The cost of stochastic resetting

DOI10.1088/1751-8121/ACF3BBMaRDI QIDQ6096903zbMATH OpenFDO

Authors R. A. Blythe, Martin R. Evans, Satya N. Majumdar

Publication date 15 September 2023

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2304.09348

zbMATH Keywords

renewal equationstochastic resettingcost of resettingdiffusion with resetting

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Resetting a stochastic process has been shown to expedite the completion time of some complex task, such as finding a target for the first time. Here we consider the cost of resetting by associating a cost to each reset, which is a function of the distance travelled during the reset event. We compute the Laplace transform of the joint probability of first passage time $t_f$, number of resets $N$ and resetting cost $C$, and use this to study the statistics of the total cost. We show that in the limit of zero resetting rate the mean cost is finite for a linear cost function, vanishes for a sub-linear cost function and diverges for a super-linear cost function. This result contrasts with the case of no resetting where the cost is always zero. For the case of an exponentially increasing cost function we show that the mean cost diverges at a finite resetting rate. We explain this by showing that the distribution of the cost has a power-law tail with continuously varying exponent that depends on the resetting rate.

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Cited in

(8)

• Hitting probabilities for fast stochastic search
• On a diffusion which stochastically restarts from moving random spatial positions: a non-renewal framework
• Effects of refractory period on stochastic resetting
• Ratchet-mediated resetting: current, efficiency, and exact solution
• Stochastic resetting with stochastic returns using external trap
• Fractional advection diffusion asymmetry equation, derivation, solution and application
• scientific article; zbMATH DE number 10089 (Why is no real title available?)
• The inspection paradox in stochastic resetting

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