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Lawley, Sean D.
Journal of nonlinear science, 08/2023, Letnik: 33, Številka: 4Journal Article
The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a randomly located target. There has been significant interest and controversy regarding optimal search strategies, especially for superdiffusive processes. The optimal search strategy is typically defined as the strategy that minimizes the time it takes a given single searcher to find a target, which is called a first hitting time (FHT). However, many systems involve multiple searchers, and the important timescale is the time it takes the fastest searcher to find a target, which is called an extreme FHT. In this paper, we study extreme FHTs for any stochastic process that is a random time change of Brownian motion by a Lévy subordinator. This class of stochastic processes includes superdiffusive Lévy flights in any space dimension, which are processes described by a Fokker–Planck equation with a fractional Laplacian. We find the short-time distribution of a single FHT for any Lévy subordinate Brownian motion and use this to find the full distribution and moments of extreme FHTs as the number of searchers grows. We illustrate these rigorous results in several examples and numerical simulations.
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