The narrow escape problem -- a short review of recent results

DOI10.1007/s10915-012-9590-yzbMath1259.82083MaRDI QIDQ1929945

Zeev Schuss

Publication date: 10 January 2013

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-012-9590-y

zbMATH Keywords

Brownian motion; singular perturbations; Poisson equation; mean first passage time; Dirichlet-Neumann boundary value problem

Mathematics Subject Classification ID

35J25: Boundary value problems for second-order elliptic equations

60J65: Brownian motion

35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation

82C32: Neural nets applied to problems in time-dependent statistical mechanics

58J65: Diffusion processes and stochastic analysis on manifolds