Title
Exit times of diffusions with incompressible drift
Abstract
Let Omega subset of R(n) be a bounded domain, and for x is an element of Omega let tau(x) be the expected exit time from Omega of a diffusing particle starting at x and advected by an incompressible flow u. We are interested in the question which flows maximize parallel to tau parallel to(L infinity(Omega)), that is, they are most efficient in the creation of hotspots inside Omega. Surprisingly, among all simply connected domains in two dimensions, the discs are the only ones for which the zero flow u 0 maximizes parallel to tau parallel to L((Omega))(infinity). We also show that in any dimension, among all domains with a fixed volume and all incompressible flows on them, parallel to tau parallel to(L infinity(Omega)) is maximized by the zero flow on the ball.
Year
DOI
Venue
2010
10.1137/090776895
SIAM JOURNAL ON MATHEMATICAL ANALYSIS
Keywords
Field
DocType
convection-diffusion equation,expected exit time
Compressibility,Simply connected space,Mathematical physics,Mathematical analysis,Omega,Incompressible flow,Classical mechanics,Mathematics,Bounded function
Journal
Volume
Issue
ISSN
42
6
0036-1410
Citations 
PageRank 
References 
0
0.34
1
Authors
4
Name
Order
Citations
PageRank
Gautam Iyer112.04
Alexei Novikov2166.94
Lenya Ryzhik343.06
Andrej Zlatos401.35