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We study the trajectory optimization problem under chance constraints for continuous-time stochastic systems. To address chance constraints imposed on the entire stochastic trajectory, we propose a framework based on the set erosion…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
Stochastic interactions generically enhance self-diffusivity in living and biological systems, e.g. optimizing navigation strategies and controlling material properties of cellular tissues and bacterial aggregates. Despite this, the…
The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation…
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…
Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…
We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
We investigate classic diffusion with the added feature that a diffusing particle is reset to its starting point each time the particle reaches a specified threshold. In an infinite domain, this process is non-stationary and its probability…
We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…
Hypergraph has been selected as a powerful candidate for characterizing higher-order networks and has received increasing attention in recent years. In this article, we study random walks with resetting on hypergraph by utilizing spectral…
We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…
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…
A stochastic process with movement, return, and rest phases is considered in this paper. For the movement phase, the particles move following the dynamics of Gaussian process or ballistic type of L\'evy walk, and the time of each movement…
A dynamical process that takes a random time to complete, e.g., a chemical reaction, may either be accelerated or hindered due to resetting. Tuning system parameters such as temperature, viscosity or concentration, can invert the effect of…
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…
Resetting is a renewal mechanism in which a process is intermittently repeated after a random or fixed time. This simple act of stop and repeat profoundly influences the behaviour of a system as exemplified by the emergence of…
For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…