Coupling for drifted Brownian motion on an interval with redistribution from the boundary∗
نویسنده
چکیده
We answer a question by Kolb and Wubker [7] on the threshold drift for Brownian Motion on an interval with redistribution from the boundary. We do that by constructing an efficient coupling.
منابع مشابه
An Efficient Algorithm to Simulate a Brownian Motion Over Irregular Domains
In this paper, we present an algorithm to simulate a Brownian motion by coupling two numerical schemes: the Euler scheme with the random walk on the hyper-rectangles. This coupling algorithm has the advantage to be able to compute the exit time and the exit position of a Brownian motion from an irregular bounded domain (with corners at the boundary), and being of order one with respect to the t...
متن کاملEffects of Brownian motion and Thermophoresis on MHD Mixed Convection Stagnation-point Flow of a Nanofluid Toward a Stretching Vertical Sheet in Porous Medium
This article deals with the study of the two-dimensional mixed convection magnetohydrodynamic (MHD) boundary layer of stagnation-point flow over a stretching vertical plate in porous medium filled with a nanofluid. The model used for the nanofluid incorporates the effects of Brownian motion and thermophoresis in the presence of thermal radiation. The skin-friction coefficient, Nusselt number an...
متن کاملبررسی حرکت براونی یک ذره سنگین با استفاده از تناظر AdS/CFT
In this research we have studied the Brownian motion of a heavy particle in thermalized plasma. This plasma is made of quarks and gluons and it is different with normal plasma. Since, coupling constant is strong in this plasma, usual perturbation method does not work for the study of this plasma. For this purpose AdS/CFT duality is used. Based on the AdS/CFT duality to consider temperature...
متن کاملMHD Boundary Layer Flow of a Nanofluid over an Exponentially Permeable Stretching Sheet with radiation and heat Source/Sink
The problem of steady Magnetohydrodynamic boundary layer flow of an electrically conducting nanofluid due to an exponentially permeable stretching sheet with heat source/sink in presence of thermal radiation is numerically investigated. The effect of transverse Brownian motion and thermophoresis on heat transfer and nano particle volume fraction considered. The governing partial differential eq...
متن کاملThe effect of various conductivity and viscosity models considering Brownian motion on nanofluids mixed convection flow and heat transfer
In this paper the effect of using various models for conductivity and viscosity considering Brownian motion of nanoparticles is investigated. This study is numerically conducted inside a cavity full of Water-Al2O3 nanofluid at the case of mixed convection heat transfer. The effect of some parameters such as the nanoparticle volume fraction, Rayleigh, Richardson and Reynolds numbers has been ex...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2014