Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture

DOI10.1214/EJP.V16-859MaRDI QIDQ638396zbMATH OpenWikidataFDO

Authors Juan-Miguel Gracia

Publication date 9 September 2011

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1004.2398, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticlea655.html

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05) Stochastic integral equations (60H20)

Abstract: In a series of papers, Burdzy et. al. introduced the emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $Dsubsetmathbb{R}^d$, and used it to prove certain properties of eigenvalues and eigenfunctions of the Neumann Laplaceian on $D$. In the present paper we show that the construction of the mirror coupling can be extended to the case when the two Brownian motions live in different domains $D_1,D_{2}subsetmathbb{R}^d$. As an application of the construction, we derive a unifying proof of the two main results concerning the validity of Chavel's conjecture on the domain monotonicity of the Neumann heat kernel, due to I. Chavel (cite{Chavel}), respectively W. S. Kendall (cite{Kendall}).

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• A stochastic target approach to Ricci flow on surfaces
• Monotonicity properties of the Neumann heat kernel in the ball
• Brownian motion on the circle and applications
• Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
• Scaling coupling of reflecting Brownian motions and the hot spots problem
• Mirror and synchronous couplings of geometric Brownian motions

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