arXiv Analytics

Sign in

arXiv:2201.12043 [cond-mat.stat-mech]AbstractReferencesReviewsResources

Non-standard diffusion under Markovian resetting in bounded domains

Vicenç Méndez, Axel Masó-Puigdellosas, Daniel Campos

Published 2022-01-28Version 1

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time distribution between consecutive short jumps. We investigate the existence of an optimal reset rate, which minimizes the mean exit passage time, in terms of the statistical properties of the waiting time probability. Generalizing previous results restricted to Markovian random walks, we here find that, depending on the value of the relative standard deviation of the waiting time probability, resetting can be either (i) never beneficial, (ii) beneficial depending on the distance of the reset to the boundary, or (iii) always beneficial.

Related articles: Most relevant | Search more
arXiv:1305.0637 [cond-mat.stat-mech] (Published 2013-05-03)
Trajectory-to-trajectory fluctuations in first-passage phenomena in bounded domains
Lévy flights versus Lévy walks in bounded domains
Fractional Laplacians and Levy flights in bounded domains