Brownian Motion in Dire Straits

DOI10.1137/110857519zbMath1266.60144arXiv1202.2775OpenAlexW2023519845WikidataQ58052046 ScholiaQ58052046MaRDI QIDQ4917779

Zeev Schuss, David Holcman

Publication date: 2 May 2013

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.2775

zbMATH Keywords

diffusionconformal mappingBrownian motionstochastic processesLaplace equationasymptotic analysisboundary layerfirst eigenvaluesmall holemean first passage timenarrow escapemixed Dirichlet-Neumann boundary value problem

Mathematics Subject Classification ID

Brownian motion (60J65) Estimates of eigenvalues in context of PDEs (35P15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

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