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The problem of the mean escape or absorption time of a particle from a finite space in some variable, when it is subject to an arbitrary external force, as well as random dissipative forces, is solved exactly with the assumption of a general, one-dimensional diffusion equation, including a variable diffusion coefficient. A number of examples of applications in biology, chemistry, and physics are outlined.
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D. L. Weaver (1979) studied this question.
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