Narrow escape. III: Non-smooth domains and Riemann surfaces

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Publication:2492783



Abstract: We consider Brownian motion in a bounded domain Omega on a two-dimensional Riemannian manifold (Sigma,g). We assume that the boundary pOmega is smooth and reflects the trajectories, except for a small absorbing arc pOmegaasubsetpOmega. As pOmegaa is shrunk to zero the expected time to absorption in pOmegaa becomes infinite. The narrow escape problem consists in constructing an asymptotic expansion of the expected lifetime, denoted Eau, as epsilon=|partialOmegaa|g/|partialOmega|go0. We derive a leading order asymptotic approximation Eau=dsfrac|Omega|gDpi[logdsfrac1epsilon+O(1)]. The order 1 term can be evaluated for simply connected domains on a sphere by projecting stereographically on the complex plane and mapping conformally on a circular disk. It can also be evaluated for domains that can be mapped conformally onto an annulus. This term is needed in real life applications, such as trafficking of receptors on neuronal spines, because logdsfrac1epsilon is not necessarily large, even when epsilon is small. If the absorbing window is located at a corner of angle alpha, then Eau=dsfrac|Omega|gDalpha[logdsfrac1epsilon+O(1)], if near a cusp, then Eau grows algebraically, rather than logarithmically. Thus, in the domain bounded between two tangent circles, the expected lifetime is Eau=dsfrac|Omega|(d−1−1)D(frac1epsilon+O(1)).





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