arXiv · 2407.09864
The Steklov problem for exterior domains: asymptotic behavior and applications
Abstract
We investigate the spectral properties of the Steklov problem for the modified Helmholtz equation $(p-\Delta) u = 0$ in the exterior of a compact set, for which the positive parameter $p$ ensures exponential decay of the Steklov eigenfunctions at infinity. We obtain the small-$p$ asymptotic behavior of the eigenvalues and eigenfunctions and discuss their features for different space dimensions. These results find immediate applications to the theory of stochastic processes and unveil the long-time asymptotic behavior of probability densities of various first-passage times in exterior domains. Theoretical results are validated by solving the exterior Steklov problem by a finite-element method with a transparent boundary condition.
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Denis S. Grebenkov, Adrien Chaigneau. 2024-07-13. The Steklov problem for exterior domains: asymptotic behavior and applications. https://doi.org/10.1063/5.0228529
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