Comparison of Brownian jump and Brownian bridge resetting in search for Gaussian target on the line and in space

DOI10.1088/1751-8121/ACE865MaRDI QIDQ6166701zbMATH OpenFDO

Authors Ross G. Pinsky

Publication date 3 August 2023

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

Full work available at URL https://arxiv.org/abs/2205.02063

zbMATH Keywords

Gaussian distributionBrownian bridgeresettingdiffusive searchrandom target

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: For $dge1$ and $r>0$, let $X^{(d;r)}(cdot)$ be a $d$-dimensional Brownian motion with diffusion coefficient $D$, equipped with an exponential clock with rate $r$. When the clock rings, the process jumps to the origin and begins anew. For a parameter $T>0$, let $X^{extbb,d;T}(cdot)$ be the process that performs a $d$-dimensional Brownian bridge with diffusion coefficient $D$ and bridge interval $T$, and then at time $T$ starts anew from the origin, and let $X^{d;T}$ be the process that performs a $d$-dimensional Brownian motion with diffusion coefficient $D$ up until time $T$, at which time it jumps to the origin and begins anew. Denote expectations by $E_0^{d;r},E_0^{extbb,d;T}$ and $E_0^{d;T}$. These Markov processes with resetting search for a random target $ainmathbb{R}^d$ with centered Gaussian distribution of variance $sigm{a}^2$, denoted by $m{u}_{sigm{a}^2}^{extGauss,d}$. Fix $epsilo{n}_0>0$. Let $a{u}_a$ be the hitting time of $a$, for $d=1$, and the hitting time of the $epsilo{n}_0$-ball around $a$, for $dge2$. The expected time to locate the target for each of the processes is $$, where $E_0^{\ast }$ stands for $E_0^{d;r},E_0^{extbb,d;T}$ or $E_0^{d;T}$. For $d=1$ and $d=3$, we calculate the infimum of each of the above expressions over $r>0$ or $T>0$ as appropriate, in order to compare the relative efficiencies of the three search processes. In terms of the parameters $D$ and $sigma$, in the 1-dimensional case these infima scale as $fracsigm{a}^{2}D$, which is a natural scaling, but in the 3-dimensional case, they scale anomalously as $fracsigm{a}^{3}D$. We also show that in the 2-dimensional case, the infimum over $r>0$ for the first of the three search processes scales as $fracsigm{a}^{2}D$ as in the 1-dimensional case.

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Cited in

(2)

• Large time probability of failure in diffusive search with resetting for a random target in ℝ^{𝕕}–A functional analytic approach
• Diffusive search with spatially dependent resetting

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