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

Abstract

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