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For a one-dimensional Wiener process with stochastic resetting ${\cal X}(t)$, obtained from an underlying Wiener process $X(t),$ we study the statistical properties of its first-passage time through zero, when starting from $x>0,$ and its…

Probability · Mathematics 2023-06-22 Mario Abundo

We present a simple scheme for restarting first-order methods for convex optimization problems. Restarts are made based only on achieving specified decreases in objective values, the specified amounts being the same for all optimization…

Optimization and Control · Mathematics 2020-10-22 James Renegar , Benjamin Grimmer

Distribution shift (e.g., task or domain shift) in continual learning (CL) usually results in catastrophic forgetting of neural networks. Although it can be alleviated by repeatedly replaying buffered data, the every-step replay is…

Machine Learning · Computer Science 2023-04-11 Haiyan Zhao , Tianyi Zhou , Guodong Long , Jing Jiang , Chengqi Zhang

We consider the problem of the first passage time to the origin of a spatially non-homogeneous random walk with a position-dependent drift, known as the Gillis random walk, in the presence of resetting. The walk starts from an initial site…

Probability · Mathematics 2022-12-09 Mattia Radice

Restart strategies are an important factor in the performance of conflict-driven Davis Putnam style SAT solvers. Selecting a good restart strategy for a problem instance can enhance the performance of a solver. Inspired by recent success…

Artificial Intelligence · Computer Science 2009-07-30 Shai Haim , Toby Walsh

Many out of equilibrium phenomena, such as diffusion-limited reactions or target search processes, are controlled by first-passage events. So far the general determination of the mean first-passage time (FPT) to a target in confinement has…

Statistical Mechanics · Physics 2018-08-29 N. Levernier , O. Bénichou , T. Guérin , R. Voituriez

First-passage observables (FPO) are central to understanding stochastic processes in confined domains, with applications spanning chemical reaction kinetics, foraging behavior, and molecular transport. While extensive analytical results…

Statistical Mechanics · Physics 2025-06-17 Jérémie Klinger , Olivier Bénichou , Raphaël Voituriez

We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…

Statistical Mechanics · Physics 2024-01-03 Vicenç Mendez , Rosa Flaquer-Galmés , Daniel Campos

A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…

Statistical Mechanics · Physics 2009-11-10 Benjamin Lindner

This paper considers networks where user traffic is regulated through deterministic traffic profiles, e.g., token buckets, and requires hard delay bounds. The network's goal is to minimize the resources it needs to meet those bounds. The…

Networking and Internet Architecture · Computer Science 2024-04-16 Jiaming Qiu , Jiayi Son , Roch Guerin , Henry Sariowan

Replay in neural networks involves training on sequential data with memorized samples, which counteracts forgetting of previous behavior caused by non-stationarity. We present a method where these auxiliary samples are generated on the fly,…

Machine Learning · Computer Science 2020-12-15 Xu Ji , Joao Henriques , Tinne Tuytelaars , Andrea Vedaldi

Our paper illustrates how the theory of Lie systems allows recovering known results and provide new examples of piecewise deterministic processes with phase-type jumps for which the corresponding first-time passage problems may be solved…

Probability · Mathematics 2011-04-07 Florin Avram , José F. Cariñena , Javier de Lucas

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

The mean first passage time~(MFPT) of random walks is a key quantity characterizing dynamic processes on disordered media. In a random fractal embedded in the Euclidean space, the MFPT is known to obey the power law scaling with the…

Statistical Mechanics · Physics 2023-12-07 Hyun-Myung Chun , Sungmin Hwang , Byungnam Kahng , Heiko Rieger , Jae Dong Noh

The slow-to-start mechanism is known to play an important role in the particular shape of the Fundamental diagram of traffic and to be associated to hysteresis effects of traffic flow.We study this question in the context of exclusion and…

Statistical Mechanics · Physics 2015-05-30 Cyril Furtlehner , Jean-Marc Lasgouttes , Maxim Samsonov

Resetting plays a pivotal role in optimizing the completion time of complex first passage processes with single or multiple outcomes/exit possibilities. While it is well established that the coefficient of variation -- a statistical…

Statistical Mechanics · Physics 2025-12-10 Suvam Pal , Leonardo Dagdug , Dibakar Ghosh , Denis Boyer , Arnab Pal

Generative processes that involve solving differential equations, such as diffusion models, frequently necessitate balancing speed and quality. ODE-based samplers are fast but plateau in performance while SDE-based samplers deliver higher…

Machine Learning · Computer Science 2023-11-02 Yilun Xu , Mingyang Deng , Xiang Cheng , Yonglong Tian , Ziming Liu , Tommi Jaakkola

Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

Data Analysis, Statistics and Probability · Physics 2023-06-28 Jacob D. Baxley , David R. Lambert , Mauro Bologna , Bruce J. West , Paolo Grigolini

In this paper we study a one-parameter family of attractive reversible nearest particle system on a finite interval. As the length of the interval increases, the time that the nearest particle system first hits the empty set increases in…

Probability · Mathematics 2007-05-23 Dayue Chen , Juxin Liu , Fuxi Zhang

This paper presents a novel First Order Plus Fractional Diffusive Delay (FOPFDD) model, capable of modeling delay dominant systems with high accuracy. The novelty of the FOPFDD is the Fractional Diffusive Delay (FDD) term, an exponential…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Jasper Juchem , Amélie Chevalier , Kevin Dekemele , Mia Loccufier
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