Dirichlet Functions of Reflected Brownian Motion
نویسندگان
چکیده
We give a complete analytical characterization of the functions transforming reflected Brownian motions to local Dirichlet processes.
منابع مشابه
The effect of various conductivity and viscosity models considering Brownian motion on nanofluids mixed convection flow and heat transfer
In this paper the effect of using various models for conductivity and viscosity considering Brownian motion of nanoparticles is investigated. This study is numerically conducted inside a cavity full of Water-Al2O3 nanofluid at the case of mixed convection heat transfer. The effect of some parameters such as the nanoparticle volume fraction, Rayleigh, Richardson and Reynolds numbers has been ex...
متن کاملScaling Properties of the Spread Harmonic Measures
A family of the spread harmonic measures is naturally generated by partially reflected Brownian motion. Their relation to the mixed boundary value problem makes them important to characterize the transfer capacity of irregular interfaces in Laplacian transport processes. This family presents a continuous transition between the harmonic measure (Dirichlet condition) and the Hausdorff measure (Ne...
متن کاملLong Time Asymptotics of Heat Kernels and Brownian Winding Numbers on Manifolds with Boundary
Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings ofM with mixed Dirichlet and Neumann boundary conditions. As an application, we study the long time behaviour of the abelianized winding of reflected Brownian motions in M . In particular, we prove a Gaussian type central limit theorem showing t...
متن کاملDirichlet Heat Kernel Estimates for Subordinate Brownian Motions with Gaussian Components
In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C open sets D in R, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided Dirichlet heat kernel estimates hold for all t > 0. Integrating the heat kernel estimates with respect to the time variable t, we obtain sharp two-sided estimates for t...
متن کامل2 O ct 2 00 6 Partially Reflected Brownian Motion : A Stochastic Approach to Transport Phenomena ∗
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive or Laplacian transport towards a semi-permeable or resistive interface, one can study the random trajectories of diffusing particles modeled, in a first appro...
متن کامل