Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications / Edition 1

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications / Edition 1

by Johan Grasman, Onno A., van Herwaarden van, C. A. Van Herwaarden
     
 

ISBN-10: 3540644350

ISBN-13: 9783540644354

Pub. Date: 04/14/1999

Publisher: Springer Berlin Heidelberg

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small shastic 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

…  See more details below

Overview

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small shastic 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.

Product Details

ISBN-13:
9783540644354
Publisher:
Springer Berlin Heidelberg
Publication date:
04/14/1999
Series:
Springer Series in Synergetics
Edition description:
1999
Pages:
220
Product dimensions:
0.63(w) x 6.14(h) x 9.21(d)

Table of Contents

Part A: The Fokker-Planck Equation. Part B: Asymptotic Solution of the Exit Problem. Part C: Applications.

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >