The Narrow Escape Problem
DOI10.1137/120898395zbMath1310.60113OpenAlexW2031042504WikidataQ58052015 ScholiaQ58052015MaRDI QIDQ5166324
Publication date: 26 June 2014
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e974b5bf08aabd2e321979d61c9dda3f6b9cfa22
stochastic modelingasymptotic expansionsLaplace equationPoisson equationdiffusion processesmean first passage timemixed Dirichlet-Neumann boundary value problemNeumann's functionnarrow escape problem
Boundary value problems for second-order elliptic equations (35J25) Brownian motion (60J65) Diffusion processes (60J60) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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