Comparison of Brownian jump and Brownian bridge resetting in search for Gaussian target on the line and in space
Abstract
For d1 and r>0, let X(d;r)(·) be a d-dimensional Brownian motion with diffusion coefficient D, equipped with an exponential clock with rate r. When the clock rings, the process jumps to the origin and begins anew. For a parameter T>0, let Xbb,d;T(·) be the process that performs a d-dimensional Brownian bridge with diffusion coefficient D and bridge interval T, and then at time T starts anew from the origin, and let Xd;T be the process that performs a d-dimensional Brownian motion with diffusion coefficient D up until time T, at which time it jumps to the origin and begins anew. Denote expectations by E0d;r,E0bb,d;T and E0d;T. These Markov processes with resetting search for a random target a∈Rd with centered Gaussian distribution of variance σ2, denoted by μσ2Gauss,d. Fix ε0>0. Let τa be the hitting time of a, for d=1, and the hitting time of the ε0-ball around a, for d2. The expected time to locate the target for each of the processes is ∫Rd(E0*τa)μσ2Gauss,d(da), where E0* stands for E0d;r, E0bb,d;T or E0d;T. For d=1 and d=3, we calculate the infimum of each of the above expressions over r>0 or T>0 as appropriate, in order to compare the relative efficiencies of the three search processes. In terms of the parameters D and σ, in the 1-dimensional case these infima scale as σ2D, which is a natural scaling, but in the 3-dimensional case, they scale anomalously as σ3D. We also show that in the 2-dimensional case, the infimum over r>0 for the first of the three search processes scales as σ2D as in the 1-dimensional case.
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