Universal Survival Probability for a d-Dimensional Run-and-Tumble Particle

Optimal conditions for first passage of jump processes with resetting

We investigate the first passage time beyond a barrier located at b≥0 of a random walk with independent and identically distributed jumps, starting from x0=0. The walk is subject to stochastic resetting, meaning that after each step the evolution is restarted with fixed probability r. We consider a resetting protocol that is an intermediate situation between a random walk (r=0) and an uncorrelated sequence of jumps all starting from the origin (r=1) and derive a general condition for determining when restarting the process with 0 Collapse

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Affiliation(s)

Mattia Radice Max Planck Institute for the Physics of Complex Systems, 01187 Dresden, Germany
Giampaolo Cristadoro Dipartimento di Matematica e Applicazioni, Università degli Studi Milano-Bicocca, 20126 Milan, Italy
Samudrajit Thapa Max Planck Institute for the Physics of Complex Systems, 01187 Dresden, Germany

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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.

Generalized two-state random walk model: Nontrivial anomalous diffusion, aging, and ergodicity breaking

The intermittent stochastic motion is a dichotomous process that alternates between two distinct states. This phenomenon, observed across various physical and biological systems, is attracting increasing interest and highlighting the need for comprehensive theories to describe it. In this paper, we introduce a generalized intermittent random walk model based on a renewal process that alternates between the continuous time random walk (CTRW) state and the generalized Lévy walk (gLW) state. Notably, the nonlinear space-time coupling inherent in the gLW state allows this generalized model to encompass a variety of random walk models and makes it applicable to diverse systems. By deriving the velocity correlation function and utilizing the scaling Green-Kubo relation, the ensemble-averaged and time-averaged mean-squared displacement (MSD) is calculated, and the anomalous diffusive behavior, aging effect, and ergodic property of the model are further analyzed and discussed. The results reveal that, due to the intermittent nature, there are two diffusive terms in the expression of the MSD, and the diffusion can be intermediately characterized by the diffusive term with the largest diffusion coefficient instead of the diffusive term with the largest diffusion exponent, which is significantly different from single-state stochastic process. We demonstrate that, due to the power-law distribution of sojourn times, nonlinear space-time coupling, and intermittent characteristics, both ergodicity and nonergodicity can coexist in intermittent stochastic processes.

Run-and-tumble particle in one-dimensional potentials: Mean first-passage time and applications

We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for active systems, moving within an arbitrary external potential. Using backward Fokker-Planck equations, we derive the differential equation satisfied by its mean first-passage time (MFPT) to an absorbing target, which, without any loss of generality, is placed at the origin. Depending on the shape of the potential, we identify four distinct "phases," with a corresponding expression for the MFPT in every case, which we derive explicitly. To illustrate these general expressions, we derive explicit formulas for two specific cases which we study in detail: a double-well potential and a logarithmic potential. We then present different applications of these general formulas to (1) the generalization of the Kramers escape law for an RTP in the presence of a potential barrier, (2) the "trapping" time of an RTP moving in a harmonic well, and (3) characterizing the efficiency of the optimal search strategy of an RTP subjected to stochastic resetting. Our results reveal that the MFPT of an RTP in an external potential exhibits a far more complex and, at times, counterintuitive behavior compared to that of a passive particle (e.g., Brownian) in the same potential.

Nature of barriers determines first passage times in heterogeneous media

Intuition suggests that passage times across a region increase with the number of barriers along the path. Can this fail depending on the nature of the barrier? To probe this fundamental question, we exactly solve for the first passage time in general d-dimensions for diffusive transport through a spatially patterned array of obstacles - either entropic or energetic, depending on the nature of the obstacles. For energetic barriers, we show that first passage times vary non-monotonically with the number of barriers, while for entropic barriers it increases monotonically. This non-monotonicity for energetic barriers is further reflected in the behaviour of effective diffusivity as well. We then design a simple experiment where a robotic bug navigates in a heterogeneous environment through a spatially patterned array of obstacles to validate our predictions. Finally, using numerical simulations, we show that this non-monotonic behaviour for energetic barriers is general and extends to even super-diffusive transport.

