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arXiv · 2005.00957

Optimization in First-Passage Resetting

B. De Bruyne·J. Randon-Furling·S. Redner
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Abstract

We investigate classic diffusion with the added feature that a diffusing particle is reset to its starting point each time the particle reaches a specified threshold. In an infinite domain, this process is non-stationary and its probability distribution exhibits rich features. In a finite domain, we define a non-trivial optimization in which a cost is incurred whenever the particle is reset and a reward is obtained while the particle stays near the reset point. We derive the condition to optimize the net gain in this system, namely, the reward minus the cost.

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BibTeXRIS

B. De Bruyne, J. Randon-Furling, S. Redner. 2020-05-03. Optimization in First-Passage Resetting. https://doi.org/10.1103/physrevlett.125.050602

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