Short-Time Asymptotics Of The Neumann Heat Kernel

We use a probabilistic method to study the short-time asymptotic behavior of the heat kernel p(t; a; b) with the Neumann boundary condition in the exterior of an n-ball in the n-dimensional Euclidean Space when a and b are antipodal points. The asymptotic equivalence of the heat kernel p(t; a; b) is obtained by using the skew product of the reecting Brownian motion to reduce the problem to the computation of a Wiener functional on a Brownian bridge.

Autorentext

Moahmed I. RiffiEducation:Northwestern University Evanston, Illinois, USAPhD in Probability Theory: Specializing in Reflecting Brownian Motion; Aug 1988-1993Ohio University Athens, Ohio, USAMaster of Science, Mathematics; Aug 1984 - September 1985Mansoura University Mansoura, EgyptBachelor of Science, Mathematics; Sep 1979 - June 1983