Diffusion under time-dependent resetting

DOI10.1088/1751-8113/49/22/225001MaRDI QIDQ3186242zbMATH OpenOpenAlexFDO

Authors Arnab Pal, Anupam Kundu, Martin R. Evans

Publication date 9 August 2016

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.08211

zbMATH Keywords

Brownian particlediffusionlarge deviationsMarkov processesmean fisrt passage timeminimizationstochastic resetting

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Large deviations (60F10) Diffusion processes (60J60) Brownian motion (60J65)

Abstract: We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t) for a steady-state probability distribution of the position of the particle to exist. We derive the form of the steady-state distributions under some particular choices of r(t) and also consider the late time relaxation behavior of the probability distribution. Finally we consider first passage time properties for the Brownian particle to reach the origin and derive a formula for the mean first passage time. We study optimal properties of the mean first passage time and show that a threshold function is at least locally optimal for the problem of minimizing the mean first passage time.

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