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Related papers: Optimization and Growth in First-Passage Resetting

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Consider a branching random walk evolving in a macroscopic time-inhomogeneous environment, that scales with the length $n$ of the process under study. We compute the first two terms of the asymptotic of the maximal displacement at time $n$.…

Probability · Mathematics 2018-10-01 Bastien Mallein

We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same…

Statistical Mechanics · Physics 2015-06-12 Martin R. Evans , Satya N. Majumdar , Kirone Mallick

How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…

Mathematical Physics · Physics 2025-10-14 Lars Fritz

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

In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…

Statistical Mechanics · Physics 2016-11-26 Jyotipriya Roy , Chitrak Bhadra , Debapriya Das , Dhruba Banerjee , Deb Shankar Ray

Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc.…

Statistical Mechanics · Physics 2022-03-02 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this…

Probability · Mathematics 2021-12-23 Bastien Mallein , Piotr Miłoś

We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…

Statistical Mechanics · Physics 2020-08-05 Benjamin Besga , Alfred Bovon , Artyom Petrosyan , Satya N. Majumdar , Sergio Ciliberto

We study the statistical properties of first-passage Brownian functionals (FPBFs) of an Ornstein-Uhlenbeck (OU) process in the presence of stochastic resetting. We consider a one dimensional set-up where the diffusing particle sets off from…

Statistical Mechanics · Physics 2024-03-27 Ashutosh Dubey , Arnab Pal

Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…

Statistical Mechanics · Physics 2021-10-01 Shuang Wang , Hanshuang Chen , Feng Huang

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

We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Machine Learning · Computer Science 2025-12-18 Hanqing Jin , Renyuan Xu , Yanzhao Yang

We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…

Physics and Society · Physics 2013-08-05 Loukas Skarpalezos , Aristotelis Kittas , Panos Argyrakis , Reuven Cohen , Shlomo Havlin

In a model of network communication based on a random walk in an undirected graph, what subset of nodes (subject to constraints on the set size), enable the fastest spread of information? The dynamics of spread is described by a process…

Discrete Mathematics · Computer Science 2016-02-23 Fern Y. Hunt

Restart -- interrupting a stochastic process followed by a new start -- is known to improve the mean time to its completion, and the general conditions under which such an improvement is achieved are now well understood. Here, we explore…

Statistical Mechanics · Physics 2020-03-11 Sergey Belan

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

We investigate first-hitting location (FHL) statistics induced by drift-diffusion processes in domains with absorbing boundaries, and examine how such boundary laws give rise to intrinsic information observables. Rather than introducing…

Statistical Mechanics · Physics 2026-04-07 Yen-Chi Lee

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…

Statistical Mechanics · Physics 2018-03-21 Olga Klimenkova , Anton Menshutin , Lev N. Shchur

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Statistical Mechanics · Physics 2022-08-22 V. V. Ryazanov
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