Optimization in First-Passage Resetting

We investigate classic diffusion with the added feature that a diffusing particle is reset to its starting point each time the particle reaches a specified threshold. In an infinite domain, this process is non-stationary and its probability distribution exhibits rich features. In a finite domain, we define a non-trivial optimization in which a cost is incurred whenever the particle is reset and a reward is obtained while the particle stays near the reset point. We derive the condition to optimize the net gain in this system, namely, the reward minus the cost.Comment: 4 pages, 3 figures, revtex 4-1 format. Version 1 contains changes in response to referee comments. Version 2: A missing factor of 2 in an inline formula has been correcte

Maxima of Two Random Walks: Universal Statistics of Lead Changes

We investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows as $\pi^{-1}\ln(t)$ in the long-time limit. We present theoretical and numerical evidence that this asymptotic behavior is universal. Specifically, this behavior is independent of the jump distribution: the same asymptotic underlies standard Brownian motion and symmetric Levy flights. We also show that the probability to have at most n lead changes behaves as $t^{-1/4}[\ln t]^n$ for Brownian motion and as $t^{-\beta(\mu)}[\ln t]^n$ for symmetric Levy flights with index $\mu$. The decay exponent $\beta(\mu)$ varies continuously with the Levy index when $02$.Comment: 7 pages, 6 figure

On the time to reach maximum for a variety of constrained Brownian motions

Published: J. Phys. A: Math. Theor. 41, 365005 (2008).International audienceWe derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and reflected bridges associated with Brownian motion. By subsequently integrating over M, the marginal density P(t_m) is obtained in each case in the form of a doubly infinite series. For the excursion and meander, we analyse the moments and asymptotic limits of P(t_m) in some detail and show that the theoretical results are in excellent accord with numerical simulations. Our primary method of derivation is based on a path integral technique; however, an alternative approach is also outlined which is founded on certain "agreement formulae" that are encountered more generally in probabilistic studies of Brownian motion processes

Dynamics at barriers in bidirectional two-lane exclusion processes

A two-lane exclusion process is studied where particles move in the two lanes in opposite directions and are able to change lanes. The focus is on the steady state behavior in situations where a positive current is constrained to an extended subsystem (either by appropriate boundary conditions or by the embedding environment) where, in the absence of the constraint, the current would be negative. We have found two qualitatively different types of steady states and formulated the conditions of them in terms of the transition rates. In the first type of steady state, a localized cluster of particles forms with an anti-shock located in the subsystem and the current vanishes exponentially with the extension of the subsystem. This behavior is analogous to that of the one-lane partially asymmetric simple exclusion process, and can be realized e.g. when the local drive is induced by making the jump rates in two lanes unequal. In the second type of steady state, which is realized e.g. if the local drive is induced purely by the bias in the lane change rates, and which has thus no counterpart in the one-lane model, a delocalized cluster of particles forms which performs a diffusive motion as a whole and, as a consequence, the current vanishes inversely proportionally to the extension of the subsystem. The model is also studied in the presence of quenched disordered, where, in case of delocalization, phenomenological considerations predict anomalously slow, logarithmic decay of the current with the system size in contrast with the usual power-law.Comment: 24 pages, 13 figure

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the joint probability density $P(M,t_m)$ of the maximum $M$ and $t_m$. In the driftless case, we find that $P(t_m)$ has power-law tails: $P(t_m)\sim t_m^{-3/2}$ for large $t_m$ and $P(t_m)\sim t_m^{-1/2}$ for small $t_m$. In presence of a drift towards the origin, $P(t_m)$ decays exponentially for large $t_m$. The results from numerical simulations are in excellent agreement with our analytical predictions.Comment: 13 pages, 5 figures. Published in Journal of Statistical Mechanics: Theory and Experiment (J. Stat. Mech. (2007) P10008, doi:10.1088/1742-5468/2007/10/P10008

Random Convex Hulls and Extreme Value Statistics

In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of the somewhat sporadic literature and diverse methods used in the random convex hull problem, we present a unifying approach, based on the notion of support function of a closed curve and the associated Cauchy's formulae, that allows us to compute exactly the mean perimeter and the mean area enclosed by the convex polygon both in case of independent as well as correlated points. Our method demonstrates a beautiful link between the random convex hull problem and the subject of extreme value statistics. As an example of correlated points, we study here in detail the case when the points represent the vertices of $n$ independent random walks. In the continuum time limit this reduces to $n$ independent planar Brownian trajectories for which we compute exactly, for all $n$, the mean perimeter and the mean area of their global convex hull. Our results have relevant applications in ecology in estimating the home range of a herd of animals. Some of these results were announced recently in a short communication [Phys. Rev. Lett. {\bf 103}, 140602 (2009)].Comment: 61 pages (pedagogical review); invited contribution to the special issue of J. Stat. Phys. celebrating the 50 years of Yeshiba/Rutgers meeting

Animal Interactions and the Emergence of Territoriality

Inferring the role of interactions in territorial animals relies upon accurate recordings of the behaviour of neighbouring individuals. Such accurate recordings are rarely available from field studies. As a result, quantification of the interaction mechanisms has often relied upon theoretical approaches, which hitherto have been limited to comparisons of macroscopic population-level predictions from un-tested interaction models. Here we present a quantitative framework that possesses a microscopic testable hypothesis on the mechanism of conspecific avoidance mediated by olfactory signals in the form of scent marks. We find that the key parameters controlling territoriality are two: the average territory size, i.e. the inverse of the population density, and the time span during which animal scent marks remain active. Since permanent monitoring of a territorial border is not possible, scent marks need to function in the temporary absence of the resident. As chemical signals carried by the scent only last a finite amount of time, each animal needs to revisit territorial boundaries frequently and refresh its own scent marks in order to deter possible intruders. The size of the territory an animal can maintain is thus proportional to the time necessary for an animal to move between its own territorial boundaries. By using an agent-based model to take into account the possible spatio-temporal movement trajectories of individual animals, we show that the emerging territories are the result of a form of collective animal movement where, different to shoaling, flocking or herding, interactions are highly heterogeneous in space and time. The applicability of our hypothesis has been tested with a prototypical territorial animal, the red fox (Vulpes vulpes)