English

Exit times of diffusions with incompressible drift

Analysis of PDEs 2009-11-13 v1 Probability

Abstract

Let ΩRn\Omega\subset\mathbb R^n be a bounded domain and for xΩx\in\Omega let τ(x)\tau(x) be the expected exit time from Ω\Omega of a diffusing particle starting at xx and advected by an incompressible flow uu. We are interested in the question which flows maximize τL(Ω)\|\tau\|_{L^\infty(\Omega)}, that is, they are most efficient in the creation of hotspots inside Ω\Omega. Surprisingly, among all simply connected domains in two dimensions, the discs are the only ones for which the zero flow u0u\equiv 0 maximises τL(Ω)\|\tau\|_{L^\infty(\Omega)}. We also show that in any dimension, among all domains with a fixed volume and all incompressible flows on them, τL(Ω)\|\tau\|_{L^\infty(\Omega)} is maximized by the zero flow on the ball.

Cite

@article{arxiv.0911.2294,
  title  = {Exit times of diffusions with incompressible drift},
  author = {Gautam Iyer and Alexei Novikov and Lenya Ryzhik and Andrej Zlatos},
  journal= {arXiv preprint arXiv:0911.2294},
  year   = {2009}
}

Comments

15 pages, 1 figure

R2 v1 2026-06-21T14:10:35.430Z