Narrow Escape, Part I

MaRDI QIDQ6469313FDOQ6469313

Authors A. Singer, Zeev Schuss, D. Holcman, Robert Eisenberg

Publication date 15 December 2004

Mathematics Subject Classification ID

Brownian motion (60J65) Elliptic equations on manifolds, general theory (58J05) Boundary value problems on manifolds (58J32) Perturbations of PDEs on manifolds; asymptotics (58J37)

Abstract: A Brownian particle with diffusion coefficient $D$ is confined to a bounded domain of volume $V$ in $R^3$ by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the window shrinks, thus rendering the calculation of the mean escape time a singular perturbation problem. We construct an asymptotic approximation for the case of an elliptical window of large semi axis $all{V}^{1/3}$ and show that the mean escape time is $EausimdsfracV2piDaK(e)$, where $e$ is the eccentricity of the ellipse; and $K(cdot)$ is the complete elliptic integral of the first kind. In the special case of a circular hole the result reduces to Lord Rayleigh's formula $EausimdsfracV4aD$, which was derived by heuristic considerations. For the special case of a spherical domain, we obtain the asymptotic expansion $Eau=dsfracV4aD[1+fracaRlogfracRa+O(fracaR)]$. This problem is important in understanding the flow of ions in and out of narrow valves that control a wide range of biological and technological function.

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