Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications write by Johan Grasman. This book was released on 2013-04-17. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications available in PDF, EPUB and Kindle. 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.
Methods and Applications of Singular Perturbations
Methods and Applications of Singular Perturbations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Methods and Applications of Singular Perturbations write by Ferdinand Verhulst. This book was released on 2006-06-04. Methods and Applications of Singular Perturbations available in PDF, EPUB and Kindle. Contains well-chosen examples and exercises A student-friendly introduction that follows a workbook type approach
Nonlinear Fokker-Planck Equations
Nonlinear Fokker-Planck Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonlinear Fokker-Planck Equations write by T.D. Frank. This book was released on 2005-01-07. Nonlinear Fokker-Planck Equations available in PDF, EPUB and Kindle. Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.
Fokker-Planck-Kolmogorov Equations
Fokker-Planck-Kolmogorov Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fokker-Planck-Kolmogorov Equations write by Vladimir I. Bogachev. This book was released on 2015-12-17. Fokker-Planck-Kolmogorov Equations available in PDF, EPUB and Kindle. This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
An Invitation to Hypoelliptic Operators and Hörmander's Vector Fields
An Invitation to Hypoelliptic Operators and Hörmander's Vector Fields - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Invitation to Hypoelliptic Operators and Hörmander's Vector Fields write by Marco Bramanti. This book was released on 2013-11-20. An Invitation to Hypoelliptic Operators and Hörmander's Vector Fields available in PDF, EPUB and Kindle. Hörmander's operators are an important class of linear elliptic-parabolic degenerate partial differential operators with smooth coefficients, which have been intensively studied since the late 1960s and are still an active field of research. This text provides the reader with a general overview of the field, with its motivations and problems, some of its fundamental results, and some recent lines of development.
