Path-integral formalism for stochastic resetting: Exactly solved examples and shortcuts to confinement

Controlling noise with self-organized resetting

Biological systems often consist of a small number of constituents and are therefore inherently noisy. To function effectively, these systems must employ mechanisms to constrain the accumulation of noise. Such mechanisms have been extensively studied and comprise the constraint by external forces, nonlinear interactions, or the resetting of the system to a predefined state. Here, we propose a fourth paradigm for noise constraint: self-organized resetting, where the resetting rate and position emerge from self-organization through time-discrete interactions. We study general properties of self-organized resetting systems using the paradigmatic example of cooperative resetting, where random pairs of Brownian particles are reset to their respective average. We demonstrate that such systems undergo a delocalization phase transition, separating regimes of constrained and unconstrained noise accumulation. Additionally, we show that systems with self-organized resetting can adapt to external forces and optimize search behavior for reaching target values. Self-organized resetting has various applications in nature and technology, which we demonstrate in the context of sexual interactions in fungi and spatial dispersion in shared mobility services. This work opens routes into the application of self-organized resetting across various systems in biology and technology.

Optimizing search processes in systems with state toggling: Exact condition delimiting the efficacy of stochastic resetting strategy

Will the strategy of resetting help a stochastic process to reach its target efficiently, with its environment continually toggling between a strongly favorable and an unfavorable (or weakly favorable) state? A diffusive run-and-tumble motion, transport of molecular motors on or off a filament, and motion under flashing optical traps are special examples of such state toggling. For any general process with toggling under Poisson reset, we derive a mathematical condition for continuous transitions where the advantage rendered by resetting vanishes. For the case of diffusive motion with linear potentials of unequal strength, we present exact solutions, which reveal that there is quite generically a re-entrance of the advantage of resetting as a function of the strength of the strongly favorable potential. This result is shown to be valid for quadratic potential traps by using the general condition of transition.

Accelerating Molecular Dynamics through Informed Resetting

We present a procedure for enhanced sampling of molecular dynamics simulations through informed stochastic resetting. Many phenomena, such as protein folding and crystal nucleation, occur over time scales inaccessible in standard simulations. We recently showed that stochastic resetting can accelerate molecular simulations that exhibit broad transition time distributions. However, standard stochastic resetting does not exploit any information about the reaction progress. For a model system and chignolin in explicit water, we demonstrate that an informed resetting protocol leads to greater accelerations than standard stochastic resetting in molecular dynamics and Metadynamics simulations. This is achieved by resetting only when a certain condition is met, e.g., when the distance from the target along the reaction coordinate is larger than some threshold. We use these accelerated simulations to infer important kinetic observables such as the unbiased mean first-passage time and direct transit time. For the latter, Metadynamics with informed resetting leads to speedups of 2-3 orders of magnitude over unbiased simulations with relative errors of only ∼35-70%. Our work significantly extends the applicability of stochastic resetting for enhanced sampling of molecular simulations.

Unified approach to reset processes and application to coupling between process and reset

Processes under reset, where realizations are interrupted according to some stochastic rule and restarted from the initial state, find broad application in modeling physical, chemical, and biological phenomena and in designing search strategies. While a wealth of theoretical results has been recently obtained, current derivations tend to focus on specific processes, obscuring the general principles and preventing broad applicability. We present a unified approach to those observables of stochastic processes under reset that take the form of averages of functionals depending on the most recent renewal period. We derive general solutions, and determine the conditions for existence and equality of stationary values with and without reset. For intermittent (i.e., broadly distributed) reset times, we derive exact asymptotic expressions for observables that vary asymptotically as a power of time. We illustrate the general approach with results for occupation densities and moments of subdiffusive processes. We focus on subdiffusion-decay processes with microscopic dependence between transport and decay, where the probability of a random walker to be removed and subsequently restarted depends on the local transit times. In contrast to the uncoupled case, restarting the particle upon decay does not produce a probability current associated with restart equal to the decay rate, but instead drastically alters the time dependence of the decay rate and the resulting current due to memory effects associated with ageing. Our framework shows that such effects are independent of the specific microscopic details, uncovering the general impact of restart on occupation densities, spatial moments, and other quantities.

