Dynamical transition in the temporal relaxation of stochastic processes under resetting

Satya N. Majumdar, Sanjib Sabhapandit, and Grégory Schehr
Phys. Rev. E 91, 052131 – Published 18 May 2015

Abstract

A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a nonequilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation mechanism in these systems. We show that as time progresses an inner core region around the resetting point reaches the steady state, while the region outside the core is still transient. The boundaries of the core region grow with time as power laws at late times with new exponents. Alternatively, at a fixed spatial point, the system undergoes a dynamical transition from the transient to the steady state at a characteristic space-dependent timescale t*(x). We calculate analytically in several examples the large deviation function associated with this spatiotemporal fluctuation and show that, generically, it has a second-order discontinuity at a pair of critical points characterizing the edges of the inner core. These singularities act as separatrices between typical and atypical trajectories. Our results are verified in the numerical simulations of several models, such as simple diffusion and fluctuating one-dimensional interfaces.

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  • Received 26 February 2015

DOI:https://doi.org/10.1103/PhysRevE.91.052131

©2015 American Physical Society

Authors & Affiliations

Satya N. Majumdar1, Sanjib Sabhapandit2, and Grégory Schehr1

  • 1Univ. Paris-Sud, CNRS, LPTMS, UMR 8626, Orsay F-01405, France
  • 2Raman Research Institute, Bangalore 560080, India

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Vol. 91, Iss. 5 — May 2015

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