Narrow escape problem in the presence of the force field

Narrow escape problem in the presence of the force field

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 a auxiliary result, we obtain the singular structure for the...

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Veröffentlicht in:Mathematical methods in the applied sciences 2022-11, Vol.45 (16), p.10027-10051
Hauptverfasser: Nursultanov, Medet, Trad, William, Tzou, Leo
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotic series
Brownian motion
drift‐diffusion
force field
Green's functions
mean sojourn time
narrow escape problem
Riemann manifold
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Zusammenfassung: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 a auxiliary result, we obtain the singular structure for the restricted Neumann Green's function which may be of independent interest.
ISSN:0170-4214
1099-1476
DOI:10.1002/mma.8354