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.
All Science Journal Classification (ASJC) codes
- Applied Mathematics
- Exit problem
- Mixed boundary value problem
- Narrow escape
- Stochastic differential equations