Related papers: Hitting the blinking target under stochastic reset…
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…
Optimization of a random processes by restart is a subject of active theoretical research in statistical physics and has long found practical application in computer science. Meanwhile, one of the key issues remains largely unsolved: when…
We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…
The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of…
A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…
We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
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…
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…
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…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
We study in this paper the effect of an unique initial stimulation on random recurrent networks of leaky integrate and fire neurons. Indeed given a stochastic connectivity this so-called spontaneous mode exhibits various non trivial…
There are a large variety of hybrid stochastic systems that couple a continuous process with some form of stochastic switching mechanism. In many cases the system switches between different discrete internal states according to a…
Stochastic dynamics with random resetting leads to a non-equilibrium steady state. Here, we consider the thermodynamics of resetting by deriving the first and second law for reset processes far from equilibrium. We identify the…
We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…
In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response.…
The seemingly stochastic transient dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference. In vitro neurons, on the other hand, exhibit a highly deterministic…
Cover times quantify the speed of exhaustive search. In this work, we compute exactly the mean cover time associated with a one-dimensional Brownian search under exponentially distributed resetting. We also approximate the moments of cover…