Sojourn time of some reflected Brownian motion in the unit disk

We study the heat diffusion in a domain with an obstacle inside. More precisely, we are interested in the quantity of heat in so far as a function of the position of the heat source at time 0. This quantity is also equal to the expectation of the sojourn time of the Brownian motion, reflected on the boundary of a small disk contained in the unit disk, and killed on the unit circle. We give the explicit expression of this expectation.This allows us to make some numerical estimates and thus to illustrate the behaviour of this expectation as a function of starting point of Brownian motion.

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Field Value
Source Probability and Mathematical Statistics
Author Deaconu, Madalina, Gradinaru, Mihai, Roche, Jean Rodolphe
Maintainer CCSD
Last Updated May 7, 2026, 23:40 (UTC)
Created May 7, 2026, 23:40 (UTC)
Identifier hal-00091330
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut Élie Cartan de Nancy (IECN) ; Institut National de Recherche en Informatique et en Automatique (Inria)-Université Henri Poincaré - Nancy 1 (UHP)-Université Nancy 2-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS)
creator Deaconu, Madalina
date 2000-05-07T00:00:00
harvest_object_id c2637ff4-ba40-4da1-9818-31cc9e50684e
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-11-04T00:00:00
set_spec type:ART