English
Related papers

Related papers: Stationary states for stable processes with partia…

200 papers

The effect of refractory periods in partial resetting processes is studied. Under Poissonian partial resets, a state variable jumps to a value closer to the origin by a fixed fraction at constant rate, $x\to a x$. Following each reset, a…

Statistical Mechanics · Physics 2024-06-17 Kristian Stølevik Olsen , Hartmut Löwen

We consider the one-dimensional partially asymmetric zero range process where the hopping rates as well as the easy direction of hopping are random variables. For this type of disorder there is a condensation phenomena in the thermodynamic…

Statistical Mechanics · Physics 2009-11-11 Róbert Juhász , Ludger Santen , Ferenc Iglói

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage…

Statistical Mechanics · Physics 2023-05-25 C. Di Bello , A. V. Chechkin , A. K. Hartmann , Z. Palmowski , R. Metzler

We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

Stochastic systems that undergo random restarts to their initial state have been widely investigated in recent years, both theoretically and in experiments. Oftentimes, however, resetting to a fixed state is impossible due to thermal noise…

Statistical Mechanics · Physics 2023-05-17 Francesco Mori , Kristian Stølevik Olsen , Supriya Krishnamurthy

In this paper we explore the effects of instantaneous stochastic resetting on a planar slow-fast dynamical system of the form $\dot{x}=f(x)-y$ and $\dot{y}=\epsilon (x-y)$ with $0<\epsilon \ll 1$. We assume that only the fast variable…

Adaptation and Self-Organizing Systems · Physics 2025-03-11 Paul C Bressloff

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…

Mathematical Physics · Physics 2017-02-14 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

Statistical Mechanics · Physics 2015-05-13 Akihisa Ichiki , Masatoshi Shiino

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…

Statistical Mechanics · Physics 2021-04-20 Vijay Kumar , Onkar Sadekar , Urna Basu

It was recently suggested by Blythe and Evans that a properly defined steady state normalisation factor can be seen as a partition function of a fictitious statistical ensemble in which the transition rates of the stochastic process play…

Statistical Mechanics · Physics 2009-11-10 Richard Brak , Jan de Gier , Vladimir Rittenberg

We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…

Probability · Mathematics 2022-03-01 Robert Stelzer , Bennet Ströh

We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the…

Statistical Mechanics · Physics 2017-02-15 Ricardo Falcao , Martin R. Evans

We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics. Resetting is a sudden interruption of a process, which consecutively…

Risk Management · Quantitative Finance 2021-08-24 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

Stochastic resetting generates nonequilibrium steady states by interspersing unitary quantum dynamics with resets at random times. When the state to which the system is reset is chosen conditionally on the outcome of a global and spatially…

Statistical Mechanics · Physics 2025-10-14 David Soldner , Igor Lesanovsky , Gabriele Perfetto

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

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

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

Probability · Mathematics 2022-04-20 G. L. Feltes , S. R. C. Lopes