Simulation and Optimization of Mean First Passage Time Problems in 2-D using Numerical Embedded Methods and Perturbation Theory. (arXiv:1911.07842v1 [math.NA])
We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of particular interest is to identify optimal arrangements of small absorbing traps that minimize the average MFPT. Although the…