Abstract
We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at , where successive jumps are drawn independently from an arbitrary jump distribution . In addition, with a probability , the position of the searcher is reset to its initial position . The efficiency of the search strategy is characterized by the mean time to find the target, i.e., the mean first passage time (MFPT) to the origin. For arbitrary jump distribution , initial position and resetting probability , we compute analytically the MFPT. For the heavy-tailed Lévy stable jump distribution characterized by the Lévy index , we show that, for any given , the MFPT has a global minimum in the plane at . We find a remarkable first-order phase transition as crosses a critical value at which the optimal parameters change discontinuously. Our analytical results are in good agreement with numerical simulations.
- Received 18 July 2014
DOI:https://doi.org/10.1103/PhysRevLett.113.220602
© 2014 American Physical Society