Optimal non-Gaussian search with stochastic resetting

Fractional Telegrapher's Equation under Resetting: Non-Equilibrium Stationary States and First-Passage Times

We consider two different time fractional telegrapher's equations under stochastic resetting. Using the integral decomposition method, we found the probability density functions and the mean squared displacements. In the long-time limit, the system approaches non-equilibrium stationary states, while the mean squared displacement saturates due to the resetting mechanism. We also obtain the fractional telegraph process as a subordinated telegraph process by introducing operational time such that the physical time is considered as a Lévy stable process whose characteristic function is the Lévy stable distribution. We also analyzed the survival probability for the first-passage time problem and found the optimal resetting rate for which the corresponding mean first-passage time is minimal.

Lévy flights and Lévy walks under stochastic resetting

Stochastic resetting is a protocol of starting anew, which can be used to facilitate the escape kinetics. We demonstrate that restarting can accelerate the escape kinetics from a finite interval restricted by two absorbing boundaries also in the presence of heavy-tailed, Lévy-type, α-stable noise. However, the width of the domain where resetting is beneficial depends on the value of the stability index α determining the power-law decay of the jump length distribution. For heavier (smaller α) distributions, the domain becomes narrower in comparison to lighter tails. Additionally, we explore connections between Lévy flights (LFs) and Lévy walks (LWs) in the presence of stochastic resetting. First of all, we show that for Lévy walks, the stochastic resetting can also be beneficial in the domain where the coefficient of variation is smaller than 1. Moreover, we demonstrate that in the domain where LWs are characterized by a finite mean jump duration (length), with the increasing width of the interval, the LWs start to share similarities with LFs under stochastic resetting.

Confined modes of single-particle trajectories induced by stochastic resetting

Random trajectories of single particles in living cells contain information about the interaction between particles, as well as with the cellular environment. However, precise consideration of the underlying stochastic properties, beyond normal diffusion, remains a challenge as applied to each particle trajectory separately. In this paper, we show how positions of confined particles in living cells can obey not only the Laplace distribution, but the Linnik one. This feature is detected in experimental data for the motion of G proteins and coupled receptors in cells, and its origin is explained in terms of stochastic resetting. This resetting process generates power-law waiting times, giving rise to the Linnik statistics in confined motion, and also includes exponentially distributed times as a limit case leading to the Laplace one. The stochastic process, which is affected by the resetting, can be Brownian motion commonly found in cells. Other possible models producing similar effects are discussed.

Optimization of escape kinetics by reflecting and resetting

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in a decrease in the mean first passage time due to the ability to limit unfavorably meandering, sub-optimal trajectories. In this paper, we examine how stochastic resetting influences escape dynamics from the (-∞,1) interval in the presence of the single-well power-law |x|κ potentials with κ>0. Examination of the mean first passage time is complemented by the analysis of the coefficient of variation, which provides a robust and reliable indicator assessing the efficiency of stochastic resetting. The restrictive nature of resetting is compared to placing a reflective boundary in the system at hand. In particular, for each potential, the position of the reflecting barrier giving the same mean first passage time as the optimal resetting rate is determined. Finally, in addition to reflecting, we compare the effectiveness of other resetting strategies with respect to optimization of the mean first passage time.

Resetting induced multimodality

Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of Lévy noises, the existence of the stationary state is not only determined by the potential but also by the noise. Potential wells need to be steeper than parabolic in order to assure the existence of stationary states. The existence of stationary states, in sub-harmonic potential wells, can be restored by stochastic resetting, which is the protocol of starting over at random times. Herein, we demonstrate that the combined action of Lévy noise and Poissonian stochastic resetting can result in the phase transition between non-equilibrium stationary states of various multimodality in the overdamped system in super-harmonic potentials. Fine-tuned resetting rates can increase the modality of stationary states, while for high resetting rates, the multimodality is destroyed as the stochastic resetting limits the spread of particles.

Driving rapidly while remaining in control: classical shortcuts from Hamiltonian to stochastic dynamics

Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic equations of motion, introduces time into the description of thermodynamic processes-which opens the way to fine control them. As a result, the field of finite-time thermodynamics of mesoscopic systems has blossomed. In this article, after introducing a few concepts of control for isolated mechanical systems evolving according to deterministic equations of motion, we review the different strategies that have been developed to realize finite-time state-to-state transformations in both over and underdamped regimes, by the proper design of time-dependent control parameters/driving. The systems under study are stochastic, epitomized by a Brownian object immersed in a fluid; they are thus strongly coupled to their environment playing the role of a reservoir. Interestingly, a few of those methods (inverse engineering, counterdiabatic driving, fast-forward) are directly inspired by their counterpart in quantum control. The review also analyzes the control through reservoir engineering. Besides the reachability of a given target state from a known initial state, the question of the optimal path is discussed. Optimality is here defined with respect to a cost function, a subject intimately related to the field of information thermodynamics and the question of speed limit. Another natural extension discussed deals with the connection between arbitrary states or non-equilibrium steady states. This field of control in stochastic thermodynamics enjoys a wealth of applications, ranging from optimal mesoscopic heat engines to population control in biological systems.

