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Narrow Escape in \({\mathbb{R}}^{2}\)

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Brownian Dynamics at Boundaries and Interfaces

Part of the book series: Applied Mathematical Sciences ((AMS,volume 186))

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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).

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  1. School of Mathematical Sciences, Tel Aviv University, Tel Aviv, Israel

    Zeev Schuss

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Schuss, Z. (2013). Narrow Escape in \({\mathbb{R}}^{2}\) . In: Brownian Dynamics at Boundaries and Interfaces. Applied Mathematical Sciences, vol 186. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-7687-0_7

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