Exit times of diffusions with incompressible drifts

Series: 
Analysis Seminar
Wednesday, November 3, 2010 - 14:00
1 hour (actually 50 minutes)
Location: 
Skiles 269
,  
University of Wisconsin, Madison
,  
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.