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Related papers: Scaled Brownian motion with renewal resetting

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We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…

Statistical Mechanics · Physics 2019-07-17 Tomoshige Miyaguchi , Takashi Uneyama , Takuma Akimoto

We study the effects of stochastic resetting on the Reallocating geometric Brownian motion (RGBM), an established model for resource redistribution relevant to systems such as population dynamics, evolutionary processes, economic activity,…

Statistical Mechanics · Physics 2024-11-20 Petar Jolakoski , Pece Trajanovski , Arnab Pal , Viktor Stojkoski , Ljupco Kocarev , Trifce Sandev

Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…

Probability · Mathematics 2012-04-24 Mihai Gradinaru , Yoann Offret

A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of…

Statistical Mechanics · Physics 2019-09-04 Vittoria Sposini , Ralf Metzler , Gleb Oshanin

We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…

Statistical Mechanics · Physics 2022-03-30 Pascal Grange

We map the problem of diffusion in the quenched trap model onto a new stochastic process: Brownian motion which is terminated at the coverage "time" ${\cal S}_\alpha=\sum_{x=-\infty} ^\infty (n_x)^\alpha$ with $n_x$ being the number of…

Statistical Mechanics · Physics 2015-06-05 Stas Burov , Eli Barkai

We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics. Resetting is a sudden interruption of a process, which consecutively…

Risk Management · Quantitative Finance 2021-08-24 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos

In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…

Probability · Mathematics 2025-09-23 Fausto Colantoni , Mirko D'Ovidio , Gianni Pagnini

We study the diffusion on an annealed disordered lattice with a local dynamical reorganization of bonds. We show that the typical rearrangement time depends on the renewal rate like $t_r \sim \tau^{\alpha}$ with $\alpha \neq 1$. This…

Statistical Mechanics · Physics 2007-05-23 Radim Vocka

We analytically investigate the dynamic behavior of an an-isotropic active Brownian particle under various stochastic resetting protocols in two dimensions. The motion of shape-asymmetric active Brownian particles in two dimensions leads to…

Statistical Mechanics · Physics 2025-11-26 Anirban Ghosh , Sudipta Mandal , Subhasish Chaki

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects…

Statistical Mechanics · Physics 2019-10-16 Urna Basu , Anupam Kundu , Arnab Pal

In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…

Statistical Mechanics · Physics 2021-10-25 Mattia Radice

We consider a system of non-interacting particles on a line with initial positions distributed uniformly with density $\rho$ on the negative half-line. We consider two different models: (i) each particle performs independent Brownian motion…

Stochastically gated interfaces play an important role in a variety of cellular diffusion processes. Examples include intracellular transport via stochastically gated ion channels and pores in the plasma membrane of a cell, intercellular…

Statistical Mechanics · Physics 2026-01-21 Paul C Bressloff

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…

Probability · Mathematics 2026-03-20 Sefika Kuzgun , Felix Otto , Christian Wagner

We study generalised anomalous diffusion processes whose diffusion coefficient $D(x,t)\sim D_0|x|^{\alpha}t^{\beta}$ depends on both the position $x$ of the test particle and the process time $t$. This process thus combines the features of…

Statistical Mechanics · Physics 2015-02-06 Andrey G. Cherstvy , Ralf Metzler

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…

Statistical Mechanics · Physics 2025-02-14 Denis Boyer , Martin R. Evans , Satya N. Majumdar