Related papers: Feeling boundary by Brownian motion in a ball
We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part,…
In this paper we consider a (reflected) Brownian motion with broken drift hitting a random boundary. Some dedicated calculations allow us to obtain the formula on the joint Laplace transform of the hitting time and hitting position. These…
The quantum Brownian motion of a single neutral particle with nonzero electric dipole moment placed in a photon gas at fixed temperature and close to a conducting wall is here examined. The interaction of the particle with the photon field…
The use of fully or partially absorbing boundary conditions for diffusion-based problems has become paradigmatic in physical chemistry and biochemistry to describe reactions occurring in solutions or in living media. However, as chemical…
We present a new method of deriving a boundary condition at a thin membrane for diffusion from experimental data. Based on experimental results obtained for normal diffusion of ethanol in water, we show that the derived boundary condition…
Although the dynamics of colloids in the vicinity of a solid interface has been widely characterized in the past, experimental studies of Brownian diffusion close to an air-water interface are rare and limited to particle-interface gap…
A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…
Dirichlet-branes have emerged as important objects in studying nonperturbative string theory. It is important to generalize these objects to more general backgrounds other than the usual flat background. The simplest case is the linear…
We present a very quick and powerful method for the calculation of heat-kernel coefficients. It makes use of rather common ideas, as integral representations of the spectral sum, Mellin transforms, non-trivial commutation of series and…
In this paper we consider the H\'enon problem in the ball with Dirichlet boundary conditions. We study the asymptotic profile of radial solutions and then deduce the exact computation of their Morse index when the exponent $p$ is close to…
This paper deals with the boundary behavior of functions in the de Branges--Rovnyak spaces. First, we give a criterion for the existence of radial limits for the derivatives of functions in the de Branges--Rovnyak spaces. This criterion…
We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…
In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
In this paper we analyze the small-t asymptotic expansion of the trace of the heat kernel associated with a Laplace operator endowed with a spherically symmetric polynomially confining potential on the unbounded, d-dimensional Euclidean…
We obtain a uniform boundary Harnack principle (BHP) on any open sets for a large class of non-local operators on metric measure spaces under a jump measure comparability and tail estimate condition, and an upper bound condition on the…
We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…
We derive the macroscopic laws that govern the evolution of the density of particles in the exclusion process on the Sierpinski gasket in the presence of a variable speed boundary. We obtain, at the hydrodynamics level, the heat equation…
We give Martin representation of nonnegative functions caloric with respect to the fractional Laplacian in Lipschitz open sets. The caloric functions are defined in terms of the mean value property for the space-time isotropic…
In Boundary Element Method, Green's function with no boundary conditions is used for solving Laplace's equation with Dirichlet boundary condition. To determine the gradient of solution on the boundary, we need to solve the boundary integral…