English

Smoluchowski flux and Lamb-Lion Problems for Random Walks and L\'evy Flights with a Constant Drift

Statistical Mechanics 2019-08-27 v1 Mathematical Physics math.MP

Abstract

We consider non-interacting particles (or lions) performing one-dimensional random walks or L\'evy flights (with L\'evy index 1<μ21 < \mu \leq 2) in the presence of a constant drift cc. Initially these random walkers are uniformly distributed over the positive real line z0z\geq 0 with a density ρ0\rho_0. At the origin z=0z=0 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 Φc(n)\Phi_c(n) out of the system (the "Smoluchowski problem") and (ii) the survival probability Sc(n)S_c(n) of the trap or lamb (the "lamb-lion problem") until step nn. We show that both observables can be expressed in terms of the average maximum E[Mc(n)]\mathbb{E}[M_c(n)] of a single random walk or L\'evy flight after nn steps. This allows us to obtain the precise asymptotic behavior of both Φc(n)\Phi_c(n) and Sc(n)S_c(n) analytically for large nn in the two problems, for any value of 1<μ21<\mu\leq 2 and cRc \in {\mathbb{R}}. In particular, for c>0c>0, we show the rather counterintuitive result that for 1<μ<21< \mu < 2, Sc>0(n)S_{c>0}(n \to \infty) vanishes as Sc>0(n)exp(λn2μ)S_{c>0}(n \to \infty) \approx \exp\left(-\lambda \, n^{2-\mu}\right), where λ\lambda is a μ\mu-dependent positive constant, while for standard random walks (i.e., with μ=2\mu = 2), Sc>0(n)KRW>0S_{c>0}(n \to \infty) \to K_{RW} > 0, 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