Survival in a partially reactive wedge
Abstract
We investigate the power-law decay of the survival probability of a Brownian particle diffusing in an infinite planar wedge whose two sides are partially reactive and described by Robin boundary conditions. We employ matched asymptotic analysis to relate the long-time asymptotics to a stationary harmonic Robin problem near the apex. This approach determines the persistence exponent for arbitrary opening angles and yields the prefactor explicitly for the family of wedges with α=π/n (n=1,2,…). A simple extension of the apex prefactor to arbitrary angles is conjectured and supported numerically. This asymptotic behavior describes the crossover to the well-known result for perfectly absorbing wedges. As immediate applications, we also deduce the long-time behavior of the probability density function of the boundary local time on wedge sides, as well as the probability density function of the associated first-crossing time.
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BibTeX
@misc{grebenkov2026survival,
title = {{Survival in a partially reactive wedge}},
author = {Denis S. Grebenkov},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.02665},
eprint = {2609.02665},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.02665},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Survival in a partially reactive wedge
AU - Denis S. Grebenkov
PY - 2026
DA - 2026/09/02
PB - arXiv
DO - 10.48550/arxiv.2609.02665
UR - https://arxiv.org/abs/2609.02665
AB - We investigate the power-law decay of the survival probability of a Brownian particle diffusing in an infinite planar wedge whose two sides are partially reactive and described by Robin boundary conditions. We employ matched asymptotic analysis to relate the long-time asymptotics to a stationary harmonic Robin problem near the apex. This approach determines the persistence exponent for arbitrary opening angles and yields the prefactor explicitly for the family of wedges with α=π/n (n=1,2,…). A simple extension of the apex prefactor to arbitrary angles is conjectured and supported numerically. This asymptotic behavior describes the crossover to the well-known result for perfectly absorbing wedges. As immediate applications, we also deduce the long-time behavior of the probability density function of the boundary local time on wedge sides, as well as the probability density function of the associated first-crossing time.
ER -