Decorrelation of a leader by an increasing number of followers

We compute the connected two-time correlator of the maximum M_{N}(t) of N independent Gaussian stochastic processes (GSPs) characterized by a common correlation coefficient ρ that depends on the two times t_{1} and t_{2}. We show analytically that this correlator, for fixed times t_{1} and t_{2}, decays for large N as a power law N^{-γ} (with logarithmic corrections) with a decorrelation exponent γ=(1-ρ)/(1+ρ) that depends only on ρ, but otherwise is universal for any GSP. We study several examples of physical processes including the fractional Brownian motion (fBm) with Hurst exponent H and the Ornstein-Uhlenbeck process (OUP). For the fBm, ρ is only a function of τ=sqrt[t_{1}/t_{2}] and we find an interesting freezing transition at a critical value τ=τ_{c}=(3-sqrt[5])/2. For τ<τ_{c}, there is an optimal H^{*}(τ)>0 that maximizes the exponent γ and this maximal value freezes to γ=1/3 for τ>τ_{c}. For the OUP, we show that γ=tanh(μ|t_{1}-t_{2}|/2), where μ is the stiffness of the harmonic trap. Numerical simulations confirm our analytical predictions.

Anomalous diffusion of active Brownian particles in responsive elastic gels: Nonergodicity, non-Gaussianity, and distributions of trapping times

Understanding actual transport mechanisms of self-propelled particles (SPPs) in complex elastic gels-such as in the cell cytoplasm, in in vitro networks of chromatin or of F-actin fibers, or in mucus gels-has far-reaching consequences. Implications beyond biology/biophysics are in engineering and medicine, with a particular focus on microrheology and on targeted drug delivery. Here, we examine via extensive computer simulations the dynamics of SPPs in deformable gellike structures responsive to thermal fluctuations. We treat tracer particles comparable to and larger than the mesh size of the gel. We observe distinct trapping events of active tracers at relatively short times, leading to subdiffusion; it is followed by an escape from meshwork-induced traps due to the flexibility of the network, resulting in superdiffusion. We thus find crossovers between different transport regimes. We also find pronounced nonergodicity in the dynamics of SPPs and non-Gaussianity at intermediate times. The distributions of trapping times of the tracers escaping from "cages" in our quasiperiodic gel often reveal the existence of two distinct timescales in the dynamics. At high activity of the tracers these timescales become comparable. Furthermore, we find that the mean waiting time exhibits a power-law dependence on the activity of SPPs (in terms of their Péclet number). Our results additionally showcase both exponential and nonexponential trapping events at high activities. Extensions of this setup are possible, with the factors such as anisotropy of the particles, different topologies of the gel network, and various interactions between the particles (also of a nonlocal nature) to be considered.

Universal distribution of the number of minima for random walks and Lévy flights

We compute exactly the full distribution of the number m of local minima in a one-dimensional landscape generated by a random walk or a Lévy flight. We consider two different ensembles of landscapes, one with a fixed number of steps N and the other till the first-passage time of the random walk to the origin. We show that the distribution of m is drastically different in the two ensembles (Gaussian in the former case, while having a power-law tail m^{-3/2} in the latter case). However, the most striking aspect of our results is that, in each case, the distribution is completely universal for all m (and not just for large m), i.e., independent of the jump distribution in the random walk. This means that the distributions are exactly identical for Lévy flights and random walks with finite jump variance. Our analytical results are in excellent agreement with our numerical simulations.

Large deviations in statistics of the local time and occupation time for a run and tumble particle

We investigate the statistics of the local time T=∫_{0}^{T}δ(x(t))dt that a run and tumble particle (RTP) x(t) in one dimension spends at the origin, with or without an external drift. By relating the local time to the number of times the RTP crosses the origin, we find that the local time distribution P(T) satisfies the large deviation principle P(T)∼e^{-TI(T/T)} in the large observation time limit T→∞. Remarkably, we find that in the presence of drift the rate function I(ρ) is nonanalytic: we interpret its singularity as a dynamical phase transition of first order. We then extend these results by studying the statistics of the amount of time R that the RTP spends inside a finite interval (i.e., the occupation time), with qualitatively similar results. In particular, this yields the long-time decay rate of the probability P(R=T) that the particle does not exit the interval up to time T. We find that the conditional end-point distribution exhibits an interesting change of behavior from unimodal to bimodal as a function of the size of the interval. To study the occupation time statistics, we extend the Donsker-Varadhan large-deviation formalism to the case of RTPs, for general dynamical observables and possibly in the presence of an external potential.

