Related papers: Mirror transitions in diffusion with stochastic re…
We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. The…
In this paper we analyze the effects of stochastic resetting on an encounter-based model of an unbiased run-and-tumble particle (RTP) confined to the half-line $[0,\infty)$ with a partially absorbing wall at $x=0$. The RTP tumbles at a…
In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…
In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…
Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
We investigate the first passage time beyond a barrier located at $b\geq0$ of a random walk with independent and identically distributed jumps, starting from $x_0=0$. The walk is subject to stochastic resetting, meaning that after each step…
Resetting a stochastic process has been shown to expedite the completion time of some complex tasks, such as finding a target for the first time. Here we consider the cost of resetting by associating to each reset a cost, which is a…
This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to an upper hard wall barrier and to a lower absorbing…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
Stochastic resetting is prevalent in natural and man-made systems giving rise to a long series of non-equilibrium phenomena. Diffusion with stochastic resetting serves as a paradigmatic model to study these phenomena, but the lack of a…
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…
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…
Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…
Stochastic resetting -- the intermittent restart of random processes -- has profoundly reshaped first-passage theory, providing a mechanism to control and optimize completion times. While the influence of resetting on mean first-passage…
We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
In this paper, we analyze the mean first passage time (MFPT) for a single Brownian particle to find a stochastically-gated target under the additional condition that the position of the particle is reset to a fixed position $\x_r$ at a rate…
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…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…