Hot-spots for conditioned Brownian motion (Q2505463): Difference between revisions

Let \(D\) be a bounded convex domain in \(\mathbb R^2\) which is symmetric in both axes, and let \(\varphi_1(>0)\), \(\varphi_2\) be the first two Dirichlet eigenfunctions of \(\Delta\) on \(D\). It is proved in the paper that \(\varphi_2/\varphi_1\), which is the first nontrivial eigenfunction of the \(\varphi_1\)-conditioned Brownian motion on \(D\), attends its maximal and minimal points on and only on the boundary \(\partial D\). An analogous property is also proved for the function \[ \bar D_1 \ni z\mapsto \frac{\mathbb P(\tau_{D_1}(z)>t)}{\mathbb P (\tau_D(z)>t)} \] for \(\partial D_1\setminus \gamma\) in place of \(\partial D\), where \(t>0,\) \(D_1\) is one of the nodal domains and \(\gamma\) the nodal line, and \(\tau_{D_1}(z), \tau_D(z)\) stand for, respectively, the exiting time of the Brownian motion from \(D_1\) and \(D\). The main results extend some known ones concerning the first Neumann eigenfunctions.