Coupled Brownian motions and partial domain monotonicity for the Neumann heat kernel (Q1825528)

\textit{I. Chavel} [J. Lond. Math. Soc., II. Ser. 34, 473-478 (1986; Zbl 0622.35025)] introduced the following conjecture: Let D and \(\Omega\) be two convex domains with smooth boundary, \(D\subset \Omega\). Then \[ \eta_ D(x,y,t)\geq \eta_{\Omega}(x,y,t) \] (x,y\(\in D\), \(t>0)\), where \(\eta_ D\) (resp. \(\eta_{\Omega})\) stands for the Neumann heat kernel on D. The author proves this conjecture under the assumption that D is a ball centered at y. The proof relies on the construction of coupled reflecting Brownian motions \(X^ D\) and \(X^{\Omega}\) (in D and in \(\Omega\), resp.), such that, for all time, \(dist(X^ D,y)\leq dist(X^{\Omega},y).\) This result implies that Chavel's conjecture holds wheneveer there is a ball centered either at x or at y such that \(D\subset Ball\subset \Omega\).