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=\eta(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)^\alpha where the upper (lower) sign refers to y>0 (y<0). We show that the particle survives with probability Q(t) \sim t^{-\theta} with \theta = 1/4, independent of \alpha, if v_{+}=v_{-}. If v_{+} \ne v_{-}, however, we show that \theta depends on both \alpha and the ratio v_{+}/v_{-}, and we determine this dependence.