Explicit Construction of the Brownian Self-Transport Operator
Probability
2009-11-07 v1
Abstract
Applying the technique of characteristic functions developped for one-dimensional regular surfaces (curves) with compact support, we obtain the distribution of hitting probabilities for a wide class of finite membranes on square lattice. Then we generalize it to multi-dimensional finite membranes on hypercubic lattice. Basing on these distributions, we explicitly construct the Brownian self-transport operator which governs the Laplacian transfer. In order to verify the accuracy of the distribution of hitting probabilities, numerical analysis is carried out for some particular membranes.
Keywords
Cite
@article{arxiv.math/0204215,
title = {Explicit Construction of the Brownian Self-Transport Operator},
author = {D. S. Grebenkov},
journal= {arXiv preprint arXiv:math/0204215},
year = {2009}
}
Comments
30 pages, 9 figures, 1 table