ENGLISH

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

By Johan Grasman , Onno A. van Herwaarden

Book information

Publisher
Springer
Year
1999
ISBN
3540644350, 9783540644354
LCC
QC20.7.D5 G75 1999
Open Library ID
OL381571M
Language
english
Format
DJVU
Filesize
1 MB (1475139 bytes)
Series
Springer Series in Synergetics
Edition
1
Pages
245\213
Time added
2011-04-28 18:43:47

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.

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