Analytical Solutions for an Escape Problem in a Disc with an Arbitrary Distribution of Exit Holes Along Its Boundary

Abstract

We analytically construct solutions for the mean first-passage time and splitting probabilities for the escape problem of a particle moving with continuous Brownian motion in a confining planar disc with an arbitrary distribution (i.e., of any number, size and spacing) of exit holes/absorbing sections along its boundary. The governing equations for these quantities are Poisson’s equation with a (non-zero) constant forcing term and Laplace’s equation, respectively, and both are subject to a mixture of homogeneous Neumann and Dirichlet boundary conditions. Our solutions are expressed as explicit closed formulae written in terms of a parameterising variable via a conformal map, using special transcendental functions that are defined in terms of an associated Schottky group. They are derived by exploiting recent results for a related problem of fluid mechanics that describes a unidirectional flow over “no-slip/no-shear” surfaces, as well as results from potential theory, all of which were themselves derived using the same theory of Schottky groups. They are exact up to the determination of a finite set of mapping parameters, which is performed numerically. Their evaluation also requires the numerical inversion of the parameterising conformal map. Computations for a series of illustrative examples are also presented.