Optimal Resetting Brownian Bridges

Authors Benjamin De Bruyne, Satya N. Majumdar, Grégory Schehr

Publication date 6 January 2022

Abstract: We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time

t_{f}

is finite and the searcher returns to its starting point at

t_{f}

. This is simply a Brownian motion with a Poissonian resetting rate

r

to the origin which is constrained to start and end at the origin at time

t_{f}

. We first provide a rejection-free algorithm to generate such resetting bridges in all dimensions by deriving an effective Langevin equation with an explicit space-time dependent drift

and resetting rate

. We also study the efficiency of the search process in one-dimension by computing exactly various observables such as the mean-square displacement, the hitting probability of a fixed target and the expected maximum. Surprisingly, we find that there exists an optimal resetting rate

r^{*}

that maximizes the search efficiency, even in the presence of a bridge constraint. We show however that the physical mechanism responsible for this optimal resetting rate for bridges is entirely different from resetting Brownian motions without the bridge constraint.

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