Related papers: Feeling boundary by Brownian motion in a ball
This paper describes an experimental investigation, by means of hot-wire anemometry, of the characteristics of velocity and temperature in a rotating turbulent boundary layer under isothermal and non-isothermal conditions. The ranges of…
Boundary layers play an important role in controlling convective heat transfer. Their nature varies considerably between different application areas characterized by different boundary conditions, which hampers a uniform treatment. Here, we…
We give a derivation of tagged particle processes from unlabeled interacting Brownian motions. We give a criteria of the non-explosion property of tagged particle processes. We prove the quasi-regularity of Dirichlet forms describing the…
The boundary-value problem for Laplace-type operators acting on smooth sections of a vector bundle over a compact Riemannian manifold with generalized local boundary conditions including both normal and tangential derivatives is studied.…
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…
Asymptotic expansions as well as necessary and sufficient conditions are provided for the pointwise convergence of the spherical partial integrals of the associated Fourier transforms on the real hyperbolic space. The proposed method…
The contributions to the heat kernel coefficients generated by the corners of the boundary are studied. For this purpose the internal and external sectors of a wedge and a cone are considered. These sectors are obtained by introducing,…
We consider a system of interacting Brownian particles in R^d with a pairwise potential, which is radially symmetric, of finite range and attains a unique minimum when the distance of two particles becomes a>0. The asymptotic behavior of…
We consider the Hodge Laplacian on manifolds with incomplete edge singularities, with infinite dimensional von Neumann spaces and intricate elliptic boundary value theory. We single out a class of its algebraic self-adjoint extensions. Our…
We study the transition density of a standard two-dimensional Brownian motion killed when hitting a bounded Borel set $A$. We derive the asymptotic form of the density, say $p^A_t({\bf x},{\bf y})$, for large times $t$ and for ${\bf x}$ and…
We consider Dirichlet Laplacians on straight strips in R^2 or layers in R^3 with a weak local deformation. First we generalize a result of Bulla et al. to the three-dimensional situation showing that weakly coupled bound states exist if the…
We show that a Brownian motion on $\mathbb{R}_{\ge 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This can be seen as an extreme example of entropic repulsion.…
The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…
We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…
This paper establishes connections between the boundary behaviour of functions representable as absolutely convergent Dirichlet series in a half-plane and the convergence properties of partial sums of the Dirichlet series on the boundary.…
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
In this paper we investigate the boundary non-crossing probabilities of a fractional Brownian motion considering some general deterministic trend function. We derive bounds for non-crossing probabilities and discuss the case of a large…