Scaled Brownian motion with renewal resetting
- We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient D(t)∼tα−1 with α>0 (scaled Brownian motion) is stochastically reset to its initial position, and starts anew. In the present work we discuss the situation in which the memory on the value of the diffusion coefficient at a resetting time is erased, so that the whole process is a fully renewal one. The situation when the resetting of the coordinate does not affect the diffusion coefficient's time dependence is considered in the other work of this series [A. S. Bodrova et al., Phys. Rev. E 100, 012119 (2019)]. We show that the properties of the probability densities in such processes (erasing or retaining the memory on the diffusion coefficient) are vastly different. In addition we discuss the first-passage properties of the scaled Brownian motion with renewal resetting and consider the dependence of the efficiency of search on the parameters of the process.
Verfasserangaben: | Anna S. BodrovaORCiD, Aleksei V. ChechkinORCiDGND, Igor M. SokolovORCiDGND |
---|---|
DOI: | https://doi.org/10.1103/PhysRevE.100.012120 |
ISSN: | 2470-0045 |
ISSN: | 2470-0053 |
Pubmed ID: | https://pubmed.ncbi.nlm.nih.gov/31499761 |
Titel des übergeordneten Werks (Englisch): | Physical review : E, Statistical, nonlinear and soft matter physics |
Verlag: | American Physical Society |
Verlagsort: | College Park |
Publikationstyp: | Wissenschaftlicher Artikel |
Sprache: | Englisch |
Datum der Erstveröffentlichung: | 15.07.2019 |
Erscheinungsjahr: | 2019 |
Datum der Freischaltung: | 07.01.2021 |
Band: | 100 |
Ausgabe: | 1 |
Seitenanzahl: | 13 |
Fördernde Institution: | Deutsche ForschungsgemeinschaftGerman Research Foundation (DFG) [ME1535/6-1] |
Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
DDC-Klassifikation: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
Peer Review: | Referiert |
Publikationsweg: | Open Access / Green Open-Access |