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epub Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Springer Series in Synergetics) download

by Onno A. van Herwaarden,Johan Grasman

  • ISBN: 3540644350
  • Author: Onno A. van Herwaarden,Johan Grasman
  • ePub ver: 1934 kb
  • Fb2 ver: 1934 kb
  • Rating: 4.1 of 5
  • Language: English
  • Pages: 220
  • Publisher: Springer; 1999 edition (April 14, 1999)
  • Formats: mobi mbr rtf txt
  • Category: Math
  • Subcategory: Mathematics
epub Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Springer Series in Synergetics) download

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems . The Fokker-Planck Equation in Several Dimensions: the Asymptotic Exit Problem.

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. Dispersive Groundwater Flow and Pollution. Grasman, Professor Dr. Johan (et a.

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Johan Grasman, Onno A. van Herwaarden). 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63.

Author: Johan Grasman Onno A. van Herwaarden. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications.

Includes bibliographical references (p. -210) and indexes.

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Equation: Methods of Solution and Applications (Springer, 1996)). Описание: This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications.

The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed.

Asymptotic methods for the Fokker-Planck equation and the exit problem in applications. Johan Grasman; O A van Herwaarden. Category: M Mathematics, MC Calculus, MCap Asymptotics, perturbations. 6 Mb. Asymptotic methods for the Fokker-Planck equation and the exit problem. Johan Grasman, Onno A. Category: Mathematics, Calculus, Asymptotics, perturbations. 0 Mb.

Черная дыра, сломавшая науку - Продолжительность: 10:02 AdMe. ru - Сайт о творчестве Recommended for you. 10:02. lofi hip hop radio - beats to relax/study to ChilledCow 11 108 зрителей. 1. Dynamical Systems Perturbed by Noise: the Langevin Equation. 2. The Fokker-Planck Equation: First Exit from a Domain. Johan Grasman, Onno van Herwaarden. I The Fokker-Planck Equation. 3. The Fokker-Planck Equation: On. More). View via Publisher.

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.

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