Brownian motion with killing and reflection and the ``hot-spots problem

DOI10.1007/S00440-003-0323-XzbMATH Open1064.60175arXivmath/0407297OpenAlexW2090567603MaRDI QIDQ706330FDOQ706330

Authors: D. Kharzeev 

Publication date: 8 February 2005

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We investigate the "hot--spots" property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at acute angles. This leads to the "hot--spots" property for the mixed Dirichlet--Neumann eigenvalue problem in the domain with Neumann conditions on one of the curves and Dirichlet conditions on the other

Full work available at URL: https://arxiv.org/abs/math/0407297

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zbMATH Keywords

Laplace operatorBrownian motionmixed Dirichlet-Neumann boundary conditionshot-spots problem

Mathematics Subject Classification ID

Brownian motion (60J65) Boundary value problems for second-order elliptic equations (35J25) Boundary values of solutions to elliptic equations and elliptic systems (35J67)

Cites Work

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• Rearrangements and convexity of level sets in PDE
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• On the ``hot spots conjecture of J. Rauch
• Scaling coupling of reflecting Brownian motions and the hot spots problem
• On nodal lines of Neumann eigenfunctions
• On Neumann eigenfunctions in lip domains
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• Closed Nodal Lines and Interior Hot Spots of the Second Eigenfunctions of the Laplacian on Surfaces
• A counterexample to the ``hot spots conjecture
• Fiber Brownian motion and the ``hot spots problem
• An inequality for potentials and the 'hot-spots' conjecture
• Invariant wedges for a two-point reflecting Brownian motion and the ``hot spots problem

Cited In (10)

• Brownian motion with quadratic killing and some implications
• A stochastic target approach to Ricci flow on surfaces
• Invariant wedges for a two-point reflecting Brownian motion and the ``hot spots problem
• Improved upper bounds for the hot spots constant of Lipschitz domains
• Fiber Brownian motion and the ``hot spots problem
• Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian
• Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain
• Neumann Bessel heat kernel monotonicity
• Brownian motion on the circle and applications
• Hot-spots for conditioned Brownian motion

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