a bistable potential. For a broad range of forcing frequencies and amplitudes, the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Nils Berglund , Barbara Gentz

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

Statistical Mechanics · Physics 2024-01-26 Feng Huang , Hanshuang Chen

We explore the effect of stochastic resetting on the first-passage properties of Feller process. The Feller process can be envisioned as space-dependent diffusion, with diffusion coefficient $D(x)=x$, in a potential…

Statistical Mechanics · Physics 2022-09-27 Somrita Ray

We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk (CTRW) scheme and independent resetting events generated uniformly in time according…

Statistical Mechanics · Physics 2019-05-22 Łukasz Kuśmierz , Ewa Gudowska-Nowak
‹ Prev 1 4 5 6 7 8 10 Next ›