Narrow escape problem in the presence of the force field

DOI10.1002/MMA.8354arXiv2107.01403MaRDI QIDQ6142147FDOQ6142147

Leo Tzou, William Trad, Medet Nursultanov

Publication date: 21 December 2023

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Abstract: This paper considers the narrow escape problem of a Brownian particle within a three-dimensional Riemannian manifold under the influence of the force field. We compute an asymptotic expansion of mean sojourn time for Brownian particles. As an auxiliary result, we obtain the singular structure for the restricted Neumann Green's function which may be of independent interest.

Full work available at URL: https://arxiv.org/abs/2107.01403

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zbMATH Keywords

drift-diffusionforce fieldmean sojourn timenarrow escape problem

Mathematics Subject Classification ID

Brownian motion (60J65) Asymptotic behavior of solutions to PDEs (35B40) Diffusion processes and stochastic analysis on manifolds (58J65) Cell biology (92C37) Probabilistic potential theory (60J45)

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Cited In (2)

• A microlocal analysis of the Lévy generator with conjugate points
• Eigenvalue variations of the Neumann Laplace operator due to perturbed boundary conditions

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