About: Narrow escape problem

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Singular perturbation problem dealing with confinement of Brownian particles

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  • singular perturbation problem dealing with confinement of Brownian particles (en)
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  • In 2-D, with points identified by complex numbers, let Then the mean first passage time , for , is given by (en)
  • The probability density of the location of a particle at time of its exit is given by (en)
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  • Theorem (en)
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  • Narrow escape problem (en)
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