Satya Majumdar - Paris-Saclay University
Wednesday, November 16, 10:45AM (Zoom meeting starts at 10:30)
"Stochastic Resetting"
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A stochastic process, when interrupted at random epochs and reset to its initial condition, reaches a nonequilibrium stationary state. The approach to the stationary state is accompanied by an unusual ‘dynamical phase transition’. Moreover, the mean first-passage time to a fixed target becomes a minimum at an optimal value of the resetting rate. This makes the diffusive search process more efficient. New experiments in optical traps have verified some of the theoretical predictions, but also have raised new interesting questions. Stochastic resetting has emerged in recent years as an exciting field of research in nonequilibrium statistical physics. In this talk, I’ll give an overview of this rapidly evolving field.