Péclet number governs transition to acceleratory restart in drift-diffusion
From MaRDI portal
Publication:5056243
DOI10.1088/1751-8121/ab1fccOpenAlexW2900694695WikidataQ122420477 ScholiaQ122420477MaRDI QIDQ5056243
Somrita Ray, Debashis Mondal, Shlomi Reuveni
Publication date: 7 December 2022
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.08239
Related Items (30)
Comparing the roles of time overhead and spatial dimensions on optimal resetting rate vanishing transitions, in Brownian processes with potential bias and stochastic resetting ⋮ Hazard-selfsimilarity of diffusions’ first passage times ⋮ First-passage Brownian functionals with stochastic resetting ⋮ The inspection paradox in stochastic resetting ⋮ Heterogeneous diffusion with stochastic resetting ⋮ Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach ⋮ Autocorrelation functions and ergodicity in diffusion with stochastic resetting ⋮ Resetting random walks in one-dimensional lattices with sinks ⋮ Discrete-time random walks and Lévy flights on arbitrary networks: when resetting becomes advantageous? ⋮ Asymmetric restart in a stochastic climate model: A theoretical perspective to prevent the abnormal precipitation accumulation caused by global warming ⋮ Local time of diffusion with stochastic resetting ⋮ First passage statistics of active random walks on one and two dimensional lattices ⋮ Non-homogeneous random walks with stochastic resetting: an application to the Gillis model ⋮ Freezing transitions of Brownian particles in confining potentials ⋮ First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting ⋮ Weird Brownian motion ⋮ Random acceleration process on finite intervals under stochastic restarting ⋮ Resetting with stochastic return through linear confining potential ⋮ Drift-diffusion on a Cayley tree with stochastic resetting: the localization–delocalization transition ⋮ Stochastic resetting and applications ⋮ Mean-performance of sharp restart I: statistical roadmap ⋮ Diffusive search for a stochastically-gated target with resetting ⋮ Resetting dynamics in a confining potential ⋮ Stochastic resetting with stochastic returns using external trap ⋮ Selfsimilarity of diffusions’ first passage times ⋮ First passage in discrete-time absorbing Markov chains under stochastic resetting ⋮ Tail-behavior roadmap for sharp restart ⋮ Mean-performance of sharp restart: II. Inequality roadmap ⋮ Entropy of sharp restart ⋮ Diversity of sharp restart
Cites Work
- Unnamed Item
- Optimal speedup of Las Vegas algorithms
- The Fokker-Planck equation. Methods of solution and applications.
- Critical market crashes
- Diffusion with optimal resetting
- Diffusion under time-dependent resetting
- Stochastic search with Poisson and deterministic resetting
- Interacting Brownian motion with resetting
- Long time scaling behaviour for diffusion with resetting and memory
- Optimal diffusive search: nonequilibrium resetting versus equilibrium dynamics
- Local time of diffusion with stochastic resetting
- The statistical mechanics of the coagulation–diffusion process with a stochastic reset
- A Guide to First-Passage Processes
- Diffusion with resetting in arbitrary spatial dimension
- Diffusion with resetting in bounded domains
- Diffusion approximation and first passage time problem for a model neuron
- Non-equilibrium steady states of stochastic processes with intermittent resetting
This page was built for publication: Péclet number governs transition to acceleratory restart in drift-diffusion
