论文标题
通过部分重置扩散
Diffusion with Partial Resetting
论文作者
论文摘要
受自然界中许多例子的启发,在过去的十年中对随机过程进行了随机重置。特别是,在重置粒子后将粒子返回其初始位置时,考虑了各种随机粒子运动。在这里,我们将扩散模型概括为重置以解释粒子仅返回其距离的一小部分的情况,例如一半。我们表明,该模型始终达到稳态分布,可以将其写入无限的独立laplace随机变量的无限总和。结果,我们发现,稳态从已知的拉普拉斯形式转变,该形式以完全重置为高斯形式的极限获得,该形式接近无重置的极限。表明类似的过渡通过漂移扩散显示,其稳态也可以表示为独立随机变量的无限总和。最后,我们扩展了分析,以通过部分重置捕获漂移扩散的时间演变,提供了自下而上的概率结构,该概率结构为在傅立叶宽度空间中的时间依赖分布提供了封闭形式的解决方案。讨论了通过部分重置扩散的可能扩散和应用。
Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is returned to its initial position. Here we generalize the model of diffusion with resetting to account for situations where a particle is returned only a fraction of its distance to the origin, e.g., half way. We show that this model always attains a steady-state distribution which can be written as an infinite sum of independent, but not identical, Laplace random variables. As a result, we find that the steady-state transitions from the known Laplace form which is obtained in the limit of full resetting to a Gaussian form which is obtained close to the limit of no resetting. A similar transition is shown to be displayed by drift-diffusion whose steady-state can also be expressed as an infinite sum of independent random variables. Finally, we extend our analysis to capture the temporal evolution of drift-diffusion with partial resetting, providing a bottom-up probabilistic construction that yields a closed form solution for the time dependent distribution of this process in Fourier-Laplace space. Possible extensions and applications of diffusion with partial resetting are discussed.