Mean exit time in irregularly-shaped annular and composite disc domains

TL;DR

This paper derives exact solutions for the mean exit time in irregular annular and composite disc domains, improving understanding of diffusion in complex geometries with heterogeneous media.

Contribution

It introduces a novel method to obtain exact mean exit time solutions in irregular geometries by perturbing known solutions for simple annuli, applicable to heterogeneous media.

Findings

Exact solutions match well with stochastic simulations.

Perturbation methods effectively handle irregular geometries.

Software implementation is publicly available.

Abstract

Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical physics, with various applications in biophysics, economics and heat and mass transfer. While many exact results for MET are known for diffusion in simple geometries involving homogeneous materials, calculating MET for diffusion in realistic geometries involving heterogeneous materials is typically limited to repeated stochastic simulations or numerical solutions of the associated boundary value problem (BVP). In this work we derive exact solutions for the MET in irregular annular domains, including some applications where diffusion occurs in heterogenous media. These solutions are obtained by taking the exact results for MET in an annulus, and then constructing various perturbation solutions to account for the irregular geometries involved. These solutions, with a range of boundary conditions, are implemented symbolically and compare very well with averaged data from repeated stochastic simulations and with numerical solutions of the associated BVP. Software to implement the exact solutions is available at https://github.com/ProfMJSimpson/Exit_time.