Related papers: Exit times of diffusions with incompressible drift
We identify the integrable stopping time $\tau_*$ with minimal $L^1$-distance to the last-passage time $\gamma_z$ to a given level $z>0$, for an arbitrary non-negative time-homogeneous transient diffusion $X$. We demonstrate that $\tau_*$…
The goal of this note is to show that, also in a bounded domain $\Omega \subset \mathbb{R}^n$, with $\partial \Omega\in C^2$, any weak solution, $(u(x,t),p(x,t))$, of the Euler equations of ideal incompressible fluid in $\Omega\times (0,T)…
Consider a free boundary problem of compressible-incompressible two-phase flows with surface tension and phase transition in bounded domains $\Omega_{t +}, \Omega_{t -} \subset \mathbb{R}^N$, $N \ge 2$, where the domains are separated by a…
We study the problem of maximizing the expected lifetime of drift diffusion in a bounded domain. More formally, we consider the PDE \[ - \Delta u + b(x) \cdot \nabla u = 1 \qquad \mbox{in}~\Omega\] subject to Dirichlet boundary conditions…
In this work, we analyse the metastability of non-reversible diffusion processes $$dX_t=\boldsymbol{b}(X_t)dt+\sqrt h\,dB_t$$ on a bounded domain $\Omega$ when $\mathbf{b}$ admits the decomposition $\mathbf{b}=-(\nabla f+\mathbf{\ell})$ and…
Given that a solution to the 3D incompressible Euler equations on a bounded domain blows up at a time $T_\ast$ and that $T_\ast$ is the first such time, we provide pointwise-in-time lower bounds on $\|D^k\omega\|_{L^\infty(\Omega)}$ for $k…
We consider Brownian motion in a bounded domain $\Omega$ on a two-dimensional Riemannian manifold $(\Sigma,g)$. We assume that the boundary $\p\Omega$ is smooth and reflects the trajectories, except for a small absorbing arc…
This paper deals with the spherically symmetric flow of compressible viscous and polytropic ideal fluid in unbounded domain exterior to a ball in $\mathbb{R}^n$ with $n\ge2$. We show that the global solutions are convergent as time goes to…
Consider the motion of a viscous incompressible fluid filling a 3D exterior domain $\Omega$ subject to the Navier slip-with-friction boundary condition as well as outflow at infinity. For the Oseen system as the linearization, we discuss…
Given a well-posed linear evolution system settled on a domain $\Omega$ of $\mathbb{R}^d$, an observation subset $\omega\subset\Omega$ and a time horizon $T$, the observability constant is defined as the largest possible nonnegative…
In this paper we examine two opposite scenarios of energy behavior for solutions of the Euler equation. We show that if $u$ is a regular solution on a time interval $[0,T)$ and if $u \in L^rL^\infty$ for some $r\geq \frac{2}{N}+1$, where…
We consider Brownian motion in a circular disk $\Omega$, whose boundary $\p\Omega$ is reflecting, except for a small arc, $\p\Omega_a$, which is absorbing. As $\epsilon=|\partial \Omega_a|/|\partial \Omega|$ decreases to zero the mean time…
The connection between the compressible flow of liquid crystals with low Mach number and the incompressible flow of liquid crystals is studied in a bounded domain. In particular, the convergence of weak solutions of the compressible flow of…
Let $Z=(Z_t)_{t\ge0}$ be a regular diffusion process started at $0$, let $\ell$ be an independent random variable with a strictly increasing and continuous distribution function $F$, and let $\tau_{\ell}=\inf\{t\ge0\vert Z_t=\ell\}$ be the…
Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…
In this article we study the asymptotic behavior of incompressible, ideal, time-dependent two dimensional flow in the exterior of a single smooth obstacle when the size of the obstacle becomes very small. Our main purpose is to identify the…
We study the exit time $\tau=\tau_{(0,\infty)}$ for 1-dimensional strictly stable processes and express its Laplace transform at $t^\alpha$ as the Laplace transform of a positive random variable with explicit density. Consequently, $\tau$…
A heat exchanger can be modeled as a closed domain containing an incompressible fluid. The moving fluid has a temperature distribution obeying the advection-diffusion equation, with zero temperature boundary conditions at the walls.…
We consider the initial-boundary value problem of a simplified nematic liquid crystal flow in a bounded, smooth domain $\Omega \subset \mathbb R^2$. Given any $k$ distinct points in the domain, we develop a new {\em inner--outer gluing…
In this article we consider viscous flow in the exterior of an obstacle satisfying the standard no-slip boundary condition at the surface of the obstacle. We seek conditions under which solutions of the Navier-Stokes system in the exterior…