Asymptotic methods for the Fokker-Planck equation and the exit problem
Book information
Description
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.
Similar books
Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Springer Series in Synergetics)
1999 · DJVU
Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
1999 · DJVU
Asymptotic methods for relaxation oscillations and applications
1987 · DJVU
Cosmical Electrodynamics, 2nd Ed. (International Series of Monographs on Physics)
1963 · DJVU
Theory of Knowledge: An Introduction
1976 · DJVU
Introduction to Stochastic Processes with Special Reference to Methods and Applications
DJVU
Dynamical Theory of Crystal Lattices (The International series of monographs on physics)
1998 · DJVU
Communism and China: Ideology in Flux
1970 · DJVU