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Více informací o knize Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis

• Plný název: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
• Autor: Johan Grasman, Onno A., van Herwaarden
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 220
• EAN: 9783642084096
• ISBN: 3642084095
• ID: 01653420
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 350 g
• Rozměry: 236 × 156 × 14 mm
• Datum vydání: 09. December 2010

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