Random acceleration process on finite intervals under stochastic restarting

Abstract

The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by the position and velocity. We compare three resetting protocols, which restarts velocity or position (partial resetting) and the whole motion (position and velocity -- full resetting). Using the mean first passage time we assess efficiency of restarting protocols in facilitating or suppressing the escape kinetics. There are fundamental differences between partial resetting scenarios which restart velocity or position, as in the limit of very frequent resets only the position resetting (regardless of initial velocity) can trap the particle in the finite domain of motion. The velocity resetting or the simultaneous position and velocity restarting provide a possibility of facilitating the undamped escape kinetics.

arXiv comment23 pages

References in corpus (31)

• Brownian motors: noisy transport far from equilibrium
• Diffusion with Stochastic Resetting
• Stochastic Resetting and Applications
• Diffusion with Optimal Resetting
• First Passage Under Restart
• Optimal stochastic restart renders fluctuations in first passage times universal
• Experimental realization of diffusion with stochastic resetting
• Optimal mean first-passage time for a Brownian searcher subjected to resetting: experimental and theoretical results
• First passage under stochastic resetting in an interval
• First passage and arrival time densities for Lévy flights and the failure of the method of images
• Leapover lengths and first passage time statistics for Lévy flights
• Levy--Brownian motion on finite intervals: Mean first passage time analysis
• Scaled Brownian motion with renewal resetting
• First passage of a particle in a potential under stochastic resetting: a vanishing transition of optimal resetting rate
• Péclet number governs transition to acceleratory restart in drift-diffusion
• Landau theory of restart transitions
• Optimization in First-Passage Resetting
• Averaged residence times of stochastic motions in bounded domains
• Time to reach the maximum for a random acceleration process
• Diffusing Up the Hill: Dynamics and Equipartition in Highly Unstable Systems
• Space-dependent diffusion with stochastic resetting: A first-passage study
• Random acceleration process under stochastic resetting
• The convex hull for a random acceleration process in two dimensions
• Restoring unitarity in anisotropic quantum cosmological models
• Absorption of a Randomly Accelerated Particle: Gambler's Ruin in a Different Game
• Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by $\alpha$-stable Lévy processes
• Multiplicative Levy noise in bistable systems
• Living on the edge of instability
• Randomly accelerated particle in a box: mean absorption time for partially absorbing and inelastic boundaries
• Underdamped, anomalous kinetics in double-well potentials
• Bounding energy growth in friction-less stochastic oscillators

Cited by in corpus (6)

• The inspection paradox in stochastic resetting
• First-passage Brownian functionals with stochastic resetting
• Random resetting in search problems
• Autocorrelation functions and ergodicity in diffusion with stochastic resetting
• Short-time large deviation of constrained random acceleration process
• Irregular gyration of a two-dimensional random-acceleration process in a confining potential