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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…

Probability · Mathematics 2023-07-19 Medet Nursultanov , William Trad , Leo Tzou

We use geometric microlocal methods to compute an asymptotic expansion of mean first arrival time for Brownian particles on Riemannian manifolds. This approach provides a robust way to treat this problem, which has thus far been limited to…

Probability · Mathematics 2021-01-21 Medet Nursultanov , Justin C. Tzou , Leo Tzou

We present an efficient method to solve the narrow capture and narrow escape problems for the sphere. The narrow capture problem models the equilibrium behavior of a Brownian particle in the exterior of a sphere whose surface is reflective,…

Numerical Analysis · Mathematics 2021-08-03 Jason Kaye , Leslie Greengard

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

In this paper we analyze the narrow capture problem for a single Brownian particle diffusing in a three-dimensional (3D) bounded domain containing a set of small, spherical traps. The boundary surface of each trap is taken to be a…

Statistical Mechanics · Physics 2022-11-23 Paul C Bressloff

We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

Questions of flux regulation in biological cells raise renewed interest in the narrow escape problem. The often inadequate expansions of the narrow escape time are due to a not so well known fact that the boundary singularity of Green's…

Mathematical Physics · Physics 2009-11-13 A. Singer , Z. Schuss , D. Holcman

This paper deals with the three-dimensional narrow escape problem in dendritic spine shaped domain, which is composed of a relatively big head and a thin neck. The narrow escape problem is to compute the mean first passage time of Brownian…

Mathematical Physics · Physics 2017-02-24 Hyundae Lee , Xiaofei Li , Yuliang Wang

A Brownian particle with diffusion coefficient $D$ is confined to a bounded domain of volume $V$ in $\rR^3$ by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the window shrinks, thus…

Mathematical Physics · Physics 2007-05-23 A. Singer , Z. Schuss , D. Holcman , R. S. Eisenberg

We consider Brownian motion in a bounded domain $\Omega$ on a two-dimensional Riemannian manifold $(\Sigma,g)$. We assume that the boundary $\p\Omega$ is smooth and reflects the trajectories, except for a small absorbing arc…

Mathematical Physics · Physics 2007-05-23 A. Singer , Z. Schuss , D. Holcman

In this paper we study the local regularity of closed surfaces immersed in a Riemannian 3-manifold flowing by Willmore flow. We establish a pair of concentration-compactness alternatives for the flow, giving a lower bound on the maximal…

Differential Geometry · Mathematics 2013-08-29 Jan Metzger , Glen Wheeler , Valentina-Mira Wheeler

We consider Brownian motion in a circular disk $\Omega$, whose boundary $\p\Omega$ is reflecting, except for a small arc, $\p\Omega_a$, which is absorbing. As $\epsilon=|\partial \Omega_a|/|\partial \Omega|$ decreases to zero the mean time…

Mathematical Physics · Physics 2007-05-23 A. Singer , Z. Schuss , D. Holcman

This paper considers the two-dimensional narrow escape problem in a domain which is composed of a relatively big head and several thin necks. The narrow escape problem is to compute the mean first passage time(MFPT) of a Brownian particle…

Mathematical Physics · Physics 2023-12-05 Xiaofei Li , Shengqi Lin

We develop a high order asymptotic expansion for the mean first passage time (MFPT) of the capture of Brownian particles by a small elliptical trap in a bounded two dimensional region. This new result describes the effect that trap…

Analysis of PDEs · Mathematics 2026-04-01 Sanchita Chakraborty , Theodore Kolokolnikov , Alan E. Lindsay

Motivated by cell adhesion in hydrodynamic flow, here we study bond formation between a spherical Brownian particle in linear shear flow carrying receptors for ligands covering the boundary wall. We derive the appropriate Langevin equation…

Soft Condensed Matter · Physics 2007-07-16 C. Korn , U. S. Schwarz

A general topic of current interest is the analysis of diffusion problems in singularly perturbed domains with small interior targets or traps (the narrow capture problem). One major application is to intracellular diffusion, where the…

Statistical Mechanics · Physics 2022-04-13 Paul C. Bressloff

We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…

Analysis of PDEs · Mathematics 2024-04-09 Tony Lelièvre , Mohamad Rachid , Gabriel Stoltz

We study the unique recovery of time-independent lower order terms appearing in the symmetric first order perturbation of the Riemannian wave equation by sending and measuring waves in disjoint open sets of \textit{a priori} known closed…

Analysis of PDEs · Mathematics 2025-10-30 Matti Lassas , Boya Liu , Teemu Saksala , Andrew Shedlock , Ziyao Zhao

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner
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