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We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…

Probability · Mathematics 2026-02-10 Mario Abundo

We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…

Probability · Mathematics 2007-06-20 Antonio Di Crescenzo , Elvira Di Nardo , Luigi M. Ricciardi

This paper explores the reconstruction of drift or diffusion coefficients of a scalar stochastic diffusion processes as it starts from an initial value and reaches, for the first time, a threshold value. We show that the distribution…

Statistical Mechanics · Physics 2009-11-10 Guillaume Bal , Tom Chou

We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

Statistical Mechanics · Physics 2020-12-23 Somrita Ray

In the random acceleration process, a point particle is accelerated according to $\ddot{x}=\eta(t)$, where the right hand side represents Gaussian white noise with zero mean. We begin with the case of a particle with initial position $x_0$…

Statistical Mechanics · Physics 2016-03-25 Theodore W. Burkhardt

In this paper we develop the theory of drift-diffusion on a semi-infinite Cayley tree with stochastic resetting. In the case of a homogeneous tree with a closed terminal node and no resetting, it is known that the system undergoes a…

Statistical Mechanics · Physics 2021-07-07 Paul C Bressloff

We address some inverse problems for the first-passage place and the first-passage time of a one-dimensional diffusion process $\mathcal X(t)$ with stochastic resetting, starting from an initial position $\mathcal X(0)= \eta ;$ this type of…

Probability · Mathematics 2024-10-23 Mario Abundo

In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a…

Probability · Mathematics 2021-09-09 Jason M. Flynn , Sergei S. Pilyugin

Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…

Statistical Mechanics · Physics 2026-05-12 Pedro Julián-Salgado , Pavel Castro-Villarreal , Leonardo Dagdug , Denis Boyer

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

We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…

Neurons and Cognition · Quantitative Biology 2016-01-26 Vaibhav Srivastava , Philip Holmes , Patrick Simen

We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…

Statistical Mechanics · Physics 2021-06-22 B. De Bruyne , J. Randon-Furling , S. Redner

We study how stochastic resetting affects first-passage processes in systems of many interacting particles. While resetting is well understood for single-particle dynamics, its consequences for collective behavior remain less clear. We…

Statistical Mechanics · Physics 2026-04-28 Juhee Lee , Seong-Gyu Yang , Ludvig Lizana

We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…

Statistical Mechanics · Physics 2025-07-31 Ivan N. Burenev , Satya N. Majumdar

First passage in a stochastic process may be influenced by the presence of an external confining potential, as well as "stochastic resetting" in which the process is repeatedly reset back to its initial position. Here we study the interplay…

Soft Condensed Matter · Physics 2020-10-06 Saeed Ahmad , Indrani Nayak , Ajay Bansal , Amitabha Nandi , Dibyendu Das

We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

We theoretically and numerically investigate the instabilities driven by diffusiophoretic flow, caused by a solutal concentration gradient along a reacting surface. The important control parameter is the Peclet number Pe, which quantifies…

Fluid Dynamics · Physics 2021-06-09 Yibo Chen , Kai Leong Chong , Luoqin Liu , Roberto Verzicco , Detlef Lohse

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

Recently noticed ability of restart to reduce the expected completion time of first-passage processes allows appealing opportunities for performance improvement in a variety of settings. However, complex stochastic processes often exhibit…

Statistical Mechanics · Physics 2018-02-27 Sergey Belan

In a theoretical analysis, we generalise well known asymptotic results to obtain expressions for the rate of transfer of material from the surface of an arbitrary, rigid particle suspended in an open pathline flow at large P\'eclet number,…

Fluid Dynamics · Physics 2021-07-01 John M. Lawson