Quest for optimal quantum resetting: Protocols for a particle on a chain

In the classical context, it is well known that, sometimes, if a search does not find its target, it is better to start the process anew. This is known as resetting. The quantum counterpart of resetting also indicates speeding up the detection process by eliminating the dark states, i.e., situations in which the particle avoids detection. In this work, we introduce the most probable position resetting (MPR) protocol, in which, at a given resetting step, resets are done with certain probabilities to the set of possible peak positions (where the probability of finding the particle is maximum) that could occur because of the previous resets and followed by uninterrupted unitary evolution, irrespective of which path was taken by the particle in previous steps. In a tight-binding lattice model, there exists a twofold degeneracy (left and right) of the positions of maximum probability. The survival probability with optimal restart rate approaches 0 (detection probability approaches 1) when the particle is reset with equal probability on both sides path independently. This protocol significantly reduces the optimal mean first-detected-passage time (FDT), and it performs better even if the detector is far apart compared to the usual resetting protocols in which the particle is brought back to the initial position. We propose a modified protocol, an adaptive two-stage MPR, by making the associated probabilities of going to the right and left a function of steps. In this protocol, we see a further reduction of the optimal mean FDT and improvement in the search process when the detector is far apart.

Kuramoto model subject to subsystem resetting: How resetting a part of the system may synchronize the whole of it

We introduce and investigate the effects of a new class of stochastic resetting protocol called subsystem resetting, whereby a subset of the system constituents in a many-body interacting system undergoes bare evolution interspersed with simultaneous resets at random times, while the remaining constituents evolve solely under the bare dynamics. Here, by reset is meant a reinitialization of the dynamics from a given state. We pursue our investigation within the ambit of the well-known Kuramoto model of coupled phase-only oscillators of distributed natural frequencies. Here, the reset protocol corresponds to a chosen set of oscillators being reset to a synchronized state at random times. We find that the mean ω_{0} of the natural frequencies plays a defining role in determining the long-time state of the system. For ω_{0}=0, the system reaches a synchronized stationary state at long times, characterized by a time-independent nonzero value of the synchronization order parameter that quantifies macroscopic order in the system. Moreover, we find that resetting even an infinitesimal fraction of the total number of oscillators, in the extreme limit of infinite resetting rate, has the drastic effect of synchronizing the entire system, even in parameter regimes in which the bare evolution does not support global synchrony. By contrast, for ω_{0}≠0, the dynamics allows at long times either a synchronized stationary state or an oscillatory synchronized state, with the latter characterized by an oscillatory behavior as a function of time of the order parameter, with a nonzero time-independent time average. Our results thus imply that the nonreset subsystem always gets synchronized at long times through the act of resetting of the reset subsystem. Our results, analytical using the Ott-Antonsen ansatz as well as those based on numerical simulations, are obtained for two representative oscillator frequency distributions, namely, a Lorentzian and a Gaussian. Given that it is easier to reset a fraction of the system constituents than the entire system, we discuss how subsystem resetting may be employed as an efficient mechanism to control attainment of global synchrony in the Kuramoto system.

Global density equations for interacting particle systems with stochastic resetting: From overdamped Brownian motion to phase synchronization

A wide range of phenomena in the natural and social sciences involve large systems of interacting particles, including plasmas, collections of galaxies, coupled oscillators, cell aggregations, and economic "agents." Kinetic methods for reducing the complexity of such systems typically involve the derivation of nonlinear partial differential equations for the corresponding global densities. In recent years, there has been considerable interest in the mean field limit of interacting particle systems with long-range interactions. Two major examples are interacting Brownian particles in the overdamped regime and the Kuramoto model of coupled phase oscillators. In this paper, we analyze these systems in the presence of local or global stochastic resetting, where the position or phase of each particle independently or simultaneously resets to its original value at a random sequence of times generated by a Poisson process. In each case, we derive the Dean-Kawasaki (DK) equation describing hydrodynamic fluctuations of the global density and then use a mean field ansatz to obtain the corresponding nonlinear McKean-Vlasov (MV) equation in the thermodynamic limit. In particular, we show how the MV equation for global resetting is driven by a Poisson noise process, reflecting the fact that resetting is common to all of the particles and, thus, induces correlations that cannot be eliminated by taking a mean field limit. We then investigate the effects of local and global resetting on nonequilibrium stationary solutions of the macroscopic dynamics and, in the case of the Kuramoto model, the reduced dynamics on the Ott-Antonsen manifold.

Energy-based stochastic resetting can avoid noise-enhanced stability

The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced stability. This phenomenon implies that under specific noise amplitudes the escape process is delayed. Here, we propose a protocol for stochastic resetting that can avoid the noise-enhanced stability effect. In our approach, instead of resetting the trajectories at certain time intervals, a trajectory is reset when a predefined energy threshold is reached. The trajectories that delay the escape process are the ones that lower their energy due to the stochastic fluctuations. Our resetting approach leverages this fact and avoids long transients by resetting trajectories before they reach low-energy levels. Finally, we show that the chaotic dynamics (i.e., the sensitive dependence on initial conditions) catalyzes the effectiveness of the resetting strategy.

