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

Language: English

Published by Springer, 2010

3642084095 / 9783642084096

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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 where 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. 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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Title
Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Author
Johan Grasman
Publisher
Springer
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642084095
ISBN 13
9783642084096
Item weight
359 grams
Dimensions
235x155x13 mm

AHA-BUCH GmbH

Einbeck, Germany

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