数学系--偏微分方程中心联合讨论班
Department of Mathematics- Center for PDE
Joint Seminar

报告题目: Mean Exit Time of Brownian Particle from Small Windows on the Closed Container

演讲人：Professor Xinfu Chen (University of Pittsburgh)

时间：2011年6月27日（星期一）下午1:00

地点：华东师大闵行校区数学系102报告厅

Abstract

This talk explains the problem of calculating the expectation of exit
time of a Brownian particle confined in a closed container except small
windows on the boundary at which the particle can escape.When the windows are small, asymptotic expansion on the sizes of window is useful in many applications.
In this talk I will present asymptotic formulas as well as an exact solution in a 2-D circular domain with one window of arbitrary size.