Asymptotics for the heat equation in the exterior of a shrinking compact set in the plane via Brownian hitting times
Author:
Ross G. Pinsky
Journal:
Proc. Amer. Math. Soc. 130 (2002), 1673-1679
MSC (1991):
Primary 35K05, 35B40, 60J65
DOI:
https://doi.org/10.1090/S0002-9939-01-06206-2
Published electronically:
October 5, 2001
MathSciNet review:
1887014
Full-text PDF Free Access
Abstract | References | Similar Articles | Additional Information
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








- 1. Ross G. Pinsky, Positive harmonic functions and diffusion, Cambridge Studies in Advanced Mathematics, vol. 45, Cambridge University Press, Cambridge, 1995. MR 1326606
- 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. Frank Spitzer, Some theorems concerning 2-dimensional Brownian motion, Trans. Amer. Math. Soc. 87 (1958), 187–197. MR 104296, https://doi.org/10.1090/S0002-9947-1958-0104296-5
Retrieve articles in Proceedings of the American Mathematical Society with MSC (1991): 35K05, 35B40, 60J65
Retrieve articles in all journals with MSC (1991): 35K05, 35B40, 60J65
Additional Information
Ross G. Pinsky
Affiliation:
Department of Mathematics, Technion-Israel Institute of Technology, Haifa, 32000 Israel
Email:
pinsky@techunix.technion.ac.il
DOI:
https://doi.org/10.1090/S0002-9939-01-06206-2
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
Published electronically:
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
Article copyright:
© Copyright 2001
American Mathematical Society