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

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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.
Release date NZ
December 9th, 2010
Audience
  • Professional & Vocational
Edition
Softcover reprint of hardcover 1st ed. 1999
Illustrations
IX, 220 p.
Pages
220
Dimensions
156x234x12
ISBN-13
9783642084096
Product ID
9986165

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