Stochastic resetting by a random amplitude

Stochastic resetting, a diffusive process whose amplitude is reset to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. Here we generalize the resetting step by introducing a random resetting amplitude such that the diffusing parti...

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Detalles Bibliográficos
Autores: Dahlenburg, M., Chechkin, A. V., Schumer, R., Metzler, R.
Tipo de recurso: artículo
Estado:Versión enviada para evaluación y publicación
Fecha de publicación:2021
País:España
Institución:Basque Center for Applied Mathematics (BCAM)
Repositorio:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/1293
Acceso en línea:http://hdl.handle.net/20.500.11824/1293
Access Level:acceso abierto
Palabra clave:Random walks
Descripción
Sumario:Stochastic resetting, a diffusive process whose amplitude is reset to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. Here we generalize the resetting step by introducing a random resetting amplitude such that the diffusing particle may be only partially reset towards the trajectory origin or even overshoot the origin in a resetting step. We introduce different scenarios for the random-amplitude stochastic resetting process and discuss the resulting dynamics. Direct applications are geophysical layering (stratigraphy) and population dynamics or financial markets, as well as generic search processes.

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