The Narrow Escape Problem

DOI10.1137/120898395zbMath1310.60113WikidataQ58052015 ScholiaQ58052015MaRDI QIDQ5166324

David Holcman, Zeev Schuss

Publication date: 26 June 2014

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e974b5bf08aabd2e321979d61c9dda3f6b9cfa22

zbMATH Keywords

stochastic modeling; asymptotic expansions; Laplace equation; Poisson equation; diffusion processes; mean first passage time; mixed Dirichlet-Neumann boundary value problem; Neumann's function; narrow escape problem

Mathematics Subject Classification ID

35J25: Boundary value problems for second-order elliptic equations

60J65: Brownian motion

60J60: Diffusion processes

35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)