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Related papers: Non-linear diffusion with stochastic resetting

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We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…

Fluid Dynamics · Physics 2014-06-18 Mario Sandoval , Navaneeth K. M. , Ganesh Subramanian , Eric Lauga

We consider a particle undergoing run and tumble dynamics, in which its velocity stochastically reverses, in one dimension. We study the addition of a Poissonian resetting process occurring with rate $r$. At a reset event the particle's…

Statistical Mechanics · Physics 2019-06-05 Martin R. Evans , Satya N. Majumdar

We present a new method for detecting superdiffusive behaviour and for determining rates of superdiffusion in time series data. Our method applies equally to stochastic and deterministic time series data (with no prior knowledge required of…

Data Analysis, Statistics and Probability · Physics 2016-12-23 Georg A. Gottwald , Ian Melbourne

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

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

Resetting a stochastic process has been shown to expedite the completion time of some complex tasks, such as finding a target for the first time. Here we consider the cost of resetting by associating to each reset a cost, which is a…

Statistical Mechanics · Physics 2024-02-13 John C. Sunil , Richard A. Blythe , Martin R. Evans , Satya N. Majumdar

We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

We model an overdamped Brownian particle that is subject to resetting facilitated by a ratchet potential on a spatially periodic domain. This asymmetric potential switches on with a constant rate, but switches off again only upon the…

Statistical Mechanics · Physics 2024-07-25 Connor Roberts , Emir Sezik , Eloise Lardet

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

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation…

Statistical Mechanics · Physics 2015-05-14 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

The equilibrium properties of a system of passive diffusing particles in an external magnetic field are unaffected by the Lorentz force. In contrast, active Brownian particles exhibit steady-state phenomena that depend on both the strength…

Statistical Mechanics · Physics 2020-10-06 Iman Abdoli , Abhinav Sharma

We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…

Chemical Physics · Physics 2023-10-17 Denis S. Grebenkov , Aanjaneya Kumar

In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…

Optimization and Control · Mathematics 2026-04-15 Akan Selim , Siddhartha Ganguly , Ali Pakniyat , Panagiotis Tsiotras

We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…

Statistical Mechanics · Physics 2024-07-02 Subhasish Chaki , Kristian Stølevik Olsen , Hartmut Löwen

We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…

Statistical Mechanics · Physics 2023-05-03 Tapas Singha

We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along…

Probability · Mathematics 2023-10-17 Antonio Di Crescenzo , Antonella Iuliano , Verdiana Mustaro , Gabriella Verasani
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