On a stiff problem in two-dimensional space

MaRDI QIDQ6373032zbMATH OpenFDO

Authors Liping Li, Wenjie Sun

Publication date 17 July 2021

Abstract: In this paper we will study a stiff problem in two-dimensional space and especially its probabilistic counterpart. Roughly speaking, the heat equation with a parameter $varepsilon>0$ is under consideration: [ partial_t u^varepsilon(t,x)=frac{1}{2}

abla cdot left(mathbf{A}_varepsilon(x)

abla u^varepsilon(t,x) ight),quad tgeq 0, xin mathbb{R}^2, ] where $mathbf{A}_{v}arepsilon(x)=ext{Id}_2$, the identity matrix, for $xotinOmeg{a}_{v}arepsilon:=x=(x_1,x_2)inmathbb{R}^2:|x_2|<varepsilon$ while ${\displaystyle }$mathbf{A}_varepsilon(x):=�egin{pmatrix} a_varepsilon^- & 0 \ 0 & a^shortmid_varepsilon end{pmatrix}${\displaystyle }$ with two positive constants $a_v^{-}arepsilon,a^{s}hortmi{d}_{v}arepsilon$ for $xinOmeg{a}_{v}arepsilon$. There exists a diffusion process $X^{v}arepsilon$ on $mathbb{R}^2$ associated to this heat equation in the sense that $u^{v}arepsilon(t,x):=mathbf{E}^x{u}^{v}arepsilon(0,X_t^{v}arepsilon)$ is its unique weak solution. Note that $Omeg{a}_{v}arepsilon$ collapses to the $x_1$-axis, a barrier of zero volume, as $varepsilondownarrow0$. The main purpose of this paper is to derive all possible limiting process $X$ of $X^{v}arepsilon$ as $varepsilondownarrow0$. In addition, the limiting flux $u$ of the solution $u^{v}arepsilon$ as $varepsilondownarrow0$ and all possible boundary conditions satisfied by $u$ will be also characterized.

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