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欧式域中反射布朗运动边界局域时的概率分布。

Probability distribution of the boundary local time of reflected Brownian motion in Euclidean domains.

机构信息

Laboratoire de Physique de la Matière Condensée (UMR 7643), CNRS-Ecole Polytechnique, IP Paris, 91128 Palaiseau, France.

出版信息

Phys Rev E. 2019 Dec;100(6-1):062110. doi: 10.1103/PhysRevE.100.062110.

Abstract

How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various surface-mediated phenomena, such as heterogeneous catalysis, permeation through semipermeable membranes, or surface relaxation in nuclear magnetic resonance. In this paper, we obtain the probability distribution of the boundary local time in terms of the spectral properties of the Dirichlet-to-Neumann operator. We investigate the short-time and long-time asymptotic behaviors of this random variable for both bounded and unbounded domains. This analysis provides complementary insights onto the dynamics of diffusing molecules near partially reactive boundaries.

摘要

扩散分子在限制边界或催化表面附近停留多长时间?这个量由边界局部时间决定,因此在描述各种表面介导的现象中起着至关重要的作用,例如多相催化、半透膜中的渗透或核磁共振中的表面弛豫。在本文中,我们根据狄利克雷到诺伊曼算子的谱性质得到了边界局部时间的概率分布。我们研究了这个随机变量在有界和无界域中的短时间和长时间渐近行为。这种分析为扩散分子在部分反应边界附近的动力学提供了互补的见解。

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