Narrow escape. III: Non-smooth domains and Riemann surfaces
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Publication:2492783
Abstract: We consider Brownian motion in a bounded domain on a two-dimensional Riemannian manifold . We assume that the boundary is smooth and reflects the trajectories, except for a small absorbing arc . As is shrunk to zero the expected time to absorption in becomes infinite. The narrow escape problem consists in constructing an asymptotic expansion of the expected lifetime, denoted , as . We derive a leading order asymptotic approximation . 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 is not necessarily large, even when is small. If the absorbing window is located at a corner of angle , then if near a cusp, then grows algebraically, rather than logarithmically. Thus, in the domain bounded between two tangent circles, the expected lifetime is .
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