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Springer Series in Synergetics

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

Authors: Grasman, Johan, Herwaarden, Onno A., van

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  • ISBN 978-3-662-03857-4
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Hardcover 77,99 €
price for Spain (gross)
  • ISBN 978-3-540-64435-4
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  • Usually dispatched within 3 to 5 business days.
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Softcover 77,99 €
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  • ISBN 978-3-642-08409-6
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  • The final prices may differ from the prices shown due to specifics of VAT rules
About this 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.

Table of contents (10 chapters)

Table of contents (10 chapters)
  • Dynamical Systems Perturbed by Noise: the Langevin Equation

    Pages 3-17

    Grasman, Professor Dr. Johan (et al.)

  • The Fokker—Planck Equation: First Exit from a Domain

    Pages 18-26

    Grasman, Professor Dr. Johan (et al.)

  • The Fokker—Planck Equation: One Dimension

    Pages 27-39

    Grasman, Professor Dr. Johan (et al.)

  • Singular Perturbation Analysis of the Differential Equations for the Exit Probability and Exit Time in One Dimension

    Pages 43-72

    Grasman, Professor Dr. Johan (et al.)

  • The Fokker—Planck Equation in Several Dimensions: the Asymptotic Exit Problem

    Pages 73-96

    Grasman, Professor Dr. Johan (et al.)

Buy this book

eBook 63,06 €
price for Spain (gross)
  • ISBN 978-3-662-03857-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 77,99 €
price for Spain (gross)
  • ISBN 978-3-540-64435-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 77,99 €
price for Spain (gross)
  • ISBN 978-3-642-08409-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Authors
Series Title
Springer Series in Synergetics
Copyright
1999
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-662-03857-4
DOI
10.1007/978-3-662-03857-4
Hardcover ISBN
978-3-540-64435-4
Softcover ISBN
978-3-642-08409-6
Series ISSN
0172-7389
Edition Number
1
Number of Pages
IX, 220
Topics