English

Narrow escape problem in the presence of the force field

Probability 2023-07-19 v1 Analysis of PDEs Functional Analysis

Abstract

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 an auxiliary result, we obtain the singular structure for the restricted Neumann Green's function which may be of independent interest.

Keywords

Cite

@article{arxiv.2107.01403,
  title  = {Narrow escape problem in the presence of the force field},
  author = {Medet Nursultanov and William Trad and Leo Tzou},
  journal= {arXiv preprint arXiv:2107.01403},
  year   = {2023}
}

Comments

27 pages. arXiv admin note: text overlap with arXiv:2101.07958