Smoluchowski flux and Lamb-Lion Problems for Random Walks and L\'evy Flights with a Constant Drift
Abstract
We consider non-interacting particles (or lions) performing one-dimensional random walks or L\'evy flights (with L\'evy index ) in the presence of a constant drift . Initially these random walkers are uniformly distributed over the positive real line with a density . At the origin there is an immobile absorbing trap (or a lamb), such that when a particle crosses the origin, it gets absorbed there. Our main focus is on (i) the flux of particles out of the system (the "Smoluchowski problem") and (ii) the survival probability of the trap or lamb (the "lamb-lion problem") until step . We show that both observables can be expressed in terms of the average maximum of a single random walk or L\'evy flight after steps. This allows us to obtain the precise asymptotic behavior of both and analytically for large in the two problems, for any value of and . In particular, for , we show the rather counterintuitive result that for , vanishes as , where is a -dependent positive constant, while for standard random walks (i.e., with ), , as expected. Our analytical results are confirmed by numerical simulations.
Keywords
Cite
@article{arxiv.1905.03203,
title = {Smoluchowski flux and Lamb-Lion Problems for Random Walks and L\'evy Flights with a Constant Drift},
author = {Satya N. Majumdar and Philippe Mounaix and Gregory Schehr},
journal= {arXiv preprint arXiv:1905.03203},
year = {2019}
}
Comments
28 pages, 4 figures