Noise-Induced Phenomena in Slow-Fast Dynamical Systems

Name: Noise-Induced Phenomena in Slow-Fast Dynamical Systems
SKU: 8962834
Price: 316.00 NZD
Availability: InStock

A Sample-Paths Approach

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Paperback / softback

Series:

Probability and Its Applications

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Description

Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences, and engineering. It presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation theory, allows the domains of concentration for typical sample paths to be determined, and provides precise estimates on the transition probabilities between these domains. In addition to the detailed presentation of the set-up and mathematical results, applications to problems in physics, biology, and climatology are discussed.

Release date NZ

October 21st, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 2006

Illustrations

57 Illustrations, black and white; XIII, 276 p. 57 illus.

Pages

276

Series

Probability and Its Applications

Dimensions

156x234x15

ISBN-13

9781849965477

Product ID

8962834

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Noise-Induced Phenomena in Slow-Fast Dynamical Systems

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