Thomas Doehrman | Searcharxiv

arXiv2021

Determinant of the finite volume Laplacian

The finite volume Laplacian can be defined in all dimensions and is a natural way to approximate the operator on a simplicial mesh. In the most general setting, its definition with orthogonal duals may require that not all volumes are positive; an example is the case corresponding to two-dimensional finite elements on a non-Delaunay triangulation. Nonetheless, in many cases two- and three-dimensional Laplacians can be shown to be negative semidefinite with a kernel consisting of constants. This work generalizes work in two dimensions that gives a geometric description of the Laplacian determinant; in particular, it relates the Laplacian determinant on a simplex in any dimension to certain volume quantities derived from the simplex geometry.

math.DG↗

arXiv2020

Remarks on the range and multiple range of random walk up to the time of exit

We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to time of exit from a domain $D_N$ of the form $D_N = ND$ where $D\subset {\mathbb R}^d$, as $N\uparrow\infty$. Recent papers have discussed connections of the range and related statistics with the Gaussian free field, identifying in particular that the distributional scaling limit for the range, in the case $D$ is a cube in $d\geq 3$, is proportional to the exit time of Brownian motion. The purpose of this note is to give a concise, different argument that the scaled range and multiple range, in a general setting in $d\geq 2$, both weakly converge to proportional exit times of Brownian motion from $D$, and that the corresponding limit moments are `polyharmonic', solving a hierarchy of Poisson equations.

math.PR↗