Narrow Escape in R2

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

The narrow escape problem in diffusion theory, which goes back to Lord Rayleigh (in the context of the theory of sound), is to calculate the mean first passage time of Brownian motion to a small absorbing window on the otherwise reflecting boundary of a bounded domain (see Fig. 7.1). The MFPT in this problem is also called the narrow escape time (NET).

Original languageEnglish
Title of host publicationApplied Mathematical Sciences (Switzerland)
PublisherSpringer
Pages199-248
Number of pages50
DOIs
StatePublished - 2013

Publication series

NameApplied Mathematical Sciences (Switzerland)
Volume186
ISSN (Print)0066-5452
ISSN (Electronic)2196-968X

Keywords

  • Brownian Motion
  • Dirichlet Problem
  • Effective Diffusion Coefficient
  • Planar Domain
  • Principal Eigenvalue

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