Activation through a narrow opening

A. Singer; Z. Schuss

doi:10.1137/060663477

Activation through a narrow opening

A. Singer, Z. Schuss

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

The escape of a Brownian motion through a narrow absorbing window in an otherwise reflecting boundary of a domain is a rare event. In the presence of a deep potential well, there are two long time scales, the mean escape time from the well and the mean time to reach the absorbing window. We derive a generalized Kramers formula for the mean escape time through the narrow window.

Original language	English (US)
Pages (from-to)	98-108
Number of pages	11
Journal	SIAM Journal on Applied Mathematics
Volume	68
Issue number	1
DOIs	https://doi.org/10.1137/060663477
State	Published - 2007
Externally published	Yes

All Science Journal Classification (ASJC) codes

Applied Mathematics

Keywords

Exit problem
Mixed boundary value problem
Narrow escape
Stochastic differential equations

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10.1137/060663477

Cite this

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title = "Activation through a narrow opening",

abstract = "The escape of a Brownian motion through a narrow absorbing window in an otherwise reflecting boundary of a domain is a rare event. In the presence of a deep potential well, there are two long time scales, the mean escape time from the well and the mean time to reach the absorbing window. We derive a generalized Kramers formula for the mean escape time through the narrow window.",

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AU - Schuss, Z.

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N2 - The escape of a Brownian motion through a narrow absorbing window in an otherwise reflecting boundary of a domain is a rare event. In the presence of a deep potential well, there are two long time scales, the mean escape time from the well and the mean time to reach the absorbing window. We derive a generalized Kramers formula for the mean escape time through the narrow window.

AB - The escape of a Brownian motion through a narrow absorbing window in an otherwise reflecting boundary of a domain is a rare event. In the presence of a deep potential well, there are two long time scales, the mean escape time from the well and the mean time to reach the absorbing window. We derive a generalized Kramers formula for the mean escape time through the narrow window.

KW - Exit problem

KW - Mixed boundary value problem

KW - Narrow escape

KW - Stochastic differential equations

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DO - 10.1137/060663477

M3 - Article

AN - SCOPUS:41849096685

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EP - 108

JO - SIAM Journal on Applied Mathematics

JF - SIAM Journal on Applied Mathematics

IS - 1

ER -

Activation through a narrow opening

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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