Analytical and numerical results for first escape time in 2D

DOI10.1016/J.CRMA.2010.11.024zbMath1215.82030OpenAlexW2024888961WikidataQ60120374 ScholiaQ60120374MaRDI QIDQ627751

Xinfu Chen, Carey Caginalp

Publication date: 3 March 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.11.024

zbMATH Keywords

Brownian motionMonte Carlo simulation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

• Theory and applications of stochastic processes. An analytical approach
• Narrow escape. II: The circular disk
• A Guide to First-Passage Processes
• An Asymptotic Analysis of the Mean First Passage Time for Narrow Escape Problems: Part I: Two-Dimensional Domains
• Asymptotic Analysis for the Narrow Escape Problem
• Diffusion escape through a cluster of small absorbing windows

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