Is there an example of a CohenMacaulay local domain $R$ of characteristic $p>0$ for which the HilbertKunz multiplicity $e_{HK}(R)$ is not equal to its HilbertSamuel multiplicity $e(R)$? If no example, a result that states they may not in general be equal would also be helpful, of course.
In general $e_{HK}(R) \leq e(R)$. Most of the time the inequality is strict. The case $e(R)=2$ and $\dim R=2$ is studied carefully in the paper by YoshidaWatanabe "HilbertKunz multiplicity of twodimensional local rings" , available here. For example, in this case $e_{HK}<2$ if $R$ is a complete rational double point. In this case one can write $R = k[[x,y,z]]^G$ (assume $k$ alg. closed with big enough characteristic), and it turns out that $e_{HK}(R) = 21/G<2=e(R)$ (see Example 4.1). Of course, there are many more results on both kinds of multiplicities, but $e_{HK}$ is much more difficult to compute. Paul Monsky is really good at computing them (among many other things), so you can check out his papers for many exotic examples. Added: Of course, this being MO, Paul himself has added via the comment below some very interesting and relevant results. One thing that may help newcomers: in his comment we look at homogenous hypersurfaces of degree $d$. Those rings automatically have $e(R)=d$. So for example the work by BrennerTrivedi (not joint) says that $e_{HK}<e$ when there are $3$ variables, $d=4$ and the polynomial is absolutely irreducible. 


Can we find any example for local domain rings? 

