Asymptotic Methods for the Fokker-P - E-book

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Asymptotic Methods For The Fokker-planck Equation And The Exit Problem In Applications - ENG

Johan Grasman; van A. Herwaarden

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Sinopsis

ISBN:	9783662038574
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Análisis Matemática
Año de publicación:	2013-04-17

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 ItÃ´ calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.

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