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Asymptotic Methods For The Fokker-planck
Johan Grasman
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Description for Asymptotic Methods For The Fokker-planck
Paperback. Series: Springer Series in Synergetics. Num Pages: 220 pages, biography. BIC Classification: PDE; PH. Category: (P) Professional & Vocational. Dimension: 236 x 156 x 14. Weight in Grams: 350. Series: Springer Series in Synergetics. 230 pages, black & white illustrations. Cateogry: (P) Professional & Vocational. BIC Classification: PDE; PH. Dimension: 236 x 156 x 14. Weight: 350.
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.
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.
Product Details
Format
Paperback
Number of pages
230
Condition
New
Number of Pages
220
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Place of Publication
Berlin, Germany
ISBN
9783642084096
SKU
V9783642084096
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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