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.
Author details: | 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 |
Title of parent work (English): | Physical review : E, Statistical, nonlinear and soft matter physics |
Publisher: | American Physical Society |
Place of publishing: | College Park |
Publication type: | Article |
Language: | English |
Date of first publication: | 2019/07/15 |
Publication year: | 2019 |
Release date: | 2021/01/07 |
Volume: | 100 |
Issue: | 1 |
Number of pages: | 13 |
Funding institution: | Deutsche ForschungsgemeinschaftGerman Research Foundation (DFG) [ME1535/6-1] |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
DDC classification: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
Peer review: | Referiert |
Publishing method: | Open Access / Green Open-Access |