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

被引：11

作者：

Bañuelos, R ^{[1
]}

Pang, M

Pascu, M

机构：

[1] Purdue Univ, Dept Math, W Lafayette, IN 47906 USA

[2] Univ Missouri, Dept Math, Columbia, MO 65211 USA

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2004年 / 130卷 / 01期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1007/s00440-003-0323-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：56 / 68

页数：13

共 14 条

[1]

ATAR R, 2001, ELECT J PROBAB, V18, P1

[2]

ATAR R, NODAL LINES NEUMANN

[3]

ATAR R, NEUMANN EIGENFUNCTIO

[4] On the "hot spots" conjecture of J.!Rauch [J].

Bañuelos, R ;

Burdzy, K .

JOURNAL OF FUNCTIONAL ANALYSIS, 1999, 164 (01) :1-33

[5] Lower bound gradient estimates for solutions of Schrodinger equations and heat kernels [J].

Bañuelos, R ;

Pang, MMH .

COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS, 1999, 24 (3-4) :499-543

[6]

BANUELOS R, IN PRESS INDIANA MAT

[7]

Bass RF, 2000, DUKE MATH J, V105, P25

[8] A counterexample to the "hot spots" conjecture [J].

Burdzy, K ;

Werner, W .

ANNALS OF MATHEMATICS, 1999, 149 (01) :309-317

[9]

Duren P. L., 1983, Univalent functions

[10]

Freitas P, 2002, INDIANA U MATH J, V51, P305

← 1 2 →