Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (1999) (Springer Series in Synergetics)
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- 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 Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
- Copyright:
- 1999
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783662038574
- Related ISBNs:
- 9783540644354
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 08/22/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Science, Computers and Internet, Earth Sciences, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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