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Optimal Trapping for Brownian Motion: a Nonlinear Analogue of the Torsion Function
Potential Analysis ( IF 1.0 ) Pub Date : 2020-04-22 , DOI: 10.1007/s11118-020-09845-5
Jianfeng Lu , Stefan Steinerberger

We study the problem of maximizing the expected lifetime of drift diffusion in a bounded domain. More formally, we consider the PDE

$$ - {\Delta} u + b(x) \cdot \nabla u = 1 \qquad \text{in}~{\Omega} $$

subject to Dirichlet boundary conditions for \(\|b\|_{L^{\infty }}\) fixed. We show that, in any given C2 −domain Ω, the vector field maximizing the expected lifetime is (nonlinearly) coupled to the solution and satisfies \(b = -\|b\|_{L^{\infty }} \nabla u/ \lvert \nabla u\rvert \) which reduces the problem to the study of the nonlinear PDE

$$ -{\Delta} u - b \cdot \left| \nabla u \right| = 1, $$

where \(b = \|b\|_{L^{\infty }}\) is a constant. We believe that this PDE is a natural and interesting nonlinear analogue of the torsion function (b = 0). We prove that, for fixed volume, \(\| \nabla u\|_{L^{1}}\) and \(\|{\Delta } u\|_{L^{1}}\) are maximized if Ω is the ball (the ball is also known to maximize \(\|u\|_{L^{p}}\) for p ≥ 1 from a result of Hamel & Russ).



中文翻译:

布朗运动的最佳陷印:扭转函数的非线性模拟

我们研究最大化有界域中漂移扩散的预期寿命的问题。更正式地说,我们考虑PDE

$$-{\ Delta} u + b(x)\ cdot \ nabla u = 1 \ qquad \ text {in}〜{\ Omega} $$

固定为\(\ | b \ | __ {L ^ {\ infty}} \)的Dirichlet边界条件。我们证明,在任何给定的C 2-区域Ω中,使期望寿命最大化的矢量场(非线性)耦合到解,并且满足\(b =-\ | b \ | _ {L ^ {\ infty}} \ nabla u / \ lvert \ nabla u \ rvert \)将问题简化为非线性PDE的研究

$$-{\ Delta} u-b \ cdot \ left | \ nabla u \ right | = 1,$$

其中\(b = \ | b \ | _ {L ^ {\ infty}} \)是一个常数。我们认为该PDE是扭转函数的自然且有趣的非线性模拟(b = 0)。我们证明了,对于固定体积,\(\ | \ nabla U \ | _ {L ^ {1}} \)\(\ | {\三角洲} U \ | _ {L ^ {1}} \)是最大化如果Ω是球(球还已知最大化\(\ | U \ | _ {L ^ {p}} \)p从哈默&拉斯的结果≥1)。

更新日期:2020-04-22
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