Related papers: Diffusion in a wedge geometry: First-Passage Stati…
Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…
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…
First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…
For a one-dimensional Wiener process with stochastic resetting ${\cal X}(t)$, obtained from an underlying Wiener process $X(t),$ we study the statistical properties of its first-passage time through zero, when starting from $x>0,$ and its…
Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…
We address the effect of stochastic resetting on diffusion and subdiffusion process. For diffusion we find that MSD relaxes to a constant only when the distribution of reset times possess finite mean and variance. In this case, the leading…
We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…
Motion under stochastic resetting serves to model a myriad of processes in physics and beyond, but in most cases studied to date resetting to the origin was assumed to take zero time or a time decoupled from the spatial position at the…
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…
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…
We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…
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…
External flows, such as shear flow, add directional biases to particle motion, introducing anisotropic behavior into the system. Here, we explore the non-equilibrium dynamics that emerge from the interplay between linear shear flow and…
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…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
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…
In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area…
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…
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…
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…