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Related papers: Space-dependent diffusion with stochastic resettin…

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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

Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…

Statistical Mechanics · Physics 2019-06-06 Arnab Pal , Rakesh Chatterjee , Shlomi Reuveni , Anupam Kundu

In this minireview we present the main results regarding the transport properties of stochastic movement with relocations to known positions. To do so, we formulate the problem in a general manner to see several cases extensively studied…

Statistical Mechanics · Physics 2019-10-23 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

Stochastic resetting is a powerful strategy known to accelerate the first-passage time statistics of stochastic processes. While its effects on Markovian systems are well understood, a general framework for non-Markovian dynamics is still…

Statistical Mechanics · Physics 2025-09-16 Debasish Saha , Rati Sharma

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

We study the dynamics of an overdamped Brownian particle subjected to Poissonian stochastic resetting in a nonthermal bath, characterized by a Poisson white noise and a Gaussian noise. Applying the renewal theory we find an exact analytical…

Statistical Mechanics · Physics 2021-09-13 Koushik Goswami , Rajarshi Chakrabarti

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

The effects of Poissonian resetting at a constant rate $r$ on the reaction time between a Brownian particle and a stochastically gated target are studied. The target switches between a reactive state and a non-reactive one. We calculate the…

Statistical Mechanics · Physics 2021-10-11 Gabriel Mercado-Vásquez , Denis Boyer

In this paper we analyze the effects of stochastic resetting on an encounter-based model of an unbiased run-and-tumble particle (RTP) confined to the half-line $[0,\infty)$ with a partially absorbing wall at $x=0$. The RTP tumbles at a…

Statistical Mechanics · Physics 2025-03-04 Paul C Bressloff

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

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

We study a class of stochastic resetting (SR) processes in which a diffusing particle alternates between free motion and confinement by an externally controlled potential. When the particle is recaptured, it undergoes a return trajectory…

Statistical Mechanics · Physics 2025-11-19 Derek Frydel

In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity,…

Statistical Mechanics · Physics 2022-09-21 Paul C. Bressloff

Resetting has been shown to reduce the completion time for a stochastic process, such as the first passage time for a diffusive searcher to find a target. The time between two consecutive resetting events is drawn from a waiting time…

Statistical Mechanics · Physics 2025-06-23 Martin R. Evans , Somrita Ray

A new model of search based on stochastic resetting is introduced, wherein rate of resets depends explicitly on time elapsed since the beginning of the process. It is shown that rate inversely proportional to time leads to paradoxical…

Statistical Mechanics · Physics 2019-09-11 Łukasz Kuśmierz , Taro Toyoizumi

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…

Statistical Mechanics · Physics 2019-01-30 V. Sposini , A. V. Chechkin , R. Metzler

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

The persistence of populations depends on the minimum habitat area required for survival, known as the critical patch size. While most studies assume purely diffusive movement, additional movement components can significantly alter habitat…

Statistical Mechanics · Physics 2025-07-11 Luiz Menon , Pablo de Castro , Celia Anteneodo

Random trajectories of single particles in living cells contain information about the interaction between particles, as well as, with the cellular environment. However, precise consideration of the underlying stochastic properties, beyond…

Biological Physics · Physics 2023-10-17 Aleksander A. Stanislavsky , Aleksander Weron
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