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Related papers: Local time of diffusion with stochastic resetting

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We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…

Statistical Mechanics · Physics 2015-11-24 Martin R. Evans , Satya N. Majumdar

We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…

Statistical Mechanics · Physics 2015-05-27 Martin R. Evans , Satya N. Majumdar

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…

Probability · Mathematics 2015-03-17 Jorge M. Ramirez , Edward C. Waymire , Enrique A. Thomann

We study the problem of a target search by a Brownian particle subject to stochastic resetting to a pair of sites. The mean search time is minimized by an optimal resetting rate which does not vary smoothly, in contrast with the well-known…

Statistical Mechanics · Physics 2024-02-28 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…

Statistical Mechanics · Physics 2021-05-26 Deepak Gupta , Arnab Pal , Anupam Kundu

We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…

Statistical Mechanics · Physics 2024-01-03 Vicenç Mendez , Rosa Flaquer-Galmés , Daniel Campos

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We establish the consistency of a local time approximation of a diffusion at a sticky threshold based on high-frequency observations. First, we prove the result for sticky Brownian motion, and then extend it to It\^o diffusions with a…

Probability · Mathematics 2024-11-08 Alexis Anagnostakis

Cover times quantify the speed of exhaustive search. In this work, we compute exactly the mean cover time associated with a one-dimensional Brownian search under exponentially distributed resetting. We also approximate the moments of cover…

Probability · Mathematics 2025-05-13 Samantha Linn , Sean D Lawley

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…

Probability · Mathematics 2026-05-19 Mirko D'Ovidio

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

Statistical Mechanics · Physics 2025-04-09 Martin R. Evans , John C. Sunil

We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…

Statistical Mechanics · Physics 2018-06-13 Abhinava Chatterjee , Christos Christou , Andreas Schadschneider

We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…

Statistical Mechanics · Physics 2019-05-22 Deepak Gupta

Local time is the measure of how much time a random walk has visited a given position. In multiple scattering media, where waves are diffuse, local time measures the sensitivity of the waves to the local medium's properties. Local…

Statistical Mechanics · Physics 2013-11-28 Vincent Rossetto

In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…

Statistical Mechanics · Physics 2022-07-13 Paul C Bressloff

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