Abstract
We consider one dimensional diffusive search strategies subjected to external potentials. The location of a single target is drawn from a given probability density function (PDF) and is fixed for each stochastic realization of the process. We optimize the quality of the search strategy as measured by the mean first passage time (MFPT) to the position of the target. For a symmetric but otherwise arbitrary distribution we find the optimal potential that minimizes the MFPT. The minimal MFPT is given by a nonstandard measure of the dispersion, which can be related to the cumulative Rényi entropy. We compare optimal times in this model with optimal times obtained for the model of diffusion with stochastic resetting, in which the diffusive motion is interrupted by intermittent jumps (resets) to the initial position. Additionally, we discuss an analogy between our results and a so-called square-root principle.
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