Persistence of a particle in the Matheron-de Marsily velocity field.
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 d>/=2 (with logarithmic correction at d=2), results that were earlier derived by Redner based on heuristic arguments and supported by numerical simulations.
Majumdar
Satya N
SN
Laboratoire de Physique Quantique (UMR C5626 du CNRS), Université Paul Sabatier, 31062 Toulouse Cedex, France.