Optimization and growth in first-passage resetting

Author:

De Bruyne B,Randon-Furling J,Redner S

Abstract

Abstract We combine the processes of resetting and first passage, resulting in first-passage resetting, where the resetting of a random walk to a fixed position is triggered by the first-passage event of the walk itself. In an infinite domain, first-passage resetting of isotropic diffusion is non-stationary, and the number of resetting events grows with time according to t . We analytically calculate the resulting spatial probability distribution of the particle, and also obtain the distribution by geometric-path decomposition. In a finite interval, we define an optimization problem that is controlled by first-passage resetting; this scenario is motivated by reliability theory. The goal is to operate a system close to its maximum capacity without experiencing too many breakdowns. However, when a breakdown occurs the system is reset to its minimal operating point. We define and optimize an objective function that maximizes reward for being close to the maximum level of operation and imposes a penalty for each breakdown. We also investigate extensions of this basic model, firstly to include a delay after each reset, and also to two dimensions. Finally, we study the growth dynamics of a domain in which the domain boundary recedes by a specified amount whenever the diffusing particle reaches the boundary, after which a resetting event occurs. We determine the growth rate of the domain for a semi-infinite line and a finite interval and find a wide range of behaviors that depend on how much recession occurs when the particle hits the boundary.

Publisher

IOP Publishing

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Statistical and Nonlinear Physics

Reference59 articles.

1. Stochastic Problems in Physics and Astronomy

2. Some applications of first-passage ideas to finance;Chicheportiche,2014

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