The narrow escape problem -- a short review of recent results
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Publication:1929945
DOI10.1007/s10915-012-9590-yzbMath1259.82083OpenAlexW1983932366MaRDI QIDQ1929945
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
Brownian motionsingular perturbationsPoisson equationmean first passage timeDirichlet-Neumann boundary value problem
Boundary value problems for second-order elliptic equations (35J25) Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Neural nets applied to problems in time-dependent statistical mechanics (82C32) Diffusion processes and stochastic analysis on manifolds (58J65)
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