Brownian motion with killing and reflection and the ``hot-spots'' problem (Q706330)

Motivated by the ``hot-spots'' problem the authors investigate the following mixed boundary value problem formulated in the corresponding stochastic terminology: Let \(D\subset \mathbb R^2\) be a simply connected domain whose boundary consists of two curves \(\gamma_{1}\) and \(\gamma_{2}\) intersecting with an angle less than \(\pi\over 2\) and one of which is an arc of a circle. Furthermore, let \(B_{t}\) be a reflecting Brownian motion in \(D\) killed on \(\gamma_{2}\). Then it is shown that the function \(u(z) = \mathbb P_{z}(\tau_{D}>t)\) attains its maximum only on \(\gamma_{1}\) where \(\tau_{D}\) is the lifetime of \(B_{t}\). As a consequence the first eigenfunction of the mixed boundary value problem for the Laplacian on \(D\) with Dirichlet boundary conditions on \(\gamma_{2}\) and Neumann boundary conditions on \(\gamma_{1}\) attains its maximum only on \(\gamma_{1}\). This result extends in particular previous results of \textit{M. Pascu} [Trans. Am. Math. Soc. 354, No. 11, 4681--4702 (2002; Zbl 1006.60077)] and \textit{R. Bañuelos} and \textit{M. Pang} [Indiana Univ. Math. J. 53, No. 1, 35--47 (2004; Zbl 1058.31003)].