Related papers: General approach to stochastic resetting
Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…
We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…
Time evolution in several classes of quantum devices is generated through the application of quantum gates. Resetting is a critical technological feature in these systems allowing for mid-circuit measurement and complete or partial qubit…
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…
We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
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…
We consider properties of one-dimensional diffusive dichotomous flow and discuss effects of resonant activation in the presence of statistically independent random resetting mechanism. Resonant activation and stochastic resetting are two…
Motion under stochastic resetting serves to model a myriad of processes in physics and beyond, but in most cases studied to date resetting to the origin was assumed to take zero time or a time decoupled from the spatial position at the…
We consider a continuous-space and continuous-time diffusion process under resetting with memory. A particle resets to a position chosen from its trajectory in the past according to a memory kernel. Depending on the form of the memory…
Atmospheric wind speeds and their fluctuations at different locations (onshore and offshore) are examined. One of the most striking features is the marked intermittency of probability density functions (PDF) of velocity differences -- no…
This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…
In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area…
In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…
In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…
A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…