Lévy flights and Lévy walks under stochastic resetting
arXiv:2311.16014 · doi:10.1103/PhysRevE.109.044147
Abstract
Stochastic resetting is a protocol of starting anew, which can be used to facilitate the escape kinetics. We demonstrate that restarting can accelerate the escape kinetics from a finite interval restricted by two absorbing boundaries also in the presence of heavy-tailed, Lévy type, -stable noise. However, the width of the domain where resetting is beneficial depends on the value of the stability index determining power-law decay of jump length distribution. For heavier (smaller ) distributions the domain becomes narrower in comparison to lighter tails. Additionally, we explore connections between Lévy flights and Lévy walks in presence of stochastic resetting. First of all, we show that for Lévy walks, the stochastic resetting can be beneficial also in the domain where coefficient of variation is smaller than 1. Moreover, we demonstrate that in the domain where LW are characterized by a finite mean jump duration/length, with the increasing width of the interval LW start to share similarities with LF under stochastic resetting.
arXiv comment9 pages, 6 figures
References in corpus (34)
- The scaling laws of human travel
- Diffusion with Stochastic Resetting
- Lévy walks
- Stretched exponential distributions in Nature and Economy: ``Fat tails'' with characteristic scales
- Stochastic Resetting and Applications
- Levy Flights in External Force Fields: Langevin and Fractional Fokker-Planck Equations, and their Solutions
- First Passage Under Restart
- First order transition for the optimal search time of Lévy flights with resetting
- Optimal stochastic restart renders fluctuations in first passage times universal
- Levy Flight Superdiffusion: An Introduction
- Diffusion in a potential landscape with stochastic resetting
- Diffusion with stochastic resetting at power-law times
- First passage under stochastic resetting in an interval
- The Michaelis-Menten reaction scheme as a unified approach towards the optimal restart problem
- Optimal first arrival times in Lévy flights with resetting
- Stochastic resetting: A (very) brief review
- Search with home returns provides advantage under high uncertainty
- Lévy flights of photons in hot atomic vapours
- Resetting processes with non-instanteneous return
- From the area under the Bessel excursion to anomalous diffusion of cold atoms
- Landau theory of restart transitions
- Diffusion with stochastic resetting is invariant to return speed
- Stochastic resetting by a random amplitude
- Levy stable two-sided distributions: exact and explicit densities for asymmetric case
- Fluctuation relations for anomalous dynamics
- Fluctuation relation for a Lévy particle
- The cost of stochastic resetting
- Continuous time random walks under Markovian resetting
- Anomalous fluctuation relations
- Continuous time random walks and Lévy walks with stochastic resetting
- Fluctuation-dissipation relations under Levy noises
- Heat and work distributions for mixed Gauss-Cauchy process
- GDP growth rates as confined Lévy flights
- Escape from bounded domains driven by multi-variate -stable noises