Name: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Price: 551.95 DKK
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Author: Johan Grasman
ISBN: 9783642084096

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

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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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Sprog:
Engelsk

ISBN:
9783642084096

Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Indbinding:
Paperback

Sideantal:
220

Udgivet:
9. december 2010

Udgave:
11999

Størrelse:
156x236x14 mm.

Vægt:
350 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 20. november 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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