Narrow escape and leakage of Brownian particles

Abstract

Questions of flux regulation in biological cells raise renewed interest in the narrow escape problem. The often inadequate expansions of the narrow escape time are due to a not so well known fact that the boundary singularity of Green's function for Poisson's equation with Neumann and mixed Dirichlet-Neumann boundary conditions in three-dimensions contains a logarithmic singularity. Using this fact, we find the second term in the expansion of the narrow escape time and in the expansion of the principal eigenvalue of the Laplace equation with mixed Dirichlet-Neumann boundary conditions, with small Dirichlet and large Neumann parts. We also find the leakage flux of Brownian particles that diffuse from a source to an absorbing target on a reflecting boundary of a domain, if a small perforation is made in the reflecting boundary.