Efficiency of a microscopic heat engine subjected to stochastic resetting

We explore the thermodynamics of stochastic heat engines in the presence of stochastic resetting. The setup comprises an engine whose working substance is a Brownian particle undergoing overdamped Langevin dynamics in a harmonic potential with a time-dependent stiffness, with the dynamics interrupted at random times with a resetting to a fixed location. The effect of resetting to the potential minimum is shown to enhance the efficiency of the engine, while the output work is shown to have a nonmonotonic dependence on the rate of resetting. The resetting events are found to drive the system out of the linear response regime, even for small differences in the bath temperatures. Shifting the reset point from the potential minimum is observed to reduce the engine efficiency. The experimental setup for the realization of such an engine is briefly discussed.

A probabilistic model of diffusion through a semi-permeable barrier

Diffusion through semi-permeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular transport in biological cells to chemical and electrical gap junctions. There are also macroscopic analogues such as animal migration in heterogeneous landscapes. It has recently been shown that one-dimensional diffusion through a barrier with constant permeability κ 0 is equivalent to snapping out Brownian motion (BM). The latter sews together successive rounds of partially reflecting BMs that are restricted to either the left or the right of the barrier. Each round is killed when its Brownian local time exceeds an exponential random variable parameterized by κ 0 . A new round is then immediately started in either direction with equal probability. In this article, we use a combination of renewal theory, Laplace transforms and Green’s function methods to show how an extended version of snapping out BM provides a general probabilistic framework for modelling diffusion through a semi-permeable barrier. This includes modifications of the diffusion process away from the barrier (e.g. stochastic resetting) and non-Markovian models of membrane absorption that kill each round of partially reflected BM. The latter leads to time-dependent permeabilities.

Time-averaging and nonergodicity of reset geometric Brownian motion with drift

How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the future? Specifically, what are the long-time properties of a time-local exponential growth of stock-market prices under the influence of stochastically occurring economic crashes? Here, we derive the ensemble- and time-averaged properties of the respective "economic" or geometric Brownian motion (GBM) with a nonzero drift exposed to a Poissonian constant-rate price-restarting process of "resetting." We examine-based both on thorough analytical calculations and on findings from systematic stochastic computer simulations-the general situation of reset GBM with a nonzero [positive] drift and for all special cases emerging for varying parameters of drift, volatility, and reset rate in the model. We derive and summarize all short- and long-time dependencies for the mean-squared displacement (MSD), the variance, and the mean time-averaged MSD (TAMSD) of the process of Poisson-reset GBM under the conditions of both rare and frequent resetting. We consider three main regions of model parameters and categorize the crossovers between different functional behaviors of the statistical quantifiers of this process. The analytical relations are fully supported by the results of computer simulations. In particular, we obtain that Poisson-reset GBM is a nonergodic stochastic process, with generally MSD(Δ)≠TAMSD(Δ) and Variance(Δ)≠TAMSD(Δ) at short lag times Δ and for long trajectory lengths T. We investigate the behavior of the ergodicity-breaking parameter in each of the three regions of parameters and examine its dependence on the rate of reset at Δ/T≪1. Applications of these theoretical results to the analysis of prices of reset-containing options are pertinent.

Optimal Resetting Brownian Bridges via Enhanced Fluctuations

We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time t_{f} is finite and the searcher returns to its starting point at t_{f}. This is simply a Brownian motion with a Poissonian resetting rate r to the origin which is constrained to start and end at the origin at time t_{f}. We unveil a surprising general mechanism that enhances fluctuations of a Brownian bridge, by introducing a small amount of resetting. This is verified for different observables, such as the mean-square displacement, the hitting probability of a fixed target and the expected maximum. This mechanism, valid for a Brownian bridge in arbitrary dimensions, leads to a finite optimal resetting rate that minimizes the time to search a fixed target. The physical reason behind an optimal resetting rate in this case is entirely different from that of resetting Brownian motions without the bridge constraint. We also derive an exact effective Langevin equation that generates numerically the trajectories of a resetting Brownian bridge in all dimensions via a completely rejection-free algorithm.

First passage in the presence of stochastic resetting and a potential barrier

Diffusion and first passage in the presence of stochastic resetting and potential bias have been of recent interest. We study a few models, systematically progressing in their complexity, to understand the usefulness of resetting. In the parameter space of the models, there are multiple continuous and discontinuous transitions where the advantage of resetting vanishes. We show these results analytically exactly for a tent potential, and numerically accurately for a quartic potential relevant to a magnetic system at low temperatures. We find that the spatial asymmetry of the potential across the barrier, and the number of absorbing boundaries, play a crucial role in determining the type of transition.

