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Related papers: Diffusion with Partial Resetting

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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…

Chaotic Dynamics · Physics 2015-06-17 Martín F. Mestre , Armando Bazzani , Pablo M. Cincotta , Claudia M. Giordano

We investigate random searches under stochastic position resetting at rate $r$, in a bounded 1D environment with space-dependent diffusivity $D(x)$. For arbitrary shapes of $D(x)$ and prescriptions of the associated multiplicative…

Statistical Mechanics · Physics 2025-01-09 Luiz Menon , Celia Anteneodo

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…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…

Mathematical Physics · Physics 2011-05-18 Michael Baake , Holger Koesters

We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects…

Statistical Mechanics · Physics 2019-10-16 Urna Basu , Anupam Kundu , Arnab Pal

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…

Risk Management · Quantitative Finance 2013-12-03 Zhenyu Cui

The effect of partial absorption on a diffusive particle which stochastically resets its position with a finite rate $r$ is considered. The particle is absorbed by a target at the origin with absorption `velocity' $a$; as the velocity $a$…

Statistical Mechanics · Physics 2015-06-12 Justin Whitehouse , Martin R. Evans , Satya N. Majumdar

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

Analysis of PDEs · Mathematics 2016-12-19 Erkan Nane , Nguyen Huy Tuan

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

We propose a generalization of the stochastic resetting mechanism for a Brownian particle diffusing in a one-dimensional periodic potential: randomly in time, the particle gets reset at the bottom of the potential well it was in. Numerical…

Statistical Mechanics · Physics 2025-08-18 Pulak K. Ghosh , Shubhadip Nayak , Jianli Liu , Yunyun Li , Fabio Marchesoni

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…

Statistical Mechanics · Physics 2025-09-16 Johannes Aspman , Daniel Mastropietro , Jakub Marecek

We study a class of stochastic resetting (SR) processes in which a diffusing particle alternates between free motion and confinement by an externally controlled potential. When the particle is recaptured, it undergoes a return trajectory…

Statistical Mechanics · Physics 2025-11-19 Derek Frydel

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

In this paper we consider a random search process with stochastic resetting and a partially accessible target $\calU$. That is, when the searcher finds the target by attaching to its surface $\partial \calU$ it does not have immediate…

Statistical Mechanics · Physics 2025-03-07 Paul C. Bressloff

In this paper we study the inverse problem of identifying a source or an initial state in a time-fractional diffusion equation from the knowledge of a single boundary measurement. We derive logarithmic stability estimates for both…

Analysis of PDEs · Mathematics 2021-12-22 Yavar Kian , Eric Soccorsi , Faouzi Triki

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

Data Analysis, Statistics and Probability · Physics 2023-11-02 William Davis

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

Random trajectories of single particles in living cells contain information about the interaction between particles, as well as, with the cellular environment. However, precise consideration of the underlying stochastic properties, beyond…

Biological Physics · Physics 2023-10-17 Aleksander A. Stanislavsky , Aleksander Weron

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

We analytically investigate the dynamic behavior of an an-isotropic active Brownian particle under various stochastic resetting protocols in two dimensions. The motion of shape-asymmetric active Brownian particles in two dimensions leads to…

Statistical Mechanics · Physics 2025-11-26 Anirban Ghosh , Sudipta Mandal , Subhasish Chaki
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