在它第一次通过时间之前重置布朗运动的极端统计数据
Wusong Guo1, Hao Yan1, Hanshuang Chen1
1School of Physics and Optoelectronic Engineering, Anhui University, Hefei 230601, China.
Physical review. E
|November 18, 2023
概括
这项研究分析了布朗运动的重置,发现增加重置速率会降低最大位移. 达到最大位移的时间显示了非单调的依赖性,在最佳速度下最小值.
科学领域:
- 统计物理学的统计物理.
- 随机过程是指随机的过程.
背景情况:
- 布朗运动是随机过程的基本模型.
- 重置布朗运动引入定期重新启动,改变标准扩散行为.
研究的目的:
- 为了研究一维重置布朗运动的极端值统计.
- 为了确定最大位移的分布和预期值以及实现它的时间.
主要方法:
- 导出用于重置布朗运动的退出概率的推导.
- 拉普拉斯域中的路径分解技术.
- 为了验证,进行了广泛的计算机模拟.
主要成果:
- 随着重置率的增加,最大位移将单调地减少.
- 预期的最大位移趋向于2x0,因为重置速度接近无限.
- 到最大位移的预期时间表现出非单调的行为,在最佳速度的最小值为r*.
结论:
- 重置速率显著影响布朗运动中最大位移的幅度和时间.
- 存在一个最佳的重置速率,使实现最大位移的时间最小化.
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