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Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical physics, with various applications in biophysics, economics and heat and mass transfer. While many exact results for MET are known for diffusion in simple geometries involving homogeneous materials, calculating MET for diffusion in realistic geometries involving heterogeneous materials is typically limited to repeated stochastic simulations or numerical solutions of the associated boundary value problem (BVP). In this work we derive exact solutions for the MET in irregular annular domains, including some applications where diffusion occurs in heterogenous media. These solutions are obtained by taking the exact results for MET in an annulus, and then constructing various perturbation solutions to account for the irregular geometries involved. These solutions, with a range of boundary conditions, are implemented symbolically and compare very well with averaged data from repeated stochastic simulations and with numerical solutions of the associated BVP. Software to implement the exact solutions is available on $href{https://github.com/ProfMJSimpson/Exit_time}{text{GitHub}}$.
Motivated by the existing difficulties in establishing mathematical models and in observing the system state time series for some complex systems, especially for those driven by non-Gaussian Levy motion, we devise a method for extracting non-Gaussian
Based on Markvorsen and Palmers work on mean time exit and isoperimetric inequalities we establish slightly better isoperimetric inequalities and mean time exit estimates for minimal submanifolds of $Ntimesmathbb{R}$. We also prove isoperimetric ineq
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The exponent of anomalous diffusion of virus in cytoplasm of a living cell is experimentally known to fluctuate depending on localized areas of the cytoplasm, indicating heterogeneity of diffusion. In a recent paper (Itto, 2012), a maximum-entropy-pr