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We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

Statistical Mechanics · Physics 2020-12-23 Somrita Ray

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

Statistical Mechanics · Physics 2014-12-24 Andrey G. Cherstvy , Ralf Metzler

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the…

Soft Condensed Matter · Physics 2018-09-05 Bongsik Choi , Kyeong Hwan Han , Changho Kim , Peter Talkner , Akinori Kidera , Eok Kyun Lee

We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…

Statistical Mechanics · Physics 2022-01-17 M. K. Lenzi , E. K. Lenzi , L. M. S. Guilherme , L. R. Evangelista , H. V. Ribeiro

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

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

Diffusion of molecules in cells plays an important role in providing a biological reaction on the surface by finding a target on the membrane surface. The water retardation (slow diffusion) near the target assists the searching molecules to…

Statistical Mechanics · Physics 2015-09-02 Takuma Akimoto , Kazuhiko Seki

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…

Statistical Mechanics · Physics 2016-12-21 Takuma Akimoto , Eiji Yamamoto

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

Statistical Mechanics · Physics 2009-11-11 Tobias Prager , Lutz Schimansky-Geier

Stochastic resetting has emerged as a useful strategy to reduce the completion time for a broad class of first passage processes. In the canonical setup, one intermittently resets a given system to its initial configuration only to start…

Statistical Mechanics · Physics 2025-01-28 Arup Biswas , Ashutosh Dubey , Anupam Kundu , Arnab Pal

Resetting is a renewal mechanism in which a process is intermittently repeated after a random or fixed time. This simple act of stop and repeat profoundly influences the behaviour of a system as exemplified by the emergence of…

Statistical Mechanics · Physics 2024-03-22 Saikat Santra , Prashant Singh

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

Statistics Theory · Mathematics 2021-09-20 Teppei Ogihara , Mitja Stadje

Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…

Statistical Mechanics · Physics 2021-03-10 Asaf Miron , Shlomi Reuveni

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

Machine Learning · Computer Science 2026-03-18 Jello Zhou , Vudtiwat Ngampruetikorn , David J. Schwab

We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…

Statistical Mechanics · Physics 2021-06-02 Xudong Wang , Yao Chen

External flows, such as shear flow, add directional biases to particle motion, introducing anisotropic behavior into the system. Here, we explore the non-equilibrium dynamics that emerge from the interplay between linear shear flow and…

Statistical Mechanics · Physics 2024-10-15 Iman Abdoli , Kristian Stølevik Olsen , Hartmut Löwen

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

Statistical Mechanics · Physics 2026-03-10 M. Süzen