English
Related papers

Related papers: Optimal potentials for diffusive search strategies

200 papers

We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Alexei T. Skvortsov

Efficient search acts as a strong selective force in biological systems ranging from cellular populations to predator-prey systems. The search processes commonly involve finding a stationary or mobile target within a heterogeneously…

Biological Physics · Physics 2018-01-03 Youness Azimzade , Alireza Mashaghi

The most commonly accepted model for investors' preferences is expected utility theory. More recently, other theories have emerged and pose new challenges to mathematics. The present paper treats preferences of cumulative prospect theory…

Portfolio Management · Quantitative Finance 2016-08-07 Miklós Rásonyi , José Gregorio Rodríguez-Villarreal

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We propose a generalization of the stochastic resetting mechanism for a Brownian particle diffusing in a one-dimensional periodic potential: randomly in time, the particle gets reset at the bottom of the potential well it was in. Numerical…

Statistical Mechanics · Physics 2025-08-18 Pulak K. Ghosh , Shubhadip Nayak , Jianli Liu , Yunyun Li , Fabio Marchesoni

The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…

Statistical Mechanics · Physics 2024-05-08 Denis Boyer , Satya N. Majumdar

Several computer vision and artificial intelligence projects are nowadays exploiting the manifold data distribution using, e.g., the diffusion process. This approach has produced dramatic improvements on the final performance thanks to the…

Computer Vision and Pattern Recognition · Computer Science 2019-08-20 Federico Magliani , Laura Sani , Stefano Cagnoni , Andrea Prati

In the post-AlphaGo era, there has been a renewed interest in search techniques such as Monte Carlo Tree Search (MCTS), particularly in their application to Large Language Models (LLMs). This renewed attention is driven by the recognition…

Machine Learning · Computer Science 2025-02-28 Jiacheng Ye , Zhenyu Wu , Jiahui Gao , Zhiyong Wu , Xin Jiang , Zhenguo Li , Lingpeng Kong

We study discrete random walks on the NFSFT and provide new methods to calculate the analytic solutions of the MFPT for any pair of nodes, the MTT for any target node and MDT for any source node. Further more, using the MTT and the MDT as…

Statistical Mechanics · Physics 2015-09-18 Junhao Peng , Guoai Xu

The time-optimal technique of spatial localization of the random pulsed-point source that has the uniform distribution density on search interval and indicating itself by generation of the instant impulses (delta functions) at random time…

Signal Processing · Electrical Eng. & Systems 2017-11-07 Aleksander Reznik , Aleksander Soloview , Andrey Torgov

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…

Artificial Intelligence · Computer Science 2024-10-02 Juliette Achddou , Olivier Cappe , Aurélien Garivier

We revisit the problem of searching for a target at an unknown location on a line when given upper and lower bounds on the distance D that separates the initial position of the searcher from the target. Prior to this work, only asymptotic…

Data Structures and Algorithms · Computer Science 2013-10-04 Prosenjit Bose , Jean-Lou De Carufel , Stephane Durocher

Consider a population of $N$ individuals, each having $d\geq 1$ different traits, and an additive measure, called dispersion, which rewards large pairwise separations between traits. The goal is to select $M\leq N$ individuals such that…

Statistical Mechanics · Physics 2026-05-01 Fabio Deelan Cunden , Noemi Cuppone , Giovanni Gramegna , Pierpaolo Vivo

Searching for objects amongst clutter is a key ability of visual systems. Speed and accuracy are often crucial: how can the visual system trade off these competing quantities for optimal performance in different tasks? How does the…

Neurons and Cognition · Quantitative Biology 2014-11-06 Bo Chen , Pietro Perona

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

Statistical Mechanics · Physics 2023-11-08 Karol Capała , Bartłomiej Dybiec

First hitting times (FHTs) describe the time it takes a random "searcher" to find a "target" and are used to study timescales in many applications. FHTs have been well-studied for diffusive search, especially for small targets, which is…

Statistical Mechanics · Physics 2023-07-13 Daniel Gomez , Sean D Lawley

The strategy of stochastic resetting is known to expedite the first passage to a target, in diffusive systems. Consequently, the mean first passage time is minimized at an optimal resetting parameter. With Poisson resetting, vanishing…

Soft Condensed Matter · Physics 2023-03-08 Saeed Ahmad , Dibyendu Das

We consider $N$ Brownian motions diffusing independently on a line, starting at $x_0>0$, in the presence of an absorbing target at the origin. The walkers undergo stochastic resetting under two protocols: (A) each walker resets…

Statistical Mechanics · Physics 2023-11-22 Marco Biroli , Satya N. Majumdar , Gregory Schehr

We look into the problem of stochastic resetting with refractory periods. The model dynamics comprises diffusive and motionless phases. The diffusive phase ends at random time instants, at which the system is reset to a given position --…

Statistical Mechanics · Physics 2024-03-26 Gregorio García-Valladares , Deepak Gupta , Antonio Prados , Carlos A. Plata