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Related papers: Optimization and Growth in First-Passage Resetting

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We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial…

Statistical Mechanics · Physics 2021-05-19 R. K. Singh , T. Sandev , A. Iomin , R. Metzler

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

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

We study random walks with stochastic resetting to the initial position on arbitrary networks. We obtain the stationary probability distribution as well as the mean and global first passage times, which allow us to characterize the effect…

Statistical Mechanics · Physics 2020-07-03 Alejandro P. Riascos , Denis Boyer , Paul Herringer , José L. Mateos

First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…

Probability · Mathematics 2022-10-06 Jason M. Flynn , Sergei S. Pilyugin

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 Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…

Statistical Mechanics · Physics 2020-06-24 Martin R. Evans , Satya N. Majumdar , Gregory Schehr

We consider the problem of diffusion with stochastic resetting in a population of random walks where the diffusion coefficient is not constant, but behaves as a power-law of the average resetting rate of the population. Resetting occurs…

Statistical Mechanics · Physics 2022-09-07 Eric Bertin

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

Statistical Mechanics · Physics 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

Processes controlled by stochastic synthesis and degradation (SSD) are widespread in biology but their reaction kinetics are not well understood. Using methods borrowed from the theory of resetting processes, we determine the first-passage…

Statistical Mechanics · Physics 2026-02-12 Gabriel Mercado-Vásquez , Denis Boyer

We investigate the search of a target with a given spatial distribution in a finite one-dimensional domain. The searcher follows Brownian dynamics and is always reset to its initial position when reaching the boundaries of the domain…

Statistical Mechanics · Physics 2026-02-06 Gregorio García-Valladares , Antonio Prados , Alessandro Manacorda , Carlos A. Plata

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

Stochastic resetting has attracted significant attention in recent years due to its wide-ranging applications across physics, biology, and search processes. In most existing studies, however, resetting events are governed by an external…

Statistical Mechanics · Physics 2026-03-31 Arup Biswas , Satya N Majumdar , Arnab Pal

In this paper we consider the diffusive search for a bounded target $\Omega \in \R^d$ with its boundary $\partial \Omega$ totally absorbing. We assume that the target is surrounded by a semipermeable interface given by the closed surface…

Statistical Mechanics · Physics 2023-03-08 Paul C Bressloff

We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We study the first-passage time to the origin of a mortal Brownian particle, with mortality rate $ \mu $, diffusing in one dimension. The particle starts its motion from $ x>0 $ and it is subject to stochastic resetting with constant rate $…

Statistical Mechanics · Physics 2023-03-01 Mattia Radice

We study the effect of stochastic resetting on a run and tumble particle (RTP) in two spatial dimensions. We consider a resetting protocol which affects both the position and orientation of the RTP: with a constant rate the particle…

Statistical Mechanics · Physics 2020-11-30 Ion Santra , Urna Basu , Sanjib Sabhapandit

We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits…

Statistical Mechanics · Physics 2021-06-30 Feng Huang , Hanshuang Chen