In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then the process recommences. Hitherto, the resetting mechanism has been introduced as a symmetric reset about the preferred location. However, in nature, there are several instances where a system can only reset from certain directions, e.g., catastrophic events. Motivated by this, we consider a continuous stochastic process on the positive real line. The process is interrupted at random times occurring at a constant rate, and then the former relocates to a value only if the current one exceeds a threshold; otherwise, it follows the trajectory defined by the underlying process without resetting. An approach to obtain the exact nonequilibrium steady state of such systems and the mean first passage time to reach the origin is presented. Furthermore, we obtain the explicit solutions for two different model systems. Some of the classical results found in symmetric resetting, such as the existence of an optimal resetting, are strongly modified. Finally, numerical simulations have been performed to verify the analytical findings, showing an excellent agreement.

Asymmetric stochastic resetting: Modeling catastrophic events

Gupta D.;Azaele S.
2020

Abstract

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then the process recommences. Hitherto, the resetting mechanism has been introduced as a symmetric reset about the preferred location. However, in nature, there are several instances where a system can only reset from certain directions, e.g., catastrophic events. Motivated by this, we consider a continuous stochastic process on the positive real line. The process is interrupted at random times occurring at a constant rate, and then the former relocates to a value only if the current one exceeds a threshold; otherwise, it follows the trajectory defined by the underlying process without resetting. An approach to obtain the exact nonequilibrium steady state of such systems and the mean first passage time to reach the origin is presented. Furthermore, we obtain the explicit solutions for two different model systems. Some of the classical results found in symmetric resetting, such as the existence of an optimal resetting, are strongly modified. Finally, numerical simulations have been performed to verify the analytical findings, showing an excellent agreement.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3368593
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