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We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

Optimization and Control · Mathematics 2009-09-28 Debasish Chatterjee , Eugenio Cinquemani , Giorgos Chaloulos , John Lygeros

We put forward a novel approach to study the evolution of an arbitrary open quantum system under a resetting process. Using the framework of renewal equations, we find a universal behavior for the mean first return time that goes beyond…

Quantum Physics · Physics 2021-01-14 Andreu Riera-Campeny , Jan Ollé , Axel Masó-Puigdellosas

In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…

Statistical Mechanics · Physics 2024-01-30 Olivier Bénichou , Thomas Guérin , Nicolas Levernier , Raphaël Voituriez

An encounter-based approach consists in using the boundary local time as a proxy for the number of encounters between a diffusing particle and a target to implement various surface reaction mechanisms on that target. In this paper, we…

Statistical Mechanics · Physics 2023-10-03 Ziyad Benkhadaj , Denis S. Grebenkov

We investigate the search of a target with a given spatial distribution in a finite one-dimensional domain. The searcher follows Brownian dynamics and is always reset to its initial position when reaching the boundaries of the domain…

Statistical Mechanics · Physics 2026-02-06 Gregorio García-Valladares , Antonio Prados , Alessandro Manacorda , Carlos A. Plata

Tipping points have been shown to be ubiquitous, both in models and empirically in a range of physical and biological systems. The question of how tipping points cascade through systems has been less well studied and is an important one. A…

Dynamical Systems · Mathematics 2020-11-19 Abhishek Mallela , Alan Hastings

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

The mean completion time of a stochastic process may be rendered finite and minimised by a judiciously chosen restart protocol, which may either be stochastic or deterministic. Here we study analytically an arbitrary stochastic search…

Quantitative Methods · Quantitative Biology 2016-09-14 Kabir Husain , Sandeep Krishna

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

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

In this work, we study the dynamics of multiple random walkers on networks subject to a simultaneous resetting protocol, whereby all walkers are synchronously returned to their respective initial nodes. For this collective Markovian…

Statistical Mechanics · Physics 2026-04-23 Cristian D. Suarez-Jimenez , Alejandro P. Riascos , Denis Boyer

Diffusion and first passage in the presence of stochastic resetting and potential bias have been of recent interest. We study a few models, systematically progressing in their complexity, to understand the usefulness of resetting. In the…

Statistical Mechanics · Physics 2022-05-04 Saeed Ahmad , Krishna Rijal , Dibyendu Das

In this paper we consider a random search process with stochastic resetting and a partially accessible target $\calU$. That is, when the searcher finds the target by attaching to its surface $\partial \calU$ it does not have immediate…

Statistical Mechanics · Physics 2025-03-07 Paul C. Bressloff

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

Statistical Mechanics · Physics 2009-11-11 S Condamin , O. Benichou , M. Moreau

The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…

Probability · Mathematics 2018-03-28 Max von Kleist , Christof Schütte , Wei Zhang

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

Statistical Mechanics · Physics 2025-01-31 Claude Godrèche , Jean-Marc Luck

During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…

Statistical Mechanics · Physics 2022-09-15 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

The work reported here aims to address the effects of time-dependent parameters and stochasticity on decision-making in biological systems. We achieve this by extending previous studies that resorted to simple normal forms. Yet, we focus…

Quantitative Methods · Quantitative Biology 2018-08-29 Nuno R. Nené , James Rivington , Alexey Zaikin

We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

Statistical Mechanics · Physics 2020-12-23 Somrita Ray

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

Optimization and Control · Mathematics 2021-08-03 Carsten Hartmann , Lara Neureither , Markus Strehlau