Literature DB >> 27415186

Diffusion with stochastic resetting at power-law times.

Apoorva Nagar1, Shamik Gupta2.   

Abstract

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals τ distributed as a power law ∼τ^{-(1+α)};α>0? Modeling the stochastic process by diffusion and the large changes as abrupt resets to the initial condition, we obtain exact closed-form expressions for both static and dynamic quantities, while accounting for strong correlations implied by a power law. Our results show that the resulting dynamics exhibits a spectrum of rich long-time behavior, from an ever-spreading spatial distribution for α<1, to one that is time independent for α>1. The dynamics has strong consequences on the time to reach a distant target for the first time; we specifically show that there exists an optimal α that minimizes the mean time to reach the target, thereby offering a step towards a viable strategy to locate targets in a crowded environment.

Year:  2016        PMID: 27415186     DOI: 10.1103/PhysRevE.93.060102

Source DB:  PubMed          Journal:  Phys Rev E        ISSN: 2470-0045            Impact factor:   2.529


  1 in total

1.  A Semi-Deterministic Random Walk with Resetting.

Authors:  Javier Villarroel; Miquel Montero; Juan Antonio Vega
Journal:  Entropy (Basel)       Date:  2021-06-28       Impact factor: 2.524

  1 in total

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