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The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…

Statistical Mechanics · Physics 2021-08-31 Karol Capała , Bartłomiej Dybiec

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

We study a gas of $N$ diffusing particles on the line subject to batch resetting: at rate $r$, a uniformly random subset of $m$ particles is reset to the origin. Despite the absence of interactions, the dynamics generates a nonequilibrium…

Statistical Mechanics · Physics 2026-02-06 Gabriele de Mauro , Satya N. Majumdar , Gregory Schehr

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…

Statistical Mechanics · Physics 2022-07-19 Mattia Radice

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

Splitting probabilities quantify the likelihood of particular outcomes out of a set of mutually-exclusive possibilities for stochastic processes and play a central role in first-passage problems. For two-dimensional Markov processes…

Mathematical Physics · Physics 2025-08-12 Emir Sezik , Jacob Knight , Henry Alston , Connor Roberts , Thibault Bertrand , Gunnar Pruessner , Luca Cocconi

Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…

Probability · Mathematics 2021-12-24 Gioia Carinci , Simone Floreani , Cristian Giardinà , Frank Redig

We study the dynamical aspects of the top rank statistics of particles, performing Brownian motions on a half-line, which are ranked by their distance from the origin. For this purpose, we introduce an observable that we call the overlap…

Statistical Mechanics · Physics 2026-03-24 Zdzislaw Burda , Mario Kieburg

The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…

Statistical Mechanics · Physics 2024-01-23 Julia Cantisán , Alexandre R. Nieto , Jesús M. Seoane , Miguel A. F. Sanjuán

Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…

Optimization and Control · Mathematics 2025-10-24 Jason J. Bramburger

The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…

Statistical Mechanics · Physics 2016-10-13 Mauricio J. Del Razo , Hong Qian

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

In this paper we develop an encounter-based model of a run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ with partially absorbing, sticky boundaries at both ends. We assume that the particle switches between two constant…

Statistical Mechanics · Physics 2023-05-10 Paul C. Bressloff

We study the probability of two Brownian particles to meet before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance of the two particles using the Weierstrass…

Mathematical Physics · Physics 2015-05-13 D. holcman , I. Kupka

We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…

Statistical Mechanics · Physics 2023-06-29 David S. Dean , Satya N. Majumdar , Gregory Schehr

We consider the paradigm of an overdamped Brownian particle in a potential well, which is modulated through an external protocol, in the presence of stochastic resetting. Thus, in addition to the short range diffusive motion, the particle…

Statistical Mechanics · Physics 2020-03-25 Deepak Gupta , Carlos A. Plata , Arnab Pal

The random arrest of the diffusion of a single particle and its return to its origin has served as the paradigmatic example of a large variety of processes undergoing stochastic resetting. While the implications and applications of…

Soft Condensed Matter · Physics 2025-04-15 Ron Vatash , Yael Roichman

In this paper we develop a probabilistic model of single-particle diffusion in 1D multi-layered media by constructing a multi-layered version of so-called snapping out Brownian motion (BM). The latter sews together successive rounds of…

Statistical Mechanics · Physics 2023-01-10 Paul C. Bressloff

We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…

Statistical Mechanics · Physics 2024-11-05 Thibaut Arnoulx de Pirey