NARROW ESCAPE, PART I A. Singer ∗, Z. Schuss†, D. Holcman‡§, R. S. Eisenberg¶ August 12, 2018 Abstract A Brownian particle with diffusion coefficient D is confined to a bounded domain of volume V in R3 by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the win- dow shrinks, thus rendering the calculation of the mean escape time a singular perturbation problem. We construct an asymptotic approxi- mation for the case of an elliptical window of large semi axis a V 1/3 V ≪ and show that the mean escape time is Eτ K(e), where e is ∼ 2πDa the eccentricity of the ellipse; and K( ) is the complete elliptic integral · of the first kind. In the special case of a circular hole the result reduces V to Lord Rayleigh’s formula Eτ , which was derived by heuristic ∼ 4aD considerations. For the special case of a spherical domain, we obtain V a R a the asymptotic expansion Eτ = 1+ log + O . This 4aD R a R problem is important in understanding the flow of ions in and out of arXiv:math-ph/0412048v1 15 Dec 2004 narrow valves that control a wide range of biological and technological function. 1 Introduction We consider the exit problem of a Brownian motion from a bounded domain, whose boundary is reflecting, except for a small absorbing window. The mean ∗Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv, 69978 Tel-Aviv, Israel, e-mail:
[email protected] †Department of Mathematics, Tel-Aviv University, Tel-Aviv 69978, Israel, e-mail:
[email protected].