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

DOI10.1007/S00440-003-0323-XMaRDI QIDQ706330zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 8 February 2005

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

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

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)

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

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Cites work

• scientific article; zbMATH DE number 3811922 (Why is no real title available?)
• scientific article; zbMATH DE number 520220 (Why is no real title available?)
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• Closed Nodal Lines and Interior Hot Spots of the Second Eigenfunctions of the Laplacian on Surfaces
• Fiber Brownian motion and the ``hot spots problem
• Invariant wedges for a two-point reflecting Brownian motion and the ``hot spots problem
• On Neumann eigenfunctions in lip domains
• On nodal lines of Neumann eigenfunctions
• On the ``hot spots conjecture of J. Rauch
• Rearrangements and convexity of level sets in PDE
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Cited in

(10)

• Neumann Bessel heat kernel monotonicity
• Fiber Brownian motion and the ``hot spots problem
• A stochastic target approach to Ricci flow on surfaces
• 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
• Invariant wedges for a two-point reflecting Brownian motion and the ``hot spots problem
• Hot-spots for conditioned Brownian motion
• Brownian motion with quadratic killing and some implications
• Improved upper bounds for the hot spots constant of Lipschitz domains
• Brownian motion on the circle and applications

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