English

Partial Survival and Crossing Statistics for a Diffusing Particle in a Transverse Shear Flow

Statistical Mechanics 2009-11-11 v1

Abstract

We consider a non-Gaussian stochastic process where a particle diffuses in the yy-direction, dy/dt=η(t)dy/dt=\eta(t), subject to a transverse shear flow in the xx-direction, dx/dt=f(y)dx/dt=f(y). Absorption with probability pp occurs at each crossing of the line x=0x=0. We treat the class of models defined by f(y)=±v±(±y)αf(y) = \pm v_{\pm}(\pm y)^\alpha where the upper (lower) sign refers to y>0y>0 (y<0y<0). We show that the particle survives up to time tt with probability Q(t)tθ(p)Q(t) \sim t^{-\theta(p)} and we derive an explicit expression for θ(p)\theta(p) in terms of α\alpha and the ratio v+/vv_+/v_-. From θ(p)\theta(p) we deduce the mean and variance of the density of crossings of the line x=0x=0 for this class of non-Gaussian processes.

Keywords

Cite

@article{arxiv.cond-mat/0609710,
  title  = {Partial Survival and Crossing Statistics for a Diffusing Particle in a Transverse Shear Flow},
  author = {Alan J. Bray and Satya N. Majumdar},
  journal= {arXiv preprint arXiv:cond-mat/0609710},
  year   = {2009}
}

Comments

4 pages

R2 v1 2026-07-22T11:37:44.201Z