Extreme value statistics of jump processes

We investigate extreme value statistics (EVS) of general discrete time and continuous space symmetric jump processes. We first show that for unbounded jump processes, the semi-infinite propagator G_{0}(x,n), defined as the probability for a particle issued from zero to be at position x after n steps whilst staying positive, is the key ingredient needed to derive a variety of joint distributions of extremes and times at which they are reached. Along with exact expressions, we extract universal asymptotic behaviors of such quantities. For bounded, semi-infinite jump processes killed upon first crossing of zero, we introduce the strip probability μ_{0,[under x]̲}(n), defined as the probability that a particle issued from zero remains positive and reaches its maximum x on its nth^{} step exactly. We show that μ_{0,[under x]̲}(n) is the essential building block to address EVS of semi-infinite jump processes, and obtain exact expressions and universal asymptotic behaviors of various joint distributions.

Intermittent Kac's flights and the generalized telegrapher's equation

A generalized one-dimensional telegrapher equation associated with an intermittent change of sign in the velocity of a Kac's flight has been proposed. To solve this random differential equation, we used the enlarged master equation approach to obtain the exact differential equation for the evolution of a normalized positive distribution. This distribution is associated with a generalized finite-velocity diffusionlike process. We studied the robustness of the ballistic regime, the cutoff of its domain, and the time-dependent Gaussian convergence. The second moment for the evolution of the profile has been studied as a function of non-Poisson statistics (possibly intermittent) for the time intervals Δ_{ij} in the Kac's flight. Numerical results for the evolution of sharp and wide initial profiles have also been presented. In addition, for comparison with a non-Gaussian process at all times, we have revisited the non-Markov Poisson's flight with exponential pulses. A theory for generalized random flights with intermittent stochastic velocity and in the presence of a force is also presented, and the stationary distribution for two classes of potential has been obtained.

Controlling Uncertainty of Empirical First-Passage Times in the Small-Sample Regime

We derive general bounds on the probability that the empirical first-passage time τ[over ¯]_{n}≡∑_{i=1}^{n}τ_{i}/n of a reversible ergodic Markov process inferred from a sample of n independent realizations deviates from the true mean first-passage time by more than any given amount in either direction. We construct nonasymptotic confidence intervals that hold in the elusive small-sample regime and thus fill the gap between asymptotic methods and the Bayesian approach that is known to be sensitive to prior belief and tends to underestimate uncertainty in the small-sample setting. We prove sharp bounds on extreme first-passage times that control uncertainty even in cases where the mean alone does not sufficiently characterize the statistics. Our concentration-of-measure-based results allow for model-free error control and reliable error estimation in kinetic inference, and are thus important for the analysis of experimental and simulation data in the presence of limited sampling.

Generalized disorder averages and current fluctuations in run and tumble particles

We present exact results for the fluctuations in the number of particles crossing the origin up to time t in a collection of noninteracting run and tumble particles in one dimension. In contrast to passive systems, such active particles are endowed with two inherent degrees of freedom, positions and velocities, which can be used to construct density and magnetization fields. We introduce generalized disorder averages associated with both these fields and perform annealed and quenched averages over various initial conditions. We show that the variance σ^{2} of the current in annealed versus quenched magnetization situations exhibits a surprising difference at short times, σ^{2}∼t vs σ^{2}∼t^{2}, respectively, with a sqrt[t] behavior emerging at large times. Our analytical results demonstrate that in the strictly quenched scenario, where both the density and magnetization fields are initially frozen, the fluctuations in the current are strongly suppressed. Importantly, these anomalous fluctuations cannot be obtained solely by freezing the density field.

Leftward, rightward, and complete exit-time distributions of jump processes

First-passage properties of continuous stochastic processes confined in a one-dimensional interval are well described. However, for jump processes (discrete random walks), the characterization of the corresponding observables remains elusive, despite their relevance in various contexts. Here we derive exact asymptotic expressions for the leftward, rightward, and complete exit-time distributions from the interval [0,x] for symmetric jump processes starting from x_{0}=0, in the large x and large time limit. We show that both the leftward probability F_{[under 0]̲,x}(n) to exit through 0 at step n and rightward probability F_{0,[under x]̲}(n) to exit through x at step n exhibit a universal behavior dictated by the large-distance decay of the jump distribution parametrized by the Levy exponent μ. In particular, we exhaustively describe the n≪(x/a_{μ})^{μ} and n≫(x/a_{μ})^{μ} limits and obtain explicit results in both regimes. Our results finally provide exact asymptotics for exit-time distributions of jump processes in regimes where continuous limits do not apply.

