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Related papers: General approach to stochastic resetting

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In this paper, we investigate the dynamics of the two-dimensional Ising model with stochastic resetting, utilizing a constant resetting rate procedure with zero-strength initial magnetization. Our results reveal the presence of a…

Statistical Mechanics · Physics 2024-08-21 Yashan Chen , Wei Zhong

The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…

Statistical Mechanics · Physics 2016-03-18 Gianni Pagnini , Paolo Paradisi

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

Probability · Mathematics 2024-12-31 Saber Jafarizadeh

In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…

Numerical Analysis · Mathematics 2022-09-23 Bangti Jin , Zhi Zhou

Resetting, in which a system is regularly returned to a given state after a fixed or random duration, has become a useful strategy to optimize the search performance of a system. While earlier theoretical frameworks focused on instantaneous…

Statistical Mechanics · Physics 2024-10-14 Prashant Singh

The random arrest of the diffusion of a single particle and its return to its origin has served as the paradigmatic example of a large variety of processes undergoing stochastic resetting. While the implications and applications of…

Soft Condensed Matter · Physics 2025-04-15 Ron Vatash , Yael Roichman

We consider the Larkin model of a directed polymer with Gaussian-distributed random forces, with the addition of a resetting process whereby the transverse position of the end-point of the polymer is reset to zero with constant rate $r$. We…

Statistical Mechanics · Physics 2020-12-15 Pascal Grange

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

We consider a closed quantum system subject to a stochastic resetting process. The generic expression for the resulting density operator is formulated for arbitrary resetting dynamics, fully characterised by the distribution of times…

Quantum Physics · Physics 2023-02-15 Francisco J. Sevilla , Andrea Valdés-Hernández

Consider a stochastic search model with resetting for an unknown stationary target $a\in\mathbb{R}$ with known distribution $\mu$. The searcher begins at the origin and performs Brownian motion with diffusion constant $D$. The searcher is…

Probability · Mathematics 2018-12-04 Ross G. Pinsky

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…

Image and Video Processing · Electrical Eng. & Systems 2022-03-22 Hyungjin Chung , Byeongsu Sim , Jong Chul Ye

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

We provide an exact formula for the mean first-passage time (MFPT) to a target at the origin for a single particle diffusing on a $d$-dimensional hypercubic {\em lattice} starting from a fixed initial position $\vec R_0$ and resetting to…

Statistical Mechanics · Physics 2026-04-30 Alexander K. Hartmann , Satya N. Majumdar

The position of a reaction front, propagating into a metastable state, fluctuates because of the shot noise of reactions and diffusion. A recent theory [B. Meerson, P.V. Sasorov, and Y. Kaplan, Phys. Rev. E 84, 011147 (2011)] gave a closed…

Statistical Mechanics · Physics 2015-06-04 Evgeniy Khain , Baruch Meerson

We review and classify stochastic processes without detailed balance condition. We obtain stationary distributions and investigate their stability in terms of generalized entropic divergences beyond the Kullback-Leibler formula. A simple…

Physics and Society · Physics 2018-03-14 Tamas S Biro , Zoltan Neda

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

In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…

Statistical Mechanics · Physics 2014-05-08 Chai Hok Eab , S. C. Lim

We report a detailed and systematic study of wave propagation through a stochastic absorbing random medium. Stochastic absorption is modeled by introducing an attenuation constant per unit length $\alpha$ in the free propagation region of…

Disordered Systems and Neural Networks · Physics 2009-10-31 Sandeep K. Joshi , Debendranath Sahoo , A. M. Jayannavar

We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…

Statistical Mechanics · Physics 2024-01-31 Rosa Flaquer-Galmés , Daniel Campos , Vicenç Méndez
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