Asymptotic Methods For The Fokkerplanck Equation And The Exit Problem In Applications
Johan Grasman · 2013
Where to buy
Amazon’s price changes daily, so the most accurate place to see it is there, at the moment you buy.
View on AmazonAbout the book
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.
Book details
- Year
- 2013
- Language
- English
- Publisher
- Springer
- Editions
- 2
- ISBN
- 9783662038574
Data source: Wikidata
