Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1999
|
| Schriftenreihe: | Springer Series in Synergetics
|
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/978-3-662-03857-4 |
| Beschreibung: | 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 |
| Umfang: | 1 Online-Ressource (IX, 220 p) |
| ISBN: | 9783662038574 9783642084096 |
| ISSN: | 0172-7389 |
| DOI: | 10.1007/978-3-662-03857-4 |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV042423281 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:10:48Z |
| institution | BVB |
| isbn | 9783662038574 9783642084096 |
| issn | 0172-7389 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858698 |
| oclc_num | 1184496144 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (IX, 220 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Springer Series in Synergetics |
| spellingShingle | Grasman, Johan 1944- Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications Mathematics Information theory Global analysis (Mathematics) Distribution (Probability theory) Mathematical physics Analysis Theory of Computation Probability Theory and Stochastic Processes Statistical Physics, Dynamical Systems and Complexity Mathematical Methods in Physics Mathematik Mathematische Physik Asymptotische Methode (DE-588)4287476-2 gnd Störungstheorie (DE-588)4128420-3 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4287476-2 (DE-588)4128420-3 (DE-588)4126333-9 (DE-588)4132272-1 |
| title | Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications |
| title_auth | Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications |
| title_exact_search | Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications |
| title_full | Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by Johan Grasman, Onno A. Herwaarden |
| title_fullStr | Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by Johan Grasman, Onno A. Herwaarden |
| title_full_unstemmed | Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by Johan Grasman, Onno A. Herwaarden |
| title_short | Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications |
| title_sort | asymptotic methods for the fokker planck equation and the exit problem in applications |
| topic | Mathematics Information theory Global analysis (Mathematics) Distribution (Probability theory) Mathematical physics Analysis Theory of Computation Probability Theory and Stochastic Processes Statistical Physics, Dynamical Systems and Complexity Mathematical Methods in Physics Mathematik Mathematische Physik Asymptotische Methode (DE-588)4287476-2 gnd Störungstheorie (DE-588)4128420-3 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Mathematics Information theory Global analysis (Mathematics) Distribution (Probability theory) Mathematical physics Analysis Theory of Computation Probability Theory and Stochastic Processes Statistical Physics, Dynamical Systems and Complexity Mathematical Methods in Physics Mathematik Mathematische Physik Asymptotische Methode Störungstheorie Fokker-Planck-Gleichung Stochastische Analysis |
| url | https://doi.org/10.1007/978-3-662-03857-4 |
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