Activation through a narrow opening

A. Singer; Z. Schuss

doi:10.1137/060663477

Activation through a narrow opening

A. Singer^*, Z. Schuss

^*Corresponding author for this work

School of Mathematical Sciences

Yale University

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

The escape of a Brownian motion through a narrow absorbing window in an otherwise reflecting boundary of a domain is a rare event. In the presence of a deep potential well, there are two long time scales, the mean escape time from the well and the mean time to reach the absorbing window. We derive a generalized Kramers formula for the mean escape time through the narrow window.

Original language	English
Pages (from-to)	98-108
Number of pages	11
Journal	SIAM Journal on Applied Mathematics
Volume	68
Issue number	1
DOIs	https://doi.org/10.1137/060663477
State	Published - 2007

Keywords

Exit problem
Mixed boundary value problem
Narrow escape
Stochastic differential equations

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10.1137/060663477

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abstract = "The escape of a Brownian motion through a narrow absorbing window in an otherwise reflecting boundary of a domain is a rare event. In the presence of a deep potential well, there are two long time scales, the mean escape time from the well and the mean time to reach the absorbing window. We derive a generalized Kramers formula for the mean escape time through the narrow window.",

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AB - The escape of a Brownian motion through a narrow absorbing window in an otherwise reflecting boundary of a domain is a rare event. In the presence of a deep potential well, there are two long time scales, the mean escape time from the well and the mean time to reach the absorbing window. We derive a generalized Kramers formula for the mean escape time through the narrow window.

KW - Exit problem

KW - Mixed boundary value problem

KW - Narrow escape

KW - Stochastic differential equations

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Activation through a narrow opening

Abstract

Keywords

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