Narrow escape problem in the presence of the force field
Medet Nursultanov, William Trad, Leo Tzou

TL;DR
This paper analyzes the narrow escape problem for Brownian particles in a 3D Riemannian manifold with force fields, deriving asymptotic mean sojourn times and exploring the Green's function structure.
Contribution
It provides the first asymptotic expansion of mean sojourn time for particles under force fields in curved spaces, with new insights into the Green's function.
Findings
Asymptotic expansion of mean sojourn time derived
Singular structure of the restricted Neumann Green's function characterized
Results applicable to complex geometries and force fields
Abstract
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 an auxiliary result, we obtain the singular structure for the restricted Neumann Green's function which may be of independent interest.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Diffusion and Search Dynamics · Stochastic processes and financial applications