From a microscopic solution to a continuum description of active particles with a recoil interaction in one dimension

We consider a model system of persistent random walkers that can jam, pass through each other, or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we find that the stationary interparticle distribution functions are governed by an inhomogeneous fourth-order differential equation. Our main focus is on determining the boundary conditions that these distribution functions should satisfy. We find that these do not arise naturally from physical considerations, but they need to be carefully matched to functional forms that arise from the analysis of an underlying discrete process. The interparticle distribution functions, or their first derivatives, are generically found to be discontinuous at the boundaries.

Time to reach the maximum for a stationary stochastic process

We consider a one-dimensional stationary time series of fixed duration T. We investigate the time t_{m} at which the process reaches the global maximum within the time interval [0,T]. By using a path-decomposition technique, we compute the probability density function P(t_{m}|T) of t_{m} for several processes, that are either at equilibrium (such as the Ornstein-Uhlenbeck process) or out of equilibrium (such as Brownian motion with stochastic resetting). We show that for equilibrium processes the distribution of P(t_{m}|T) is always symmetric around the midpoint t_{m}=T/2, as a consequence of the time-reversal symmetry. This property can be used to detect nonequilibrium fluctuations in stationary time series. Moreover, for a diffusive particle in a confining potential, we show that the scaled distribution P(t_{m}|T) becomes universal, i.e., independent of the details of the potential, at late times. This distribution P(t_{m}|T) becomes uniform in the "bulk" 1≪t_{m}≪T and has a nontrivial universal shape in the "edge regimes" t_{m}→0 and t_{m}→T. Some of these results have been announced in a recent letter [Europhys. Lett. 135, 30003 (2021)0295-507510.1209/0295-5075/ac19ee].

Exact position distribution of a harmonically confined run-and-tumble particle in two dimensions

We consider an overdamped run-and-tumble particle in two dimensions, with self-propulsion in an orientation that stochastically rotates by 90^{∘} at a constant rate, clockwise or counterclockwise with equal probabilities. In addition, the particle is confined by an external harmonic potential of stiffness μ, and possibly diffuses. We find the exact time-dependent distribution P(x,y,t) of the particle's position, and in particular, the steady-state distribution P_{st}(x,y) that is reached in the long-time limit. We also find P(x,y,t) for a "free" particle, μ=0. We achieve this by showing that, under a proper change of coordinates, the problem decomposes into two statistically independent one-dimensional problems, whose exact solution has recently been obtained. We then extend these results in several directions, to two such run-and-tumble particles with a harmonic interaction, to analogous systems of dimension three or higher, and by allowing stochastic resetting.

Splitting Probabilities of Symmetric Jump Processes

We derive a universal, exact asymptotic form of the splitting probability for symmetric continuous jump processes, which quantifies the probability π_{0,[under x]_}(x_{0}) that the process crosses x before 0 starting from a given position x_{0}∈[0,x] in the regime x_{0}≪x. This analysis provides in particular a fully explicit determination of the transmission probability (x_{0}=0), in striking contrast with the trivial prediction π_{0,[under x]_}(0)=0 obtained by taking the continuous limit of the process, which reveals the importance of the microscopic properties of the dynamics. These results are illustrated with paradigmatic models of jump processes with applications to light scattering in heterogeneous media in realistic 3D slab geometries. In this context, our explicit predictions of the transmission probability, which can be directly measured experimentally, provide a quantitative characterization of the effective random process describing light scattering in the medium.

Model for active particles confined in a two-state micropattern

We propose a model, based on active Brownian particles, for the dynamics of cells confined in a two-state micropattern, composed of two rectangular boxes connected by a bridge, and investigate the transition statistics. A transition between boxes occurs when the active particle crosses the center of the bridge, and the time between subsequent transitions is the dwell time. By assuming that the rotational diffusion time τ is a function of the position, some experimental observations are qualitatively recovered as, for example, the shape of the survival function. τ controls the transition from a ballistic regime at short time scales to a diffusive regime at long time scales, with an effective diffusion coefficient proportional to τ. For small values of τ, the dwell time is determined by the characteristic diffusion timescale which is constant for very low values of τ, when the rotational diffusion is much faster than the translational one and decays with τ for intermediate values of τ. For large values of τ, the interaction with the walls dominates and the particle stays mostly at the corners of the boxes increasing the dwell time. We find that there is an optimal τ for which the dwell time is minimal and its value can be tuned by changing the geometry of the pattern.

