Time-dependent probability density function for partial resetting dynamics

DOI10.1088/1367-2630/ACED1DMaRDI QIDQ6437610zbMATH OpenFDO

Authors Costantino Di Bello, Aleksei V. Chechkin, Alexander Hartmann, Zbigniew Palmowski, Ralf Metzler

Publication date 23 May 2023

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1088/1367-2630/ACED1D

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX) Relativity and gravitational theory (83-XX)

Abstract: Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage times to a target. Recently the concept of partial resetting, in which the particle is reset to a given fraction of the current value of the process, has been established and the associated search behaviour analysed. Here we go one step further and we develop a general technique to determine the time-dependent probability density function (PDF) for Markov processes with partial resetting. We obtain an exact representation of the PDF in the case of general symmetric L'evy flights with stable index $0<alphale2$. For Cauchy and Brownian motions (i.e., $alpha=1,2$), this PDF can be expressed in terms of elementary functions in position space. We also determine the stationary PDF. Our numerical analysis of the PDF demonstrates intricate crossover behaviours as function of time.

Cited in

(10)

• Thermodynamic work of partial resetting
• Unbiased density computation for stochastic resetting
• Partial stochastic resetting with refractory periods
• Brownian motion with partial resetting conditioned to stay positive
• First-passage properties of the jump process with a drift. Two exactly solvable cases
• Partial versus total resetting for Lévy flights in d dimensions: similarities and discrepancies
• Optimal conditions for first passage of jump processes with resetting
• Numerical prediction of the steady-state distribution under stochastic resetting from measurements
• First-passage properties of the jump process with a drift. The general case
• Anomalous diffusion and fluctuations in complex systems and networks

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