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Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Engelsk
Bogcover for Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications af Onno A. Herwaarden, Johan Grasman, 9783642084096
Specifikationer
Sprog:
Engelsk
Sider:
220
ISBN-13:
9783642084096
Indbinding:
Paperback
ISBN-10:
3642084095
Udg. Dato:
9 dec 2010
Størrelse i cm:
23,6 x 15,6 x 1,4
Serie:
Springer Series in Synergetics
Oplagsdato:
9 dec 2010
Paperback 2010
Format:

Bog beskrivelse
Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
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Specifikationer
Sprog:
Engelsk
Sider:
220
ISBN-13:
9783642084096
Indbinding:
Paperback
ISBN-10:
3642084095
Udg. Dato:
9 dec 2010
Størrelse i cm:
23,6 x 15,6 x 1,4
Serie:
Springer Series in Synergetics
Oplagsdato:
9 dec 2010
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