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Truncated stochastically switching processes.
Physical Review. E 2024 Februrary
There are a large variety of hybrid stochastic systems that couple a continuous process with some form of stochastic switching mechanism. In many cases the system switches between different discrete internal states according to a finite-state Markov chain, and the continuous dynamics depends on the current internal state. The resulting hybrid stochastic differential equation (hSDE) could describe the evolution of a neuron's membrane potential, the concentration of proteins synthesized by a gene network, or the position of an active particle. Another major class of switching system is a search process with stochastic resetting, where the position of a diffusing or active particle is reset to a fixed position at a random sequence of times. In this case the system switches between a search phase and a reset phase, where the latter may be instantaneous. In this paper, we investigate how the behavior of a stochastically switching system is modified when the maximum number of switching (or reset) events in a given time interval is fixed. This is motivated by the idea that each time the system switches there is an additive energy cost. We first show that in the case of an hSDE, restricting the number of switching events is equivalent to truncating a Volterra series expansion of the particle propagator. Such a truncation significantly modifies the moments of the resulting renormalized propagator. We then investigate how restricting the number of reset events affects the diffusive search for an absorbing target. In particular, truncating a Volterra series expansion of the survival probability, we calculate the splitting probabilities and conditional MFPTs for the particle to be absorbed by the target or exceed a given number of resets, respectively.
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