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The mean first passage time (MFPT) is calculated for a Brownian particle in a bounded two-dimensional domain that contains N small non-overlapping absorbing windows on its boundary. The reciprocal of the MFPT of this narrow escape problem has wide applications in cellular biology where it may be used as an effective first order rate constant to describe,… (More)

The mean first passage time (MFPT) is calculated for a Brownian particle in a bounded two-or three-dimensional domain that contains N small non-overlapping absorbing windows on its boundary. The reciprocal of the MFPT of such narrow escape problems has wide applications in cellular biology where it may be used as an effective first order rate constant to… (More)

- Christoph Schleicher, Henryk Gurgul, Theodore Kolokolnikov, James Nason, Anthony Peirce
- 2002

This paper describes a framework of how to optimally implement linear filters for finite time series. The filters under consideration have the property that they minimize the mean squared error compared to some ideal hypothetical filter. It is shown in examples that three commonly used filters, the bandpass filter, the Hodrick-Prescott filter and the… (More)

SUMMARY This paper proposes and studies the performance of a preconditioner suitable for solving a class of symmetric positive deÿnite systems, ˆ Ax = b, which we call p-level lower rank extracted systems (p-level LRES), by the preconditioned conjugate gradient method. The study of these systems is motivated by the numerical approximation of integral… (More)

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