Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Springer Berlin (Verlag)
978-3-540-64435-4 (ISBN)
I The Fokker-Planck Equation.- 1. Dynamical Systems Perturbed by Noise: the Langevin Equation.- 2. The Fokker-Planck Equation: First Exit from a Domain.- 3. The Fokker-Planck Equation: One Dimension.- II Asymptotic Solution of the Exit Problem.- 4. Singular Perturbation Analysis of the Differential Equations for the Exit Probability and Exit Time in One Dimension.- 5. The Fokker-Planck Equation in Several Dimensions: the Asymptotic Exit Problem.- III Applications.- 6. Dispersive Groundwater Flow and Pollution.- 7. Extinction in Systems of Interacting Biological Populations.- 8. Stochastic Oscillation.- 9. Confidence Domain, Return Time and Control.- 10. A Markov Chain Approximation of the Stochastic Dynamical System.- Literature.- Answers to Exercises.- Author Index.
Erscheint lt. Verlag | 8.3.1999 |
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Reihe/Serie | Springer Series in Synergetics |
Zusatzinfo | IX, 220 p. |
Verlagsort | Berlin |
Sprache | englisch |
Maße | 156 x 234 mm |
Gewicht | 520 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
Naturwissenschaften ► Physik / Astronomie ► Astronomie / Astrophysik | |
Naturwissenschaften ► Physik / Astronomie ► Theoretische Physik | |
Schlagworte | Approximation • Boundary value problem • Calculus • differential equation • Dynamical Systems • Dynamische Systeme • Fokker-Planck Equation • Markov • Markov Chain |
ISBN-10 | 3-540-64435-0 / 3540644350 |
ISBN-13 | 978-3-540-64435-4 / 9783540644354 |
Zustand | Neuware |
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