Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Softcover reprint of hardcover 1st ed. 1999
Book Details
Format
Paperback / Softback
Book Series
Springer Series in Synergetics
ISBN-10
3642084095
ISBN-13
9783642084096
Edition
Softcover reprint of hardcover 1st ed. 1999
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 9th, 2010
Print length
220 Pages
Weight
350 grams
Dimensions
23.60 x 15.60 x 1.40 cms
Ksh 8,100.00
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Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.
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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