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Article Dans Une Revue Journal of Physics A: Mathematical and Theoretical Année : 2021

Generating constrained run-and-tumble trajectories

Résumé

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.
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Dates et versions

hal-03388311 , version 1 (16-12-2023)

Identifiants

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Benjamin de Bruyne, Satya N. Majumdar, Grégory Schehr. Generating constrained run-and-tumble trajectories. Journal of Physics A: Mathematical and Theoretical, 2021, 54 (38), pp.385004. ⟨10.1088/1751-8121/ac1d8e⟩. ⟨hal-03388311⟩
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