Estimates on the solution of an elliptic equation related to Brownian motion with drift (Q1892727)

Consider the elliptic boundary value problem on a ball in \(\mathbb{R}^3\) of radius \(R\), \[ \bigl( - \Delta - {\mathbf b} (x) \cdot \nabla \bigr) u(x) = 1, \quad |x |< R, \qquad u(x) = 0, \quad |x |= R. \] Thus \(u(x)\) is the expected time for Brownian motion with drift \({\mathbf b}\), started at \(x\), to exit the ball. It is already known that \[ |u |_\infty \leq C_1 R^2 \exp \bigl[ C_2 |{\mathbf b} |^3_3 \bigr], \tag{*} \] for suitable universal constants \(C_1\), \(C_2\). In the case when \(|{\mathbf b} (x) |= \varepsilon/ |x |\) the RHS of \((*)\) is infinity. This is a bad estimate since \(|u |_\infty\) can be infinity only if \(\varepsilon\) is sufficiently large. For small \(\varepsilon\) one has \(|u |_\infty \leq CR^2\) for some universal constant \(C\). The authors sharpen the inequality \((*)\) to include accurate estimates for the case when \(|b(x) |= \varepsilon/ |x |\). This is in the same spirit as the previous work of \textit{C. L. Fefferman} [Bull. Am. Math. Soc., New Ser. 9, 129-206 (1983; Zbl 0526.35080)] on the number of negative eigenvalues of the Schrödinger operator.