The discrete and classical Dirichlet problem. II

DOI10.1007/S00032-014-0230-XMaRDI QIDQ2355336zbMATH OpenOpenAlexFDO

Authors N. Th. Varopoulos

Publication date 22 July 2015

Published in Milan Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00032-014-0230-x

zbMATH Keywords

Dirichlet problemfinite differencesharmonic functionsquasidiscsrandom walks

Mathematics Subject Classification ID

Boundary behavior of harmonic functions in higher dimensions (31B25) Higher-dimensional potential theory (31B99) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Gaussian processes (60G15) Sample path properties (60G17) Sums of independent random variables; random walks (60G50) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Review text

The author considers two Dirichlet problems on any domain \(\Omega\) in \(\mathbb R^n\). The first one is the classical one, i.\,e., one searches for a solution \(u\) which is harmonic and satisfies a boundary condition with data \(f\). The second Dirichlet problem considered here is to find a function \(u_d\) which satisfies the average property on a discrete grid with boundary condition \(f.\) For the functions \(u\) and \(u_d\), the author gives the optimal bound for the difference between them in terms of the sup-norm, \(\|u-u_d\|_\infty\). Some probabilistic techniques are used in the proof. For Part I, see [the author, ibid. 77, 397--436 (2009; Zbl 1205.35021)].

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Cites work

• Boundary behavior of harmonic functions in non-tangentially accessible domains
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• The central limit theorem in Lipschitz domains (an overview and the conformal invariance)
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(9)

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