Abstract. The mean first passage time (MFPT) is calculated for a Brownian particle in a spherical domain in R 3 that contains N small nonoverlapping absorbing windows, or traps, on its boundary. For the unit sphere, the method of matched asymptotic expansions is used to derive an explicit three-term asymptotic expansion for the MFPT for the case of N small locally circular absorbing windows. The third term in this expansion, not previously calculated, depends explicitly on the spatial configuration of the absorbing windows on the boundary of the sphere. The threeterm asymptotic expansion for the average MFPT is shown to be in very close agreement with full numerical results. The average MFPT is shown to be minimized for trap configurations that minimize a certain discrete variational problem. This variational problem is closely related to the well-known optimization problem of determining the minimum energy configuration for N repelling point charges on the unit sphere. Numerical results, based on global optimization methods, are given for both the optimum discrete energy and the arrangements of the centers {x 1 , . . . , x N } of N circular traps on the boundary of the sphere. A scaling law for the optimum discrete energy, valid for N 1, is also derived.Key words. narrow escape, mean first passage time, matched asymptotic expansions, surface Neumann Green's functions, discrete variational problem, logarithmic switchback terms
AMS subject classifications. 35B25, 35C20, 35P15, 35J05, 35J08DOI. 10.1137/100782620 1. Introduction. The narrow escape problem concerns the motion of a Brownian particle confined in a bounded domain Ω ∈ R d (d = 2, 3) whose boundary ∂Ω = ∂Ω r ∪ ∂Ω a is almost entirely reflecting (∂Ω r ), except for small absorbing windows, or traps, labeled collectively by ∂Ω a , through which the particle can escape. Denoting the trajectory of the Brownian particle by X(t), the mean first passage time (MFPT) v(x) is defined as the expectation value of the time τ taken for the Brownian particle to become absorbed somewhere in ∂Ω a starting initially fromThe calculation of v(x) becomes a narrow escape problem in the limit when the measure of the absorbing set |∂Ω a | = O(ε d−1 ) is asymptotically small, where 0 < ε 1 measures the dimensionless radius of an absorbing window. Since the MFPT diverges as ε → 0, the calculation of the MFPT v(x) constitutes a singular perturbation problem.The narrow escape problem has many applications in biophysical modeling (see [2], [16], [19], [39] and the references therein). For the case of a two-dimensional domain, the narrow escape problem has been studied with a variety of analytical methods in [19], [42], [43], [20], and Part I of this paper [30]. In this paper, we use