Asymptotics of the principal eigenvalue and expected hitting time for positive recurrent elliptic operators in a domain with a small puncture (Q1874457): Difference between revisions

Let \(D\) be a domain in \(\mathbb R^d,\) \(d\geq 2.\) If \(D\) is not the whole \(\mathbb R^d\), assume that \(D\) has a smooth boundary and let \(\nu:\partial D\to S^d\) be smooth and satisfy \(\nu(x)\cdot n(x)>0\) for all \(x\in\partial D,\) where \(n(x)\) stands for the inward unit normal to \(D\) at \(x\in\partial D.\) \(\nu\) is called a reflection vector. Let \(X(t)\) be a positive recurrent diffusion process in \(D\) with \(\nu\)-reflection at \(\partial D,\) and corresponding to the operator \(L=\frac{1}{2}\nabla\cdot a\nabla+b\cdot\nabla,\) where \(a=\{a_{i,j}\}_{i,j=1}^d\in C_{\text{loc}}^{2,\alpha}(\mathbb R^d)\) is positive definite and \(b=(b_1,\ldots,b_d)\in C_{\text{loc}}^{1,\alpha}(\mathbb R^d),\) for some \(\alpha\in(0,1].\) However, as it is noticed in the paper the smoothness assumptions can be relaxed considerably. The author investigates the asymptotic behavior as \(\varepsilon\to 0\) of the expected hitting time of the \(\varepsilon\)-ball centered at \(x\) starting from outside the ball and of the principal eigenvalue for \(L\) in the punctured domain obtained by deleting the small ball and placing the Dirichlet boundary condition on the resulting boundary. The behavior is described in terms of the invariant probability density at \(x\) and \(\text{Det}(a(x)).\)