Hitting time of Brownian motion subject to shear flow

Abstract

The 2-dimensional motion of a particle subject to Brownian motion and ambient shear flow transportation is considered. Numerical experiments are carried out to explore the relation between the shear strength, box size, and the particle’s expected first hitting time of a given target. The simulation is motivated by biological settings such as reproduction processes and the workings of the immune system. As the shear strength grows, the expected first hitting time converges to the expected first hitting time of the 1-dimensional Brownian motion. The dependence of the hitting time on the shearing rate is monotone, and only the form of the shear flow close to the target appears to play a role. Numerical experiments also show that the expected hitting time drops significantly even for quite small values of shear rate near the target.