Author | Grasman, Johan. author |
---|---|
Title | Asymptotic Methods for the FokkerโPlanck Equation and the Exit Problem in Applications [electronic resource] / by Johan Grasman, Onno A. van Herwaarden |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999 |
Connect to | http://dx.doi.org/10.1007/978-3-662-03857-4 |
Descript | IX, 220 p. online resource |
I The FokkerโPlanck Equation -- 1. Dynamical Systems Perturbed by Noise: the Langevin Equation -- 2. The FokkerโPlanck Equation: First Exit from a Domain -- 3. The FokkerโPlanck 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 FokkerโPlanck 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