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Related papers: Stochastic Resetting and Large Deviations

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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 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…

Statistical Mechanics · Physics 2021-09-07 B. De Bruyne , J. Randon-Furling , S. Redner

The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…

Statistical Mechanics · Physics 2024-05-08 Denis Boyer , Satya N. Majumdar

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…

Statistical Mechanics · Physics 2016-05-18 Arnab Pal , Anupam Kundu , Martin R. Evans

Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…

Statistical Mechanics · Physics 2019-06-06 Arnab Pal , Rakesh Chatterjee , Shlomi Reuveni , Anupam Kundu

Resetting, in which a system is regularly returned to a given state after a fixed or random duration, has become a useful strategy to optimize the search performance of a system. While earlier theoretical frameworks focused on instantaneous…

Statistical Mechanics · Physics 2024-10-14 Prashant Singh

Proper management of resources whose arrival and consumption are subject to environmental randomness is an intrinsic process in both natural and artificial systems. This phenomenon can be modeled as a queuing process whose arrival…

Statistical Mechanics · Physics 2026-05-18 José Giral-Barajas , Paul C. Bressloff

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…

Soft Condensed Matter · Physics 2024-01-24 Henry Alston , Thibault Bertrand

We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position. Our goal is two-fold: (1) For…

Probability · Mathematics 2023-03-30 Frank den Hollander , Satya N. Majumdar , Janusz M. Meylahn , Hugo Touchette

We introduce stochastically resetting deterministic processes -- the simplest subclass of general resetting stochastic processes -- finding them to be repackaged renewal processes. In particular, we consider the stochastically resetting…

Probability · Mathematics 2024-12-19 Blake Pehrson

Recently, a new formalism describing the anomalous diffusion processes, based on the Onsager-Machlup fluctuation theory, has been suggested \cite{Smain, Spub}. We study particles performing this new type of motion, under the action of…

Statistical Mechanics · Physics 2025-08-26 A. S. Bodrova , S. I. Serdyukov

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…

Statistical Mechanics · Physics 2022-04-18 J. Kevin Pierce

We consider the problem of diffusion with stochastic resetting in a population of random walks where the diffusion coefficient is not constant, but behaves as a power-law of the average resetting rate of the population. Resetting occurs…

Statistical Mechanics · Physics 2022-09-07 Eric Bertin

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

Statistical Mechanics · Physics 2025-10-08 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

Restarting a stochastic search process can accelerate its completion by providing an opportunity to take a more favorable path with each reset. This strategy, known as stochastic resetting, is well studied in random processes. Here, we…

Chaotic Dynamics · Physics 2026-01-09 Julia Cantisán , Alexandre R. Nieto , Jesús M. Seoane

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

We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…

Statistical Mechanics · Physics 2024-01-31 Rosa Flaquer-Galmés , Daniel Campos , Vicenç Méndez