The exit event of the narrow escape problem with deterministic starting point in dimension 2.

Consider a particle randomly moving in a bounded (planar) domain starting at any given point within. Assume it bounces against the boundary and consider $\Sigma$, a small part of that boundary. What is the expected time we need to wait before the particle hits $\Sigma$ ? This question is known as the narrow escape problem. We can also consider the related question : what is the probability that the particle hits $\Sigma$ before another given subset of the boundary $\Gamma$ ? In this talk, I will address these questions and give quantitative answers in the asymptotic regime where the lengths of the windows tend to 0. To tackle the problem, I will prove a Feynman-Kac formula, linking the stochastic process studied to a deterministic PDE which has the form of a Poisson equation with mixed boundary conditions. Then, constructing appropriate quasimodes to this PDE, we are able to derive sharp asymptotics for the expected time and probabilities.