Trapping planar Brownian motion in a non circular trap

MaRDI QIDQ4638243zbMATH OpenFDO

Authors Jeffrey H. Schenker

Publication date 4 May 2018

Full work available at URL https://arxiv.org/abs/1610.09731, http://alea.impa.br/articles/v15/15-10.pdf

zbMATH Keywords

Brownian motionGreen's functionhitting probabilitiesconformal radius

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Brownian motion (60J65) Mathematical biology in general (92B99)

Abstract: Brownian motion in the plane in the presence of a "trap" at which motion is stopped is studied. If the trap $T$ is a connected compact set, it is shown that the probability for planar Brownian motion to hit this set before a given time $t$ is well approximated even at short times by the probability that Brownian motion hits a disk of radius $r_T$ equal to the conformal radius of the trap $T$.

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Cites work

• Asymptotic behaviour of a Brownian motion on exterior domains
• Brownian motion. With an appendix by Oded Schramm and Wendelin Werner
• Hitting spheres with Brownian motion
• NIST handbook of mathematical functions
• Some Theorems Concerning Brownian Motion
• Some Two-Dimensional Problems in Conduction of Heat with Circular Symmetry

Cited in

(3)

• 2D Brownian motion in a system of traps: application of conformal transformations
• Size and shape of tracked Brownian bridges
• On catching a moving particle by narrow strips

Describes a project that uses

Uses Software

• DLMF

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