Heat content and Brownian motion for some regions with a fractal boundary (Q1343615): Difference between revisions

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Latest revision as of 11:34, 23 May 2024

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Heat content and Brownian motion for some regions with a fractal boundary
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    Heat content and Brownian motion for some regions with a fractal boundary (English)
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    14 May 1995
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    Let \(D\) be an open bounded domain in \(\mathbb{R}^ m\) with finite volume \(| D_ m |\). The boundary \(\partial D\) is kept at temperature 1 and the initial temperature of \(D\) is 0. The purpose of the paper is to find small time asymptotics for the amount of heat in \(D\) at time \(t\), \(E_ D(t) = \int_ D v(x,t)dx\), where \(v\) is the solution of the heat equation with \(v(\cdot,0) = 0\) on \(D\) and \(v(\cdot,t) = 1\) on \(\partial D\) for all \(t \geq 0\). The approach relies on the fact that for \(x \in D\), \(v(x,t)\) is the probability that a Brownian motion started at \(x\) leaves \(D\) before time \(t\). The case when the boundary \(\partial D\) is smooth has been treated by the author and \textit{J. F. Le Gall} [Math. Z. 215, No. 3, 437-464 (1994; Zbl 0791.58089)]. The present paper focuses on the case when the boundary is irregular, where the concept of irregularity is made precise in terms of a capacitary density condition. Typically, if \(K\) is a triadic von Koch snowflake, then \(E_ K(t) \asymp t^{1-(\log 2)/ \log 3}\) \((t \to 0+)\).
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    small time asymptotics
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    heat equation
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    Brownian motion
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    capacitary density condition
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    Koch snowflake
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