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

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by Johan Grasman, Onno A., van Herwaarden.

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 where noise leads to qualitative changes, escape fr...

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Bibliographic Details
Main Authors: Grasman, Johan (Author), Herwaarden, Onno A., van (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
Edition:1st ed. 1999.
Series:Springer Series in Synergetics,
Springer eBook Collection.
Subjects:
Mathematical analysis.
Analysis (Mathematics).
Computers.
Probabilities.
Statistical physics.
Dynamical systems.
Physics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Description
Summary: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 where 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.
Physical Description:IX, 220 p. online resource.
ISBN:9783662038574
ISSN:0172-7389
DOI:10.1007/978-3-662-03857-4

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