
Let D D be a general bounded domain in the Euclidean space R n {R^n} . A Brownian motion which enters from and returns to the boundary symmetrically is used to define the normal derivative as a functional for f f with f f , ∇ f \nabla f and Δ f \Delta f all in L 2 {L^2} on D D . The corresponding Neumann condition (normal derivative = 0 = 0 ) is an honest boundary condition for the L 2 {L^2} generator of reflected Brownian notion on D D . A conditioning argument shows that for D D and f f sufficiently smooth this general definition of the normal derivative agrees with the usual one.
boundary conditions, General topics in partial differential equations, Stochastic analysis, Probability theory on algebraic and topological structures, Brownian motion, Dirichlet spaces, normal derivative, Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
boundary conditions, General topics in partial differential equations, Stochastic analysis, Probability theory on algebraic and topological structures, Brownian motion, Dirichlet spaces, normal derivative, Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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