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arXiv · 2608.05007

A spectral approach to the narrow escape problem in two-dimensional domains

Louis Carillo·Tony Lelièvre·Thomas Normand·Urbain Vaes
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Abstract

We study the law of the exit time and exit point of a Brownian motion in a two-dimensional domain with reflecting boundary conditions, except on small disjoint exit windows through which the stochastic process can escape the domain. In the limit of infinitely small exit windows, it is natural to assume that the process starts from the quasi-stationary distribution. In this setting, we obtain a precise description of the exit event.

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Louis Carillo, Tony Lelièvre, Thomas Normand, Urbain Vaes. 2026-08-05. A spectral approach to the narrow escape problem in two-dimensional domains. https://arxiv.org/abs/2608.05007

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