Stochastic resetting and first arrival subjected to Gaussian noise and Poisson white noise

We study the dynamics of an overdamped Brownian particle subjected to Poissonian stochastic resetting in a nonthermal bath, characterized by a Poisson white noise and a Gaussian noise. Applying the renewal theory we find an exact analytical expression for the spatial distribution at the steady state. Unlike the single exponential distribution as observed in the case of a purely thermal bath, the distribution is double exponential. Relaxation of the transient spatial distributions to the stationary one, for the limiting cases of Poissonian rate, is investigated carefully. In addition, we study the first-arrival properties of the system in the presence of a delta-function sink with strength κ, where κ=0 and κ=∞ correspond to fully nonreactive and fully reactive sinks, respectively. We explore the effect of two competitive mechanisms: the diffusive spread in the presence of two noises and the increase in probability density around the initial position due to stochastic resetting. We show that there exists an optimal resetting rate, which minimizes the mean first-arrival time (MFAT) to the sink for a given value of the sink strength. We also explore the effect of the strength of the Poissonian noise on MFAT, in addition to sink strength. Our formalism generalizes the diffusion-limited reaction under resetting in a nonequilibrium bath and provides an efficient search strategy for a reactant to find a target site, relevant in a range of biophysical processes.

Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes

How different are the results of constant-rate resetting of anomalous-diffusion processes in terms of their ensemble-averaged versus time-averaged mean-squared displacements (MSDs versus TAMSDs) and how does stochastic resetting impact nonergodicity? We examine, both analytically and by simulations, the implications of resetting on the MSD- and TAMSD-based spreading dynamics of particles executing fractional Brownian motion (FBM) with a long-time memory, heterogeneous diffusion processes (HDPs) with a power-law space-dependent diffusivity D(x)=D_{0}|x|^{γ} and their "combined" process of HDP-FBM. We find, inter alia, that the resetting dynamics of originally ergodic FBM for superdiffusive Hurst exponents develops disparities in scaling and magnitudes of the MSDs and mean TAMSDs indicating weak ergodicity breaking. For subdiffusive HDPs we also quantify the nonequivalence of the MSD and TAMSD and observe a new trimodal form of the probability density function. For reset FBM, HDPs and HDP-FBM we compute analytically and verify by simulations the short-time MSD and TAMSD asymptotes and long-time plateaus reminiscent of those for processes under confinement. We show that certain characteristics of these reset processes are functionally similar despite a different stochastic nature of their nonreset variants. Importantly, we discover nonmonotonicity of the ergodicity-breaking parameter EB as a function of the resetting rate r. For all reset processes studied we unveil a pronounced resetting-induced nonergodicity with a maximum of EB at intermediate r and EB∼(1/r)-decay at large r. Alongside the emerging MSD-versus-TAMSD disparity, this r-dependence of EB can be an experimentally testable prediction. We conclude by discussing some implications to experimental systems featuring resetting dynamics.

Asymmetric stochastic resetting: Modeling catastrophic events

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.

Stochastic resetting and the mean-field dynamics of focal adhesions

In this paper we investigate the effects of diffusion on the dynamics of a single focal adhesion at the leading edge of a crawling cell by considering a simplified model of sliding friction. Using a mean-field approximation, we derive an effective single-particle system that can be interpreted as an overdamped Brownian particle with spatially dependent stochastic resetting. We then use renewal and path-integral methods from the theory of stochastic resetting to calculate the mean sliding velocity under the combined action of diffusion, active forces, viscous drag, and elastic forces generated by the adhesive bonds. Our analysis suggests that the inclusion of diffusion can sharpen the response to changes in the effective stiffness of the adhesion bonds. This is consistent with the hypothesis that force fluctuations could play a role in mechanosensing of the local microenvironment.

Work Fluctuations and Jarzynski Equality in Stochastic Resetting

We consider the paradigm of an overdamped Brownian particle in a potential well, which is modulated through an external protocol, in the presence of stochastic resetting. Thus, in addition to the short range diffusive motion, the particle also experiences intermittent long jumps that reset the particle back at a preferred location. Due to the modulation of the trap, work is done on the system and we investigate the statistical properties of the work fluctuations. We find that the distribution function of the work typically, in asymptotic times, converges to a universal Gaussian form for any protocol as long as that is also renewed after each resetting event. When observed for a finite time, we show that the system does not generically obey the Jarzynski equality that connects the finite time work fluctuations to the difference in free energy. Nonetheless, we identify herein a restricted set of protocols which embraces the relation. In stark contrast, the Jarzynski equality is always fulfilled when the protocols continue to evolve without being reset. We present a set of exactly solvable models, demonstrate the validation of our theory and carry out numerical simulations to illustrate these findings. Finally, we have pointed out possible realistic implementations for resetting in experiments using the so-called engineered swift equilibration.

