BROWNIAN MOTION IN DIRE STRAITS

被引：13

作者：

Holcman, D. ^{[1
]}

Schuss, Z. ^{[2
]}

机构：

[1] Ecole Normale Super, IBENS, Grp Appl Math & Computat Biol, F-75005 Paris, France

[2] Tel Aviv Univ, Dept Math, IL-69978 Tel Aviv, Israel

来源：

MULTISCALE MODELING & SIMULATION | 2012年 / 10卷 / 04期

关键词：

Brownian motion; first eigenvalue; small hole; diffusion; narrow escape; mean first passage time; stochastic processes; Laplace equation; asymptotic analysis; boundary layer; conformal mapping; mixed Dirichlet-Neumann boundary value problem; 1ST PASSAGE TIME; NARROW ESCAPE; DENDRITIC SPINES; PART II; DIFFUSION; EIGENVALUE; DYNAMICS; EQUILIBRIUM; DOMAINS; RATES;

D O I：

10.1137/110857519

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The passage of Brownian motion through a bottleneck in a bounded domain is a rare event, and as the bottleneck radius shrinks to zero the mean time for such passage increases indefinitely. Its calculation reveals the effect of geometry and smoothness on the flux through the bottleneck. We find new behavior of the narrow escape time through bottlenecks in planar and spatial domains and on a surface. Some applications in cellular biology and neurobiology are discussed.

引用

页码：1204 / 1231

页数：28

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