Survival of a Diffusing Particle in a Transverse Shear Flow: A First-Passage Problem with Continuously Varying Persistence Exponent

Abstract

We consider a particle diffusing in the y-direction, dy/dt=η(t), subject to a transverse shear flow in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We treat the class of models defined by f(y) = \pm v_{\pm}(\pm y)^αwhere the upper (lower) sign refers to y>0 (y<0). We show that the particle survives with probability Q(t) \sim t^{-θ} with θ= 1/4, independent of α, if v_{+}=v_{-}. If v_{+} \ne v_{-}, however, we show that θdepends on both αand the ratio v_{+}/v_{-}, and we determine this dependence.

4 pages