Persistence of a particle in the Matheron-de Marsily velocity field

被引:25
作者
Majumdar, SN [1 ]
机构
[1] Univ Toulouse 3, CNRS, UMR C5626, Phys Quant Lab, F-31062 Toulouse, France
来源
PHYSICAL REVIEW E | 2003年 / 68卷 / 05期
关键词
D O I
10.1103/PhysRevE.68.050101
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We show that the longitudinal position x(t) of a particle in a (d+1)-dimensional layered random velocity field (the Matheron-de Marsily model) can be identified as a fractional Brownian motion (fBm) characterized by a variable Hurst exponent H(d)=1-d/4 for d<2 and H(d)=1/2 for d>2. The fBm becomes marginal at d=2. Moreover, using the known first-passage properties of fBm we prove analytically that the disorder averaged persistence [the probability of no zero crossing of the process x(t) up to time t], has a power-law decay for large t with an exponent theta=d/4 for d<2 and theta=1/2 for dgreater than or equal to2 (with logarithmic correction at d=2), results that were earlier derived by Redner based on heuristic arguments and supported by numerical simulations [S. Redner, Phys. Rev. E 56, 4967 (1997)].
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页数:4
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