Active random walks in one and two dimensions

We investigate active lattice walks: biased continuous time random walks which perform orientational diffusion between lattice directions in one and two spatial dimensions. We study the occupation probability of an arbitrary site on the lattice in one and two dimensions and derive exact results in the continuum limit. Next, we compute the large deviation free-energy function in both one and two dimensions, which we use to compute the moments and the cumulants of the displacements exactly at late times. Our exact results demonstrate that the cross-correlations between the motion in the x and y directions in two dimensions persist in the large deviation function. We also demonstrate that the large deviation function of an active particle with diffusion displays two regimes, with differing diffusive behaviors. We verify our analytic results with kinetic Monte Carlo simulations of an active lattice walker in one and two dimensions.

Survival and extreme statistics of work, heat, and entropy production in steady-state heat engines

We derive universal bounds for the finite-time survival probability of the stochastic work extracted in steady-state heat engines and the stochastic heat dissipated to the environment. We also find estimates for the time-dependent thresholds that these quantities do not surpass with a prescribed probability. At long times, the tightest thresholds are proportional to the large deviation functions of stochastic entropy production. Our results entail an extension of martingale theory for entropy production, for which we derive universal inequalities involving its maximum and minimum statistics that are valid for generic Markovian dynamics in nonequilibrium stationary states. We test our main results with numerical simulations of a stochastic photoelectric device.

Extreme value statistics and arcsine laws for heterogeneous diffusion processes

Heterogeneous diffusion with a spatially changing diffusion coefficient arises in many experimental systems such as protein dynamics in the cell cytoplasm, mobility of cajal bodies, and confined hard-sphere fluids. Here, we showcase a simple model of heterogeneous diffusion where the diffusion coefficient D(x) varies in a power-law way, i.e., D(x)∼|x|^{-α} with the exponent α>-1. This model is known to exhibit anomalous scaling of the mean-squared displacement (MSD) of the form ∼t^{2/2+α} and weak ergodicity breaking in the sense that ensemble averaged and time averaged MSDs do not converge. In this paper, we look at the extreme value statistics of this model and derive, for all α, the exact probability distributions of the maximum spatial displacement M(t) and arg-maximum t_{m}(t) (i.e., the time at which this maximum is reached) till duration t. In the second part of our paper, we analyze the statistical properties of the residence time t_{r}(t) and the last-passage time t_{ℓ}(t) and compute their distributions exactly for all values of α. Our study unravels that the heterogeneous version (α≠0) displays many rich and contrasting features compared to that of the standard Brownian motion (BM). For example, while for BM (α=0), the distributions of t_{m}(t),t_{r}(t), and t_{ℓ}(t) are all identical (á la "arcsine laws" due to Lévy), they turn out to be significantly different for nonzero α. Another interesting property of t_{r}(t) is the existence of a critical α (which we denote by α_{c}=-0.3182) such that the distribution exhibits a local maximum at t_{r}=t/2 for α<α_{c} whereas it has minima at t_{r}=t/2 for α≥α_{c}. The underlying reasoning for this difference hints at the very contrasting natures of the process for α≥α_{c} and α<α_{c} which we thoroughly examine in our paper. All our analytical results are backed by extensive numerical simulations.

Coarse-grained Stochastic Model of Myosin-Driven Vesicles into Dendritic Spines

We study the dynamics of membrane vesicle motor transport into dendritic spines, which are bulbous intracellular compartments in neurons that play a key role in transmitting signals between neurons. We consider the stochastic analog of the vesicle transport model in [Park and Fai, The Dynamics of Vesicles Driven Into Closed Constrictions by Molecular Motors. Bull. Math. Biol. 82, 141 (2020)]. The stochastic version, which may be considered as an agent-based model, relies mostly on the action of individual myosin motors to produce vesicle motion. To aid in our analysis, we coarse-grain this agent-based model using a master equation combined with a partial differential equation describing the probability of local motor positions. We confirm through convergence studies that the coarse-graining captures the essential features of bistability in velocity (observed in experiments) and waiting-time distributions to switch between steady-state velocities. Interestingly, these results allow us to reformulate the translocation problem in terms of conditional mean first passage times for a run-and-tumble particle moving on a finite domain with absorbing boundaries at the two ends. We conclude by presenting numerical and analytical calculations of vesicle translocation.

