The narrow escape problem -- a short review of recent results (Q1929945)

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The narrow escape problem -- a short review of recent results
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    The narrow escape problem -- a short review of recent results (English)
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    10 January 2013
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    The mean first passage time or narrow escape time of a particle from a point \(x\) in a bounded domain to the absorbing boundary is understood as being the mean of the solution of a mixed Dirichlet-Neumann boundary value problem for the Poisson equation. The Narrow Escape Problem (NET) consists of calculating this mean. In the literature, contributions on three main classes of this NET problem are known: absorbing patches on a smooth boundary (class1), absorbing patches at the end of a smooth funnel (class2), patches at the end of a long narrow neck attached smoothly or non-smoothly to the reflecting boundary (class3). In the present article, one reviews -- shortly -- some recent results for domains of these classes, in two as well in as in three dimensions. To this very short paper, references of 41 titles are attached.
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    Brownian motion
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    mean first passage time
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    singular perturbations
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    Poisson equation
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    Dirichlet-Neumann boundary value problem
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