English

Worst-case mixing estimates for Brownian motion with semipermeable barriers

Probability 2025-12-03 v1

Abstract

We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves. We establish an upper bound on the mixing time and a lower bound on the stationary distribution in terms of geometric parameters. These worst-case bounds decay at an exponential rate as the domain grows large, and we give examples that show that exponential decay is necessary in our worst-case setting.

Keywords

Cite

@article{arxiv.2512.02661,
  title  = {Worst-case mixing estimates for Brownian motion with semipermeable barriers},
  author = {Alexander Van Werde and Jaron Sanders},
  journal= {arXiv preprint arXiv:2512.02661},
  year   = {2025}
}

Comments

22 pages, 7 figures

R2 v1 2026-07-01T08:05:31.152Z