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

af Johan Grasman

indgår i Springer Series in Synergetics serien

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications af Johan Grasman
Bag om 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. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642084096
  • Indbinding:
  • Paperback
  • Sideantal:
  • 220
  • Udgivet:
  • 9. december 2010
  • Udgave:
  • 11999
  • Størrelse:
  • 156x236x14 mm.
  • Vægt:
  • 350 g.
  • 8-11 hverdage.
  • 5. december 2024
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Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.

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