Brownian Motion in Dire Straits

@article{Holcman2012BrownianMI,
  title={Brownian Motion in Dire Straits},
  author={David Holcman and Zeev Schuss},
  journal={Multiscale Modeling & Simulation},
  year={2012},
  volume={10},
  pages={1204-1231}
}
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… CONTINUE READING