Analytical and numerical results for an escape problem

DOI10.1007/S00205-011-0455-6MaRDI QIDQ715355zbMATH OpenOpenAlexWikidataFDO

Authors Carey Caginalp, Xinfu Chen

Publication date 5 November 2012

Published in Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00205-011-0455-6

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Brownian motion (60J65)

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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
• An asymptotic analysis of the mean first passage time for narrow escape problems. II: The sphere
• Asymptotic analysis for the narrow escape problem
• Diffusion escape through a cluster of small absorbing windows
• Escape through a small opening: receptor trafficking in a synaptic membrane
• Narrow escape. II: The circular disk
• Theory and applications of stochastic processes. An analytical approach

Cited in

(13)

• The narrow escape problem in a circular domain with radial piecewise constant diffusivity
• Asymptotic analysis of first passage time problems inspired by ecology
• Mixed analytical-stochastic simulation method for the recovery of a Brownian gradient source from probability fluxes to small windows
• Analytical and numerical results for first escape time in 2D
• First-passage-driven boundary recession
• The probability of an encounter of two Brownian particles before escape
• Narrow escape problem in the presence of the force field
• First-passage times of multiple diffusing particles with reversible target-binding kinetics
• An analytical solution for the swing-by problem
• Hitting time of Brownian motion subject to shear flow
• 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

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