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Generating constrained run-and-tumble trajectories

Benjamin De Bruyne, Satya N Majumdar, Grégory Schehr

2021Journal of Physics A Mathematical and Theoretical12 citationsDOIOpen Access PDF

Abstract

Abstract We propose a method to exactly generate bridge run-and-tumble trajectories that are constrained to start at the origin with a given velocity and to return to the origin after a fixed time with another given velocity. The method extends the concept of effective Langevin equations, valid for Markovian stochastic processes such as Brownian motion, to a non-Markovian stochastic process driven by a telegraphic noise, with exponentially decaying correlations. We obtain effective space-time dependent tumbling rates that implicitly accounts for the bridge constraint. We extend the method to other types of constrained run-and-tumble particles such as excursions and meanders. The method is implemented numerically and is shown to be very efficient.

Topics & Concepts

Markov processMathematicsStochastic processStatistical physicsApplied mathematicsBrownian motionBrownian bridgeProcess (computing)TrajectoryStochastic differential equationLangevin dynamicsMathematical optimizationMathematical analysisMarkov chainBridge (graph theory)Wiener processComputer sciencePosition (finance)Dynamics (music)Current (fluid)Stochastic modellingMicro and Nano Roboticsstochastic dynamics and bifurcationDiffusion and Search Dynamics
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