PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker.

Title:Exit time problem in an incompressible flow
Seminar:Seminar on Probability and its Application
Speaker:Alexei Novikov, PSU
Abstract:
Consider a Brownian particle in a deterministic time-independent incompressible flow in a bounded domain. We are interested how flow affects the expected exit time, the time the particle needs to reach the boundary of the domain. In particular, whether the presence of the flow decreases the maximum of this expected exit time. One would expect that any stirring improves mixing, thus decreasing the expected exit time. We will show that generally it is not true in two dimensions. This is a joint work with G.Iyer, L.Ryzhik, and A.Zlatos.

Room Reservation Information

Room Number:MB106
Date:09 / 11 / 2009
Time:02:30pm - 03:25pm