Journal of Physics A Mathematical and Theoretical · 2020 · 576 citations · 153 references
EngineeringMathematicsPhysicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionMarkov ProcessesPoisson ProcessesStochastic ControlStochastic Differential EquationsStochastic Systems ModelingDiffusive TransportFractional Brownian MotionPositionSteady-state Nonequilibrium SystemsTime-dependent Distribution
Stochastic resetting of processes has become a prominent research topic, and this review surveys recent developments and applications in the field. The review examines resetting mechanisms ranging from Poissonian resetting of diffusive particles to non‑Poissonian, memory‑dependent, multiparticle, and extended‑system scenarios, including Lévy flights and fractional Brownian motion. Resetting generates a non‑equilibrium stationary state and yields a finite mean first‑passage time that is minimized at an optimal resetting rate.
In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a constant rate $r$, which corresponds to Poissonian resetting, to some fixed point (e.g. its initial position). This simple system already exhibits the main features of interest induced by resetting: (i) the system reaches a nontrivial nonequilibrium stationary state (ii) the mean time for the particle to reach a target is finite and has a minimum, optimal, value as a function of the resetting rate $r$. We then generalise to an arbitrary stochastic process (e.g. L\'evy flights or fractional Brownian motion) and non-Poissonian resetting (e.g. power-law waiting time distribution for intervals between resetting events). We go on to discuss multiparticle systems as well as extended systems, such as fluctuating interfaces, under resetting. We also consider resetting with memory which implies resetting the process to some randomly selected previous time. Finally we give an overview of recent developments and applications in the field.
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