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Asymptotic Methods For The Fokkerplanck Equation And The Exit Problem Johan Grasman

  • SKU: BELL-882896
Asymptotic Methods For The Fokkerplanck Equation And The Exit Problem Johan Grasman
$ 31.00 $ 45.00 (-31%)

5.0

58 reviews

Asymptotic Methods For The Fokkerplanck Equation And The Exit Problem Johan Grasman instant download after payment.

Publisher: Springer Berlin Heidelberg
File Extension: DJVU
File size: 1.4 MB
Pages: 212
Author: Johan Grasman, Onno A. van Herwaarden
ISBN: 9783642084096, 3642084095
Language: English
Year: 2010

Product desciption

Asymptotic Methods For The Fokkerplanck Equation And The Exit Problem Johan Grasman by Johan Grasman, Onno A. Van Herwaarden 9783642084096, 3642084095 instant download after payment.

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.

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