Statistical properties of avalanches via the c-record process

We study the statistics of avalanches, as a response to an applied force, undergone by a particle hopping on a one-dimensional lattice where the pinning forces at each site are independent and identically distributed (i.i.d.), each drawn from a continuous f(x). The avalanches in this model correspond to the interrecord intervals in a modified record process of i.i.d. variables, defined by a single parameter c>0. This parameter characterizes the record formation via the recursive process R_{k}>R_{k-1}-c, where R_{k} denotes the value of the kth record. We show that for c>0, if f(x) decays slower than an exponential for large x, the record process is nonstationary as in the standard c=0 case. In contrast, if f(x) has a faster than exponential tail, the record process becomes stationary and the avalanche size distribution π(n) has a decay faster than 1/n^{2} for large n. The marginal case where f(x) decays exponentially for large x exhibits a phase transition from a nonstationary phase to a stationary phase as c increases through a critical value c_{crit}. Focusing on f(x)=e^{-x} (with x≥0), we show that c_{crit}=1 and for c<1, the record statistics is nonstationary. However, for c>1, the record statistics is stationary with avalanche size distribution π(n)∼n^{-1-λ(c)} for large n. Consequently, for c>1, the mean number of records up to N steps grows algebraically ∼N^{λ(c)} for large N. Remarkably, the exponent λ(c) depends continuously on c for c>1 and is given by the unique positive root of c=-ln(1-λ)/λ. We also unveil the presence of nontrivial correlations between avalanches in the stationary phase that resemble earthquake sequences.

Direction reversing active Brownian particle in a harmonic potential

We study the two-dimensional motion of an active Brownian particle of speed v₀, with intermittent directional reversals in the presence of a harmonic trap of strength μ. The presence of the trap ensures that the position of the particle eventually reaches a steady state where it is bounded within a circular region of radius v₀/μ, centered at the minimum of the trap. Due to the interplay between the rotational diffusion constant D_R, reversal rate γ, and the trap strength μ, the steady state distribution shows four different types of shapes, which we refer to as active-I & II, and passive-I & II phases. In the active-I phase, the weight of the distribution is concentrated along an annular region close to the circular boundary, whereas in active-II, an additional central diverging peak appears giving rise to a Mexican hat-like shape of the distribution. The passive-I is marked by a single Boltzmann-like centrally peaked distribution in the large D_R limit. On the other hand, while the passive-II phase also shows a single central peak, it is distinguished from passive-I by a non-Boltzmann like divergence near the origin. We characterize these phases by calculating the exact analytical forms of the distributions in various limiting cases. In particular, we show that for D_R ≪ γ, the shape transition of the two-dimensional position distribution from active-II to passive-II occurs at μ = γ. We compliment these analytical results with numerical simulations beyond the limiting cases and obtain a qualitative phase diagram in the (D_R, γ, μ^-1) space.

Heat fluctuations in a harmonic chain of active particles

One of the major challenges in stochastic thermodynamics is to compute the distributions of stochastic observables for small-scale systems for which fluctuations play a significant role. Hitherto much theoretical and experimental research has focused on systems composed of passive Brownian particles. In this paper, we study the heat fluctuations in a system of interacting active particles. Specifically we consider a one-dimensional harmonic chain of N active Ornstein-Uhlenbeck particles, with the chain ends connected to heat baths of different temperatures. We compute the moment-generating function for the heat flow in the steady state. We employ our general framework to explicitly compute the moment-generating function for two example single-particle systems. Further, we analytically obtain the scaled cumulants for the heat flow for the chain. Numerical Langevin simulations confirm the long-time analytical expressions for first and second cumulants for the heat flow for a two-particle chain.

