| Literature DB >> 27415186 |
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