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Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Hardcover, 1999 ed.) Loot Price: R1,654

Discovery Miles 16 540

Repayment Terms: R155 pm x 12*

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Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Hardcover, 1999 ed.): Johan Grasman,...

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Hardcover, 1999 ed.)

Johan Grasman, Onno A., van Herwaarden

Series: Springer Series in Synergetics

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Loot Price R1,654 Discovery Miles 16 540 | Repayment Terms: R155 pm x 12*

Expected to ship within 10 - 15 working days

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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 Ito calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Springer Series in Synergetics
Release date:	2001
First published:	1999
Authors:	Johan Grasman • Onno A., van Herwaarden
Dimensions:	234 x 156 x 14mm (L x W x T)
Format:	Hardcover
Pages:	220
Edition:	1999 ed.
ISBN-13:	978-3-540-64435-4
Categories:	Books > Science & Mathematics > Physics > General Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers Promotions
LSN:	3-540-64435-0
Barcode:	9783540644354