Condensation transition in the late-time position of a run-and-tumble particle

We study the position distribution P(R[over ⃗],N) of a run-and-tumble particle (RTP) in arbitrary dimension d, after N runs. We assume that the constant speed v>0 of the particle during each running phase is independently drawn from a probability distribution W(v) and that the direction of the particle is chosen isotropically after each tumbling. The position distribution is clearly isotropic, P(R[over ⃗],N)→P(R,N) where R=|R[over ⃗]|. We show that, under certain conditions on d and W(v) and for large N, a condensation transition occurs at some critical value of R=R_{c}∼O(N) located in the large-deviation regime of P(R,N). For R<R_{c} (subcritical fluid phase), all runs are roughly of the same size in a typical trajectory. In contrast, an RTP trajectory with R>R_{c} is typically dominated by a "condensate," i.e., a large single run that subsumes a finite fraction of the total displacement (supercritical condensed phase). Focusing on the family of speed distributions W(v)=α(1-v/v_{0})^{α-1}/v_{0}, parametrized by α>0, we show that, for large N, P(R,N)∼exp[-Nψ_{d,α}(R/N)], and we compute exactly the rate function ψ_{d,α}(z) for any d and α. We show that the transition manifests itself as a singularity of this rate function at R=R_{c} and that its order depends continuously on d and α. We also compute the distribution of the condensate size for R>R_{c}. Finally, we study the model when the total duration T of the RTP, instead of the total number of runs, is fixed. Our analytical predictions are confirmed by numerical simulations, performed using a constrained Markov chain Monte Carlo technique, with precision ∼10^{-100}.

Active Brownian motion with directional reversals

Active Brownian motion with intermittent direction reversals is common in bacteria like Myxococcus xanthus and Pseudomonas putida. We show that, for such a motion in two dimensions, the presence of the two timescales set by the rotational diffusion constant D_{R} and the reversal rate γ gives rise to four distinct dynamical regimes: (I) t≪min(γ^{-1},D_{R}^{-1}), (II) γ^{-1}≪t≪D_{R}^{-1}, (III) D_{R}^{-1}≪t≪γ^{-1}, and (IV) t≫max(γ^{-1}, D_{R}^{-1}), showing distinct behaviors. We characterize these behaviors by analytically computing the position distribution and persistence exponents. The position distribution shows a crossover from a strongly nondiffusive and anisotropic behavior at short times to a diffusive isotropic behavior via an intermediate regime, II or III. In regime II, we show that, the position distribution along the direction orthogonal to the initial orientation is a function of the scaled variable z∝x_{⊥}/t with a nontrivial scaling function, f(z)=(2π^{3})^{-1/2}Γ(1/4+iz)Γ(1/4-iz). Furthermore, by computing the exact first-passage time distribution, we show that a persistence exponent α=1 emerges due to the direction reversal in this regime.

Extremal statistics for stochastic resetting systems

While averages and typical fluctuations often play a major role in understanding the behavior of a nonequilibrium system, this nonetheless is not always true. Rare events and large fluctuations are also pivotal when a thorough analysis of the system is being done. In this context, the statistics of extreme fluctuations in contrast to the average plays an important role, as has been discussed in fields ranging from statistical and mathematical physics to climate, finance, and ecology. Herein, we study extreme value statistics (EVS) of stochastic resetting systems, which have recently gained significant interest due to its ubiquitous and enriching applications in physics, chemistry, queuing theory, search processes, and computer science. We present a detailed analysis for the finite and large time statistics of extremals (maximum and arg-maximum, i.e., the time when the maximum is reached) of the spatial displacement in such system. In particular, we derive an exact renewal formula that relates the joint distribution of maximum and arg-maximum of the reset process to the statistical measures of the underlying process. Benchmarking our results for the maximum of a reset trajectory that pertain to the Gumbel class for large sample size, we show that the arg-maximum density attains a uniform distribution independent of the underlying process at a large observation time. This emerges as a manifestation of the renewal property of the resetting mechanism. The results are augmented with a wide spectrum of Markov and non-Markov stochastic processes under resetting, namely, simple diffusion, diffusion with drift, Ornstein-Uhlenbeck process, and random acceleration process in one dimension. Rigorous results are presented for the first two setups, while the latter two are supported with heuristic and numerical analysis.

