Brownian Motion in Dire Straits
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Publication:4917779
DOI10.1137/110857519zbMath1266.60144arXiv1202.2775WikidataQ58052046 ScholiaQ58052046MaRDI QIDQ4917779
Publication date: 2 May 2013
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.2775
diffusion; conformal mapping; Brownian motion; stochastic processes; Laplace equation; asymptotic analysis; boundary layer; first eigenvalue; small hole; mean first passage time; narrow escape; mixed Dirichlet-Neumann boundary value problem
60J65: Brownian motion
35P15: Estimates of eigenvalues in context of PDEs
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J60: Diffusion processes
60J50: Boundary theory for Markov processes