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|a 9783662038574
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|a Grasman, Johan
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|a Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
|h Elektronische Ressource
|c by Johan Grasman, Onno A., van Herwaarden
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| 250 |
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|a 1st ed. 1999
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1999, 1999
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| 300 |
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|a IX, 220 p
|b online resource
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| 505 |
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|a 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
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| 653 |
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|a Complex Systems
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| 653 |
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|a Computer science
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| 653 |
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|a Mathematical analysis
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| 653 |
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|a Probability Theory
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| 653 |
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|a Analysis
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| 653 |
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|a System theory
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| 653 |
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|a Mathematical physics
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| 653 |
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|a Theory of Computation
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| 653 |
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|a Theoretical, Mathematical and Computational Physics
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| 653 |
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|a Mathematical Methods in Physics
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| 653 |
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|a Probabilities
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| 700 |
1 |
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|a Herwaarden, Onno A., van
|e [author]
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| 041 |
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7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b SBA
|a Springer Book Archives -2004
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| 490 |
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|a Springer Series in Synergetics
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| 028 |
5 |
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|a 10.1007/978-3-662-03857-4
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| 856 |
4 |
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|u https://doi.org/10.1007/978-3-662-03857-4?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
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|a 515
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| 520 |
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|a 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
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