Interacting Brownian Motion with Resetting

Abstract

We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the steady-state distributions and study the late time relaxation behavior to the stationary state.

13 pages, 4 figures

References in corpus (5)

• First order transition for the optimal search time of Lévy flights with resetting
• Diffusion in a potential landscape with stochastic resetting
• Dynamical transition in the temporal relaxation of stochastic processes under resetting
• Stochastic Search with Poisson and Deterministic Resetting
• Monotonous continuous-time random walks with drift and stochastic reset events

Cited by in corpus (3)

• Stochastic resetting in underdamped Brownian motion
• Continuous-time random walks with reset events: Historical background and new perspectives
• Anomalous diffusion in random-walks with memory-induced relocations