Analysis Seminar

Alexei NovikovPennsylvania State University
Exit times of diffusions with incompressible drift

Monday, November 18, 2013 - 2:30pm
Malott 406

Consider a Brownian particle in a prescribed time-intependent incompressible
flow in a bounded domain. We investigate how the strength of the flow and its
geometric properties affect the expected exit time of the particle. The two
main questions we analyze in this talk are as follows. 1. Incompressible flows
are known to enhance mixing in many contexts, but do they also always decrease
the exit time? We prove that the answer is no, unless the domain is a disk. 2.
Suppose the flow is cellular with amplitude A, and the domain is of size L.
What could be said about the exit time when both L and A are large? We prove
that there are two characteristic regimes: a) if $L << A^4$, then the exit time
from the entire domain is compatible with the exit time from a single flow
cell, and it can be determined from the Freidlin–Wentzell theory; b) if $L >>
A^4$, then the problem ‘homogenizes’ and the exit time is determined by the
effective diffusivity of cellular flows.