Local time for run and tumble particle

We investigate the local time T_{loc} statistics for a run and tumble particle (RTP) in one dimension, which is the quintessential model for the motion of bacteria. In random walk literature, the RTP dynamics is studied as the persistent Brownian motion. We consider the inhomogeneous version of this model where the inhomogeneity is introduced by considering the position-dependent rate of the form R(x)=γ|x|^{α}/l^{α} with α≥0. For α=0, we derive the probability distribution of T_{loc} exactly, which is expressed as a series of δ functions in which the coefficients can be interpreted as the probability of multiple revisits of the RTP to the origin starting from the origin. For general α, we show that the typical fluctuations of T_{loc} scale with time as T_{loc}∼t^{1+α/2+α} for large t and their probability distribution possesses a scaling behavior described by a scaling function which we have computed analytically. Second, we study the statistics of T_{loc} until the RTP makes a first passage to x=M(>0). In this case, we also show that the probability distribution can be expressed as a series sum of δ functions for all values of α(≥0) with coefficients originating from appropriate exit problems. All our analytical findings are supported with numerical simulations.

Mitigating long transient time in deterministic systems by resetting

How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest and has stimulated a lot of activities in dynamical and stochastic systems where the metric of this estimation is often known as the transient or first passage time. In nonlinear systems, one often experiences long transients due to their underlying dynamics. We apply resetting or restart, an emerging concept in statistical physics and stochastic process, to mitigate the detrimental effects of prolonged transients in deterministic dynamical systems. We show that resetting the intrinsic dynamics intermittently to a spatial control line that passes through the equilibrium point can dramatically expedite its completion, resulting in a huge reduction in mean transient time and fluctuations around it. Moreover, our study reveals the emergence of an optimal restart time that globally minimizes the mean transient time. We corroborate the results with detailed numerical studies on two canonical setups in deterministic dynamical systems, namely, the Stuart-Landau oscillator and the Lorenz system. The key features-expedition of transient time-are found to be very generic under different resetting strategies. Our analysis opens up a door to control the mean and fluctuations in transient time by unifying the original dynamics with an external stochastic or periodic timer and poses open questions on the optimal way to harness transients in dynamical systems.

Position distribution in a generalized run-and-tumble process

We study a class of stochastic processes of the type d^{n}x/dt^{n}=v_{0}σ(t) where n>0 is a positive integer and σ(t)=±1 represents an active telegraphic noise that flips from one state to the other with a constant rate γ. For n=1, it reduces to the standard run-and-tumble process for active particles in one dimension. This process can be analytically continued to any n>0, including noninteger values. We compute exactly the mean-squared displacement at time t for all n>0 and show that at late times while it grows as ∼t^{2n-1} for n>1/2, it approaches a constant for n<1/2. In the marginal case n=1/2, it grows very slowly with time as ∼lnt. Thus, the process undergoes a localization transition at n=1/2. We also show that the position distribution p_{n}(x,t) remains time-dependent even at late times for n≥1/2, but approaches a stationary time-independent form for n<1/2. The tails of the position distribution at late times exhibit a large deviation form, p_{n}(x,t)∼exp[-γtΦ_{n}(x/x^{*}(t))], where x^{*}(t)=v_{0}t^{n}/Γ(n+1). We compute the rate function Φ_{n}(z) analytically for all n>0 and also numerically using importance sampling methods, finding excellent agreement between them. For three special values n=1, n=2, and n=1/2 we compute the exact cumulant-generating function of the position distribution at all times t.

Universal properties of a run-and-tumble particle in arbitrary dimension

We consider an active run-and-tumble particle (RTP) in d dimensions, starting from the origin and evolving over a time interval [0,t]. We examine three different models for the dynamics of the RTP: the standard RTP model with instantaneous tumblings, a variant with instantaneous runs and a general model in which both the tumblings and the runs are noninstantaneous. For each of these models, we use the Sparre Andersen theorem for discrete-time random walks to compute exactly the probability that the x component does not change sign up to time t, showing that it does not depend on d. As a consequence of this result, we compute exactly other x-component properties, namely, the distribution of the time of the maximum and the record statistics, showing that they are universal, i.e., they do not depend on d. Moreover, we show that these universal results hold also if the speed v of the particle after each tumbling is random, drawn from a generic probability distribution. Our findings are confirmed by numerical simulations. Some of these results have been announced in a recent Letter [Phys. Rev. Lett. 124, 090603 (2020)10.1103/PhysRevLett.124.090603].