Activation through a narrow opening

A. Singer, Z. Schuss

Research output: Contribution to journalArticle

12 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 languageEnglish (US)
Pages (from-to)98-108
Number of pages11
JournalSIAM Journal on Applied Mathematics
Volume68
Issue number1
DOIs
StatePublished - Dec 1 2007
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Applied Mathematics

Keywords

  • Exit problem
  • Mixed boundary value problem
  • Narrow escape
  • Stochastic differential equations

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