The narrow escape problem concerns the mean escape time for this phenomenon. Governed by the Langevin equation, its "standard" type is modeled by a LÃ©vy process named for Wie
The narrow escape problem concerns the mean escape time for this phenomenon. Governed by the Langevin equation, its "standard" type is modeled by a LÃ©vy process named for Wiener. It can be described by the Fokker-Planck equation, and an equation stating that this process's mean square displacement is proportional to the product of elapsed time and diffusivity was published in 1905. Its namesake scientist discovered it while watching pollen grains suspended in water, and it was explained by Albert Einstein. For 10 points, name this random movement of particles in a fluid.
The narrow escape problem concerns the mean escape time for this phenomenon.
Brownian motion 