On stiff problems via Dirichlet forms

DOI10.1214/19-AIHP1028zbMATH Open1460.31028arXiv1804.02634OpenAlexW3038088206MaRDI QIDQ2227477FDOQ2227477

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)

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.

Full work available at URL: https://arxiv.org/abs/1804.02634

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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)

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Cited In (3)

• On a stiff problem in two-dimensional space
• On trace of Brownian motion on the boundary of a strip
• On the restriction of a right process outside a negligible set

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