next up previous
Next: About this document

1.5

Let L be a uniformly elliptic operator on d dimensional space,

displaymath52

The matrix tex2html_wrap_inline54 is assumed to satisfy the ellipticity bounds tex2html_wrap_inline56 in the quadratic form sense. Suppose tex2html_wrap_inline58 is the diffusion process associated with L. Let tex2html_wrap_inline62 be the ball of radius R in tex2html_wrap_inline66 and S a subset of tex2html_wrap_inline66 . Then if tex2html_wrap_inline72 denotes the characteristic function of S, the solution tex2html_wrap_inline76 of the boundary value problem,

displaymath78

is the expected time the diffusion process tex2html_wrap_inline80 , starting at tex2html_wrap_inline82 , spends in S before exiting tex2html_wrap_inline62 . According to the Alexandrov-Bakelman-Pucci (ABP) inequality (``Elliptic partial differential equations of second order", by Gilbarg and Trudinger, Springer, NewYork, 1983) there is a constant C, depending only on tex2html_wrap_inline90 such that tex2html_wrap_inline92 , where tex2html_wrap_inline94 denotes Lebesgue measure.

Suppose tex2html_wrap_inline96 is a neighborhood with radius r;SPMlt;R, of a d-1 dimensional plane tex2html_wrap_inline102 . Then one can see by a straightforward application of the maximum principle that tex2html_wrap_inline104 , which is sharper than the estimate tex2html_wrap_inline106 given by the ABP inequality. On the other hand the ABP estimate continues to hold if tex2html_wrap_inline96 is a neighborhood of a d-1 dimensional Lipschitz manifold tex2html_wrap_inline102 .

In this paper it is shown that the estimate tex2html_wrap_inline104 continues to hold if tex2html_wrap_inline96 is a neighborhood of a d-1 dimensional manifold tex2html_wrap_inline102 which is tex2html_wrap_inline122 . The argument breaks down for Lipschitz manifolds. A result for Lipschitz manifolds is , however, obtained in the paper. For x a distance r from tex2html_wrap_inline102 , let tex2html_wrap_inline130 be the probability that the process tex2html_wrap_inline80 , started at x, escapes to a distance R from tex2html_wrap_inline102 before hitting tex2html_wrap_inline102 . If tex2html_wrap_inline102 is tex2html_wrap_inline122 , it is shown that tex2html_wrap_inline146 , for some constant c depending only on tex2html_wrap_inline150 . This imples the estimate tex2html_wrap_inline104 . For a Lipschitz manifold tex2html_wrap_inline102 it is shown that

displaymath156

for constants C,c depending only on tex2html_wrap_inline160 and the Lipschitz constant.




next up previous
Next: About this document

Joseph Conlon
Thu Jul 1 15:55:27 EDT 1999