On stiff problems via Dirichlet forms

DOI10.1214/19-AIHP1028MaRDI QIDQ2227477zbMATH OpenOpenAlexFDO

Authors Liping Li, Wenjie Sun

Publication date 15 February 2021

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.02634, https://projecteuclid.org/euclid.aihp/1593137319

zbMATH Keywords

Dirichlet formsphase transitionsstiff problemsmosco convergencessnapping out Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Boundary theory for Markov processes (60J50) Probabilistic potential theory (60J45)

Abstract: The stiff problem is concerned with a thermal conduction model with a singular barrier of zero volume. In this paper, we shall build the phase transitions for the stiff problems in one-dimensional space. It turns out that every phase transition definitely depends on the total thermal resistance of the barrier, and the three phases correspond to the so-called impermeable pattern, semi-permeable pattern and permeable pattern of thermal conduction respectively. For each pattern, the related boundary condition of the flux at the barrier is also derived. Mathematically, we shall introduce and explore the so-called snapping out Markov process, which is the probabilistic counterpart of semi-permeable pattern in the stiff problem.

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Cited in

(4)

• On trace of Brownian motion on the boundary of a strip
• On a stiff problem in two-dimensional space
• On the restriction of a right process outside a negligible set
• Snapping out Walsh's Brownian motion and related stiff problem

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