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We study the decay rate $\theta(a)$ that characterizes the late time exponential decay of the first-passage probability density $F_a(t|0) \sim e^{-\theta(a)\, t}$ of a diffusing particle in a one dimensional confining potential $U(x)$,…

Statistical Mechanics · Physics 2020-11-18 Sanjib Sabhapandit , Satya N. Majumdar

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

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…

Statistical Mechanics · Physics 2018-06-13 Abhinava Chatterjee , Christos Christou , Andreas Schadschneider

We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial…

Statistical Mechanics · Physics 2021-05-19 R. K. Singh , T. Sandev , A. Iomin , R. Metzler

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

The encounter of diffusing entities underlies a wide range of natural phenomena. The dynamics of these first-passage dynamics are strongly influenced by confining geometries. Confinement modifies microscopic diffusion through conservative…

Soft Condensed Matter · Physics 2026-04-22 Guirec de Tournemire , Nicolas Fares , Yacine Amarouchene , Thomas Salez

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

The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…

Statistical Mechanics · Physics 2014-02-26 Artem Ryabov , Petr Chvosta

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

Although resetting has widespread applicability, applying it to the dynamics in the presence of spatial quenched disorder, which is essential in many physical problems, is challenging. In this study, we consider a well-known one-dimensional…

Statistical Mechanics · Physics 2026-04-06 Riya Verma , Binayak Banerjee , Shamik Gupta , Saroj Kumar Nandi

Classical first passage under resetting is a paradigm in the search process. Despite its multitude of applications across interdisciplinary sciences, experimental realizations of such resetting processes posit practical challenges in…

Statistical Mechanics · Physics 2024-10-11 Arup Biswas , Anupam Kundu , Arnab Pal

The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…

Statistical Mechanics · Physics 2021-08-31 Karol Capała , Bartłomiej Dybiec

The first hitting times of a stochastic process, i.e., the first time a process reaches a particular level, are of significant interest across various scientific disciplines, including biology, chemistry, and economics. We modify the…

Statistical Mechanics · Physics 2026-02-24 Bartosz Zbik , Bartłomiej Dybiec , Karol Capała , Zbigniew Palmowski , Igor M. Sokolov

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

Statistical Mechanics · Physics 2025-01-31 Claude Godrèche , Jean-Marc Luck

We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Fabio Cecconi , Angelo Vulpiani

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

The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…

Probability · Mathematics 2018-02-20 Vincent Lemaire

Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy…

Statistical Mechanics · Physics 2015-03-03 Srividya Iyer-Biswas , Anton Zilman

Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…

Statistical Mechanics · Physics 2025-02-06 Henry Alston , Callum Britton , Thibault Bertrand