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.

Table of Contents:

I The Fokker—Planck Equation
1. Dynamical Systems Perturbed by Noise: the Langevin Equation
2. The Fokker—Planck Equation: First Exit from a Domain
3. The Fokker—Planck Equation: One Dimension
II Asymptotic Solution of the Exit Problem
4. Singular Perturbation Analysis of the Differential Equations for the Exit Probability and Exit Time in One Dimension
5. The Fokker—Planck Equation in Several Dimensions: the Asymptotic Exit Problem
III Applications
6. Dispersive Groundwater Flow and Pollution
7. Extinction in Systems of Interacting Biological Populations
8. Stochastic Oscillation
9. Confidence Domain, Return Time and Control
10. A Markov Chain Approximation of the Stochastic Dynamical System
Literature
Answers to Exercises
Author Index.

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

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