First passage under restart for discrete space and time: Application to one-dimensional confined lattice random walks

被引:58
作者
Bonomo, Ofek Lauber
Pal, Arnab [1 ]
机构
[1] Tel Aviv Univ, Sch Chem, Raymond & Beverly Sackler Fac & Vact Sci, IL-6997801 Tel Aviv, Israel
关键词
DIFFUSION; CATASTROPHES; STATISTICS; MODEL;
D O I
10.1103/PhysRevE.103.052129
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to outperform the completion of many first-passage processes which otherwise would take longer time to finish. However, most of the studies so far assumed continuous time underlying first-passage time processes and moreover considered continuous time resetting restricting out restart processes broken up into synchronized time steps. To bridge this gap, in this paper, we study discrete space and time first-passage processes under discrete time resetting in a general setup without specifying their forms. We sketch out the steps to compute the moments and the probability density function which is often intractable in the continuous time restarted process. A criterion that dictates when restart remains beneficial is then derived. We apply our results to a symmetric and a biased random walker in one-dimensional lattice confined within two absorbing boundaries. Numerical simulations are found to be in excellent agreement with the theoretical results. Our method can be useful to understand the effect of restart on the spatiotemporal dynamics of confined lattice random walks in arbitrary dimensions.
引用
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页数:14
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