English
Related papers

Related papers: Thermodynamic Trade-off Relation for First Passage…

200 papers

We investigate the dynamics of a quantum system subjected to a time-dependent and conditional resetting protocol. Namely, we ask: what happens when the unitary evolution of the system is repeatedly interrupted at random time instants with…

Statistical Mechanics · Physics 2023-12-20 Anish Acharya , Shamik Gupta

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

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…

Statistical Mechanics · Physics 2026-04-06 Maria R. D'Orsogna , Alan E. Lindsay , Thomas Hillen

Stochastic processes under resetting at random times have attracted a lot of attention in recent years and served as illustrations of nontrivial and interesting static and dynamic features of stochastic dynamics. In this paper, we aim to…

Statistical Mechanics · Physics 2025-06-18 Yating Wang , Hanshuang Chen

An ensemble of trajectories with dynamical activity and first-passage time (FPT) is considered in the context of the thermodynamics of trajectories. The relationship between the average FPT and the total change in entropy is determined,…

Statistical Mechanics · Physics 2024-12-10 V. V. Ryazanov

``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic…

Statistical Mechanics · Physics 2023-02-20 Benjamin De Bruyne , Francesco Mori

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

Data Structures and Algorithms · Computer Science 2013-02-11 Edith Cohen , Graham Cormode , Nick Duffield , Carsten Lund

The strategy of stochastic resetting is known to expedite the first passage to a target, in diffusive systems. Consequently, the mean first passage time is minimized at an optimal resetting parameter. With Poisson resetting, vanishing…

Soft Condensed Matter · Physics 2023-03-08 Saeed Ahmad , Dibyendu Das

Interesting theoretical problems of target search or threshold crossing, formally known as {\it first passage}, often arise in both diffusive transport problems as well as problems of chemical reaction kinetics. We study three systems…

Statistical Mechanics · Physics 2025-10-22 Hillol Kumar Barman , Pathik Das , Syed Yunus Ali

Random search for one or more targets in a bounded domain occurs widely in nature, with examples ranging from animal foraging to the transport of vesicles within cells. Most theoretical studies take a searcher-centric viewpoint, focusing on…

Statistical Mechanics · Physics 2021-01-13 Paul C Bressloff

Perfectly rational decision-makers maximize expected utility, but crucially ignore the resource costs incurred when determining optimal actions. Here we propose an information-theoretic formalization of bounded rational decision-making…

Statistics Theory · Mathematics 2015-06-04 Pedro A. Ortega , Daniel A. Braun

Feature transformation plays a critical role in enhancing machine learning model performance by optimizing data representations. Recent state-of-the-art approaches address this task as a continuous embedding optimization problem, converting…

Machine Learning · Computer Science 2025-08-29 Yang Gao , Dongjie Wang , Scott Piersall , Ye Zhang , Liqiang Wang

Processes controlled by stochastic synthesis and degradation (SSD) are widespread in biology but their reaction kinetics are not well understood. Using methods borrowed from the theory of resetting processes, we determine the first-passage…

Statistical Mechanics · Physics 2026-02-12 Gabriel Mercado-Vásquez , Denis Boyer

We consider a Brownian particle confined by an external potential and subject to stochastic resetting to the origin. Motivated by the repetitive nature of the dynamics, we describe the process as a thermodynamic cycle of thermal expansion…

Statistical Mechanics · Physics 2026-05-28 Oded Farago

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…

Statistical Mechanics · Physics 2022-07-19 Mattia Radice

Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…

Statistical Mechanics · Physics 2021-10-01 Shuang Wang , Hanshuang Chen , Feng Huang

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

This paper studies arbitrage pricing theory in financial markets with implicit transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded…

Pricing of Securities · Quantitative Finance 2017-07-25 Erindi Allaj

Biological events are often initiated when a random "searcher" finds a "target," which is called a first passage time (FPT). In some biological systems involving multiple searchers, an important timescale is the time it takes the slowest…

Biological Physics · Physics 2023-04-19 Sean D Lawley , Joshua Johnson