## Abstract

We employ singular perturbation methods to examine the generalized Langevin equation which describes the dynamics of a Brownian particle in an arbitrary potential force field, acted on by a fluctuating force describing collisions between the Brownian particle and lighter particles comprising a thermal bath. In contrast to models in which the collisions occur instantaneously, and the dynamics are modeled by a Langevin stochastic equation, we consider the situation in which the collisions do not occur instantaneously, so that the process is no longer a Markov process and the generalized Langevin equation must be employed. We compute expressions for the mean exit time of the Brownian particle from the potential well in which it is confined.

Original language | English (US) |
---|---|

Pages (from-to) | 265-298 |

Number of pages | 34 |

Journal | SIAM Journal on Applied Mathematics |

Volume | 46 |

Issue number | 2 |

DOIs | |

State | Published - Jan 1 1986 |

## ASJC Scopus subject areas

- Applied Mathematics