Temperature and friction fluctuations inside a harmonic potential

In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether diffusivity fluctuations are interpreted as temperature or friction fluctuations, we show that they display drastically different statistical properties inside the harmonic potential. We compute the characteristic function of the process under both types of interpretations and analyze their limit behavior. Based on the integral representations of the processes we compute the mean-squared displacement and the normalized excess kurtosis. In the long-time limit, we show for friction fluctuations that the probability density function (PDF) always converges to a Gaussian whereas in the case of temperature fluctuations the stationary PDF can display either Gaussian distribution or generalized Laplace (Bessel) distribution depending on the ratio between diffusivity and positional correlation times.

Time-averaging and nonergodicity of reset geometric Brownian motion with drift

How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the future? Specifically, what are the long-time properties of a time-local exponential growth of stock-market prices under the influence of stochastically occurring economic crashes? Here, we derive the ensemble- and time-averaged properties of the respective "economic" or geometric Brownian motion (GBM) with a nonzero drift exposed to a Poissonian constant-rate price-restarting process of "resetting." We examine-based both on thorough analytical calculations and on findings from systematic stochastic computer simulations-the general situation of reset GBM with a nonzero [positive] drift and for all special cases emerging for varying parameters of drift, volatility, and reset rate in the model. We derive and summarize all short- and long-time dependencies for the mean-squared displacement (MSD), the variance, and the mean time-averaged MSD (TAMSD) of the process of Poisson-reset GBM under the conditions of both rare and frequent resetting. We consider three main regions of model parameters and categorize the crossovers between different functional behaviors of the statistical quantifiers of this process. The analytical relations are fully supported by the results of computer simulations. In particular, we obtain that Poisson-reset GBM is a nonergodic stochastic process, with generally MSD(Δ)≠TAMSD(Δ) and Variance(Δ)≠TAMSD(Δ) at short lag times Δ and for long trajectory lengths T. We investigate the behavior of the ergodicity-breaking parameter in each of the three regions of parameters and examine its dependence on the rate of reset at Δ/T≪1. Applications of these theoretical results to the analysis of prices of reset-containing options are pertinent.

General approach to stochastic resetting

We address the effect of stochastic resetting on diffusion and subdiffusion process. For diffusion we find that mean square displacement relaxes to a constant only when the distribution of reset times possess finite mean and variance. In this case, the leading order contribution to the probability density function (PDF) of a Gaussian propagator under resetting exhibits a cusp independent of the specific details of the reset time distribution. For subdiffusion we derive the PDF in Laplace space for arbitrary resetting protocol. Resetting at constant rate allows evaluation of the PDF in terms of H function. We analyze the steady state and derive the rate function governing the relaxation behavior. For a subdiffusive process the steady state could exist even if the distribution of reset times possesses only finite mean.

Tuning of the Dielectric Relaxation and Complex Susceptibility in a System of Polar Molecules: A Generalised Model Based on Rotational Diffusion with Resetting

The application of the fractional calculus in the mathematical modelling of relaxation processes in complex heterogeneous media has attracted a considerable amount of interest lately. The reason for this is the successful implementation of fractional stochastic and kinetic equations in the studies of non-Debye relaxation. In this work, we consider the rotational diffusion equation with a generalised memory kernel in the context of dielectric relaxation processes in a medium composed of polar molecules. We give an overview of existing models on non-exponential relaxation and introduce an exponential resetting dynamic in the corresponding process. The autocorrelation function and complex susceptibility are analysed in detail. We show that stochastic resetting leads to a saturation of the autocorrelation function to a constant value, in contrast to the case without resetting, for which it decays to zero. The behaviour of the autocorrelation function, as well as the complex susceptibility in the presence of resetting, confirms that the dielectric relaxation dynamics can be tuned by an appropriate choice of the resetting rate. The presented results are general and flexible, and they will be of interest for the theoretical description of non-trivial relaxation dynamics in heterogeneous systems composed of polar molecules.