Share
asymptotic methods for the fokker-planck equation and the exit problem in applications
Johan Grasman
(Author)
·
Herwaarden
(Author)
·
Springer
· Paperback
asymptotic methods for the fokker-planck equation and the exit problem in applications - Grasman, Johan ; Herwaarden
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: U.S.A.
(Import costs included in the price)
It will be shipped from our warehouse between
Tuesday, July 30 and
Tuesday, August 06.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "asymptotic methods for the fokker-planck equation and the exit problem in applications"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
✓ Producto agregado correctamente al carro, Ir a Pagar.