Description: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Author(s): Johan Grasman, Onno A., van Herwaarden Format: Paperback Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K ISBN-13: 9783642084096, 978-3642084096 Synopsis 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 Ito calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
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Book Title: Asymptotic Methods for the Fokker-Planck Equation and the Exit...
Item Height: 235mm
Item Width: 155mm
Author: Johan Grasman, Onno A., Van Herwaarden
Publication Name: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Format: Paperback
Language: English
Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
Subject: Computer Science, Mathematics, Physics
Publication Year: 2010
Type: Textbook
Item Weight: 362g
Number of Pages: 220 Pages
