Probabilistic Approach to the Neumann Problem for a Symmetric Operator
Data(s) |
21/07/2016
21/07/2016
2009
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Resumo |
2000 Mathematics Subject Classification: Primary 60J45, 60J50, 35Cxx; Secondary 31Cxx. We give a probabilistic formula for the solution of a non-homogeneous Neumann problem for a symmetric nondegenerate operator of second order in a bounded domain. We begin with a g-Hölder matrix and a C^1,g domain, g > 0, and then consider extensions. The solutions are expressed as a double layer potential instead of a single layer potential; in particular a new boundary function is discovered and boundary random walk methods can be used for simulations. We use tools from harmonic analysis and probability theory. |
Identificador |
Serdica Mathematical Journal, Vol. 35, No 4, (2009), 317p-342p 1310-6600 |
Idioma(s) |
en |
Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
Palavras-Chave | #Neumann and Steklov Problems #Exponential Ergodicity #Double Layer Potential #Reflecting Diffusion #Lipschitz Domain |
Tipo |
Article |