We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Poissonian resetting of subdiffusion in a linear potential.
- Authors
Stanislavsky, A. A.
- Abstract
Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a constant drift under Poissonian resetting. In this model the stochastic process is Brownian motion subordinated by an inverse infinitely divisible process (subordinator). Although this approach includes a wide class of subdiffusive system with Poissonian resetting by using different subordinators, each of such systems has a stationary state with the asymmetric Laplace distribution in which the scale and asymmetric parameters depend on the Laplace exponent of the subordinators used. Moreover, the mean time for the particle to reach a target is finite and has a minimum, optimal with respect to the resetting rate. Features of Lévy motion under this resetting and the effect of a linear potential are discussed.
- Subjects
WIENER processes; LAPLACE distribution; STOCHASTIC processes; NONEQUILIBRIUM statistical mechanics; PARTICLE motion
- Publication
Condensed Matter Physics, 2023, Vol 26, Issue 4, p1
- ISSN
1607-324X
- Publication type
Article
- DOI
10.5488/CMP.26.43501