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Asymptotics for the heat equation in the exterior of a shrinking compact set in the plane via Brownian hitting times
Author(s):
Ross
G.
Pinsky
Journal:
Proc. Amer. Math. Soc.
130
(2002),
1673-1679.
MSC (1991):
Primary 35K05, 35B40, 60J65
Posted:
October 5, 2001
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Abstract:
Let and let be a continuous, nonincreasing function on satisfying . Consider the heat equation in the exterior of a time-dependent shrinking disk in the plane:
If there exist constants and a constant such that , for sufficiently large , then . The same result is also shown to hold when is replaced by , where . Also, a discrepancy is noted between the asymptotics for the above forward heat equation and the corresponding backward one. The method used is probabilistic.
References:
-
- 1.
- Pinsky, R.G., Positive Harmonic Functions and Diffusion, Cambridge Univ. Press, 1995. MR 96m:60179
- 2.
- Rogers, L.C.G. and Williams, D., Diffusions, Markov Processes and Martingales, Vol. 1, 2nd ed., Cambridge Univ. Press, 2000. CMP 2001:04
- 3.
- Spitzer, F., Some theorems concerning two-dimensional Brownian Motion, Trans. of the A.M.S. 87 (1958), 187-197. MR 21:3051
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Additional Information:
Ross
G.
Pinsky
Affiliation:
Department of Mathematics, Technion-Israel Institute of Technology, Haifa, 32000 Israel
Email:
pinsky@techunix.technion.ac.il
DOI:
10.1090/S0002-9939-01-06206-2
PII:
S 0002-9939(01)06206-2
Keywords:
Heat equation,
planar Brownian motion,
hitting times,
modulus of Brownian motion,
large time asymptotics
Received by editor(s):
May 20, 2000
Received by editor(s) in revised form:
November 22, 2000
Posted:
October 5, 2001
Additional Notes:
This research was supported by the Fund for the Promotion of Research at the Technion
Communicated by:
Claudia M. Neuhauser
Copyright of article:
Copyright
2001,
American Mathematical Society
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