Exact distributions of currents and frenesy for Markov bridges

We consider discrete-time Markov bridges, chains whose initial and final states coincide. We derive exact finite-time formulae for the joint probability distributions of additive functionals of trajectories. We apply our theory to time-integrated currents and frenesy of enzymatic reactions, which may include absolutely irreversible transitions. We discuss the information that frenesy carries about the currents and show that bridges may violate known uncertainty relations in certain cases. Numerical simulations are in perfect agreement with our theory.

Symmetric exclusion process under stochastic resetting

We study the behavior of a symmetric exclusion process (SEP) in the presence of stochastic resetting where the configuration of the system is reset to a steplike profile with a fixed rate r. We show that the presence of resetting affects both the stationary and dynamical properties of SEPs strongly. We compute the exact time-dependent density profile and show that the stationary state is characterized by a nontrivial inhomogeneous profile in contrast to the flat one for r=0. We also show that for r>0 the average diffusive current grows linearly with time t, in stark contrast to the sqrt[t] growth for r=0. In addition to the underlying diffusive current, we identify the resetting current in the system which emerges due to the sudden relocation of the particles to the steplike configuration and is strongly correlated to the diffusive current. We show that the average resetting current is negative, but its magnitude also grows linearly with time t. We also compute the probability distributions of the diffusive current, resetting current, and total current (sum of the diffusive and the resetting currents) using the renewal approach. We demonstrate that while the typical fluctuations of both the diffusive and reset currents around the mean are typically Gaussian, the distribution of the total current shows a strong non-Gaussian behavior.

Quantum Martingale Theory and Entropy Production

We employ martingale theory to describe fluctuations of entropy production for open quantum systems in nonequilbrium steady states. Using the formalism of quantum jump trajectories, we identify a decomposition of entropy production into an exponential martingale and a purely quantum term, both obeying integral fluctuation theorems. An important consequence of this approach is the derivation of a set of genuine universal results for stopping-time and infimum statistics of stochastic entropy production. Finally, we complement the general formalism with numerical simulations of a qubit system.

First passage of a particle in a potential under stochastic resetting: A vanishing transition of optimal resetting rate

First passage in a stochastic process may be influenced by the presence of an external confining potential, as well as "stochastic resetting" in which the process is repeatedly reset back to its initial position. Here, we study the interplay between these two strategies, for a diffusing particle in a one-dimensional trapping potential V(x), being randomly reset at a constant rate r. Stochastic resetting has been of great interest as it is known to provide an "optimal rate" (r_{*}) at which the mean first passage time is a minimum. On the other hand, an attractive potential also assists in the first capture process. Interestingly, we find that for a sufficiently strong external potential, the advantageous optimal resetting rate vanishes (i.e., r_{*}→0). We derive a condition for this optimal resetting rate vanishing transition, which is continuous. We study this problem for various functional forms of V(x), some analytically, and the rest numerically. We find that the optimal rate r_{*} vanishes with a deviation from the critical strength of the potential as a power law with an exponent β which appears to be universal.

First Passage under Restart with Branching

First passage under restart with branching is proposed as a generalization of first passage under restart. Strong motivation to study this generalization comes from the observation that restart with branching can expedite the completion of processes that cannot be expedited with simple restart; yet a sharp and quantitative formulation of this statement is still lacking. We develop a comprehensive theory of first passage under restart with branching. This reveals that two widely applied measures of statistical dispersion-the coefficient of variation and the Gini index-come together to determine how restart with branching affects the mean completion time of an arbitrary stochastic process. The universality of this result is demonstrated and its connection to extreme value theory is also pointed out and explored.

Integral fluctuation theorems for stochastic resetting systems

We study the stochastic thermodynamics of resetting systems. Violation of microreversibility means that the well-known derivations of fluctuations theorems break down for dynamics with resetting. Despite that we show that stochastic resetting systems satisfy two integral fluctuation theorems. The first is the Hatano-Sasa relation describing the transition between two steady states. The second integral fluctuation theorem involves a functional that includes both dynamical and thermodynamic contributions. We find that the second law-like inequality found by Fuchs et al. for resetting systems [Europhys. Lett. 113, 60009 (2016)EULEEJ0295-507510.1209/0295-5075/113/60009] can be recovered from this integral fluctuation theorem with the help of Jensen's inequality.