Exit times of diffusions with incompressible drifts

Analysis Seminar
Wednesday, November 3, 2010 - 2:00pm for 1 hour (actually 50 minutes)
Skiles 269
Andrej Zlatos – University of Wisconsin, Madison – andrej@math.wisc.edu
Manwah Wong
We consider the influence of an incompressible drift on the expected exit time of a diffusing particle from a bounded domain. Mixing resulting from an incompressible drift typically enhances diffusion so one might think it always decreases the expected exit time. Nevertheless, we show that in two dimensions, the only simply connected domains for which the expected exit time is maximized by zero drift are the discs.