Articles liés à Asymptotic Methods for the Fokker-Planck Equation and...

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications - Couverture souple

Grasman, Johan; Herwaarden Van, O.

 
9783642084096: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Couverture souple
ISBN 10 : 3642084095 ISBN 13 : 9783642084096
Editeur : Springer, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2010
Langue
anglais
ISBN 10 
3642084095
ISBN 13 
9783642084096
Reliure
Broché
Nombre de pages
232
Coordonnées du fabricant
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3
Heidelberg
69115
Allemagne