Analytical and numerical results for first escape time in 2D

DOI10.1016/J.CRMA.2010.11.024MaRDI QIDQ627751zbMATHOpenAlexWikidataFDO

Authors Carey Caginalp, Xinfu Chen

Publication date 3 March 2011

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2010.11.024

zbMATH Keywords

Monte Carlo simulationBrownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• A guide to first-passage processes
• An asymptotic analysis of the mean first passage time for narrow escape problems. I: Two-dimensional domains
• Asymptotic analysis for the narrow escape problem
• Diffusion escape through a cluster of small absorbing windows
• Narrow escape. II: The circular disk
• Theory and applications of stochastic processes. An analytical approach

Cited in

(5)

• Analytical and numerical results for an escape problem
• Rigorous numerical approximation of escape rates
• Exit time distribution in spherically symmetric two-dimensional domains
• Analytical solutions for an escape problem in a disc with an arbitrary distribution of exit holes along its boundary
• Narrow escape. II: The circular disk

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