Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains (Q1122874): Difference between revisions
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Revision as of 21:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains |
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Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains (English)
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1989
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Let \(\Omega\) be a planar domain of finite area, and consider the heat equation with Dirichlet boundary condition in \(\Omega\). Let \(\lambda\) and \(\phi\) be the first (positive) eigenvalue and -function, respectively. The main result is that - after a normalisation - for \(x\in \Omega\), \[ \lim_{t\to \infty}e^{\lambda t}p(t,x,y)/\phi (x)\phi (y)=1 \] uniformly in \(\Omega\), where p is the fundamental solution of the equation.
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heat equation with Dirichlet boundary condition
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