An Asymptotic Analysis of the Mean First Passage Time for Narrow Escape Problems: Part II: The Sphere

The mean first passage time (MFPT) is calculated for a Brownian particle in a spherical domain in R^sup 3^ that contains N small nonoverlapping absorbing windows, or traps, on its boundary. For the unit sphere, the method of matched asymptotic expansions is used to derive an explicit three-term asym...

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Bibliographic Details
Published in:Multiscale modeling & simulation 2010-01, Vol.8 (3), p.836-870
Main Authors: Cheviakov, Alexei F, Ward, Michael J, Straube, Ronny
Format: Article
Language:English
Subjects:
Absorption
Asymptotic expansions
Asymptotic methods
Asymptotic properties
Boundaries
Computer simulation
Mathematical models
Mathematical problems
Optimization
Studies
Windows (intervals)
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Summary:The mean first passage time (MFPT) is calculated for a Brownian particle in a spherical domain in R^sup 3^ that contains N small nonoverlapping absorbing windows, or traps, on its boundary. For the unit sphere, the method of matched asymptotic expansions is used to derive an explicit three-term asymptotic expansion for the MFPT for the case of N small locally circular absorbing windows. The third term in this expansion, not previously calculated, depends explicitly on the spatial configuration of the absorbing windows on the boundary of the sphere. The three-term asymptotic expansion for the average MFPT is shown to be in very close agreement with full numerical results. The average MFPT is shown to be minimized for trap configurations that minimize a certain discrete variational problem. This variational problem is closely related to the well-known optimization problem of determining the minimum energy configuration for N repelling point charges on the unit sphere. Numerical results, based on global optimization methods, are given for both the optimum discrete energy and the arrangements of the centers {x1, . . . , xN} of N circular traps on the boundary of the sphere. A scaling law for the optimum discrete energy, valid for N » 1, is also derived. [PUBLICATION ABSTRACT]
ISSN:1540-3459
1540-3467
DOI:10.1137/100782620