Tuesday, February 14, 2012

1202.2775 (David Holcman et al.)

Brownian Motion in Dire Straits    [PDF]

David Holcman, Zeev Schuss
The passage of Brownian motion through a bottleneck in a bounded domain is a
rare event and the mean time for such passage increases indefinitely as the
bottleneck's radius shrinks to zero. Its calculation reveals the effect of
geometry and smoothness on the flux through the bottleneck. We find new
behavior of the narrow escape time through bottlenecks in planar and spatial
domains and on a surface. Some applications are discussed.
View original: http://arxiv.org/abs/1202.2775

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