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

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Publisher : Springer Science & Business Media
ISBN 13 : 3662038579
Total Pages : 224 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by : Johan Grasman

Download or read book Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications written by Johan Grasman and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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Publisher : Springer Science & Business Media
ISBN 13 : 0387283137
Total Pages : 332 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Methods and Applications of Singular Perturbations by : Ferdinand Verhulst

Download or read book Methods and Applications of Singular Perturbations written by Ferdinand Verhulst and published by Springer Science & Business Media. This book was released on 2006-06-04 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains well-chosen examples and exercises A student-friendly introduction that follows a workbook type approach

Nonlinear Fokker-Planck Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 3540212647
Total Pages : 414 pages
Book Rating : 4.5/5 (42 download)

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Book Synopsis Nonlinear Fokker-Planck Equations by : T.D. Frank

Download or read book Nonlinear Fokker-Planck Equations written by T.D. Frank and published by Springer Science & Business Media. This book was released on 2005-01-07 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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Publisher : American Mathematical Soc.
ISBN 13 : 1470425580
Total Pages : 495 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Fokker-Planck-Kolmogorov Equations by : Vladimir I. Bogachev

Download or read book Fokker-Planck-Kolmogorov Equations written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-12-17 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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Publisher : Springer Science & Business Media
ISBN 13 : 3319020870
Total Pages : 157 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis An Invitation to Hypoelliptic Operators and Hörmander's Vector Fields by : Marco Bramanti

Download or read book An Invitation to Hypoelliptic Operators and Hörmander's Vector Fields written by Marco Bramanti and published by Springer Science & Business Media. This book was released on 2013-11-20 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​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.

Encyclopedia of Nonlinear Science

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Publisher : Routledge
ISBN 13 : 1135455570
Total Pages : 2881 pages
Book Rating : 4.1/5 (354 download)

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Book Synopsis Encyclopedia of Nonlinear Science by : Alwyn Scott

Download or read book Encyclopedia of Nonlinear Science written by Alwyn Scott and published by Routledge. This book was released on 2006-05-17 with total page 2881 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 438 alphabetically-arranged essays, this work provides a useful overview of the core mathematical background for nonlinear science, as well as its applications to key problems in ecology and biological systems, chemical reaction-diffusion problems, geophysics, economics, electrical and mechanical oscillations in engineering systems, lasers and nonlinear optics, fluid mechanics and turbulence, and condensed matter physics, among others.

An Introduction to Stochastic Dynamics

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Publisher : Cambridge University Press
ISBN 13 : 1107075394
Total Pages : 313 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis An Introduction to Stochastic Dynamics by : Jinqiao Duan

Download or read book An Introduction to Stochastic Dynamics written by Jinqiao Duan and published by Cambridge University Press. This book was released on 2015-04-13 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.

Historical Developments in Singular Perturbations

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Publisher : Springer
ISBN 13 : 3319119249
Total Pages : 263 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Historical Developments in Singular Perturbations by : Robert E. O'Malley

Download or read book Historical Developments in Singular Perturbations written by Robert E. O'Malley and published by Springer. This book was released on 2014-11-19 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This engaging text describes the development of singular perturbations, including its history, accumulating literature, and its current status. While the approach of the text is sophisticated, the literature is accessible to a broad audience. A particularly valuable bonus are the historical remarks. These remarks are found throughout the manuscript. They demonstrate the growth of mathematical thinking on this topic by engineers and mathematicians. The book focuses on detailing how the various methods are to be applied. These are illustrated by a number and variety of examples. Readers are expected to have a working knowledge of elementary ordinary differential equations, including some familiarity with power series techniques, and of some advanced calculus. Dr. O'Malley has written a number of books on singular perturbations. This book has developed from many of his works in the field of perturbation theory.

Modeling Aggregate Behavior and Fluctuations in Economics

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Publisher : Cambridge University Press
ISBN 13 : 1139431870
Total Pages : 283 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Modeling Aggregate Behavior and Fluctuations in Economics by : Masanao Aoki

Download or read book Modeling Aggregate Behavior and Fluctuations in Economics written by Masanao Aoki and published by Cambridge University Press. This book was released on 2001-12-20 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has two components: stochastic dynamics and stochastic random combinatorial analysis. The first discusses evolving patterns of interactions of a large but finite number of agents of several types. Changes of agent types or their choices or decisions over time are formulated as jump Markov processes with suitably specified transition rates: optimisations by agents make these rates generally endogenous. Probabilistic equilibrium selection rules are also discussed, together with the distributions of relative sizes of the bases of attraction. As the number of agents approaches infinity, we recover deterministic macroeconomic relations of more conventional economic models. The second component analyses how agents form clusters of various sizes. This has applications for discussing sizes or shares of markets by various agents which involve some combinatorial analysis patterned after the population genetics literature. These are shown to be relevant to distributions of returns to assets, volatility of returns, and power laws.

The Fokker-Planck Equation

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Publisher : Springer Science & Business Media
ISBN 13 : 3642968074
Total Pages : 468 pages
Book Rating : 4.6/5 (429 download)

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Book Synopsis The Fokker-Planck Equation by : Hannes Risken

Download or read book The Fokker-Planck Equation written by Hannes Risken and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the central problems synergetics is concerned with consists in the study of macroscopic qualitative changes of systems belonging to various disciplines such as physics, chemistry, or electrical engineering. When such transitions from one state to another take place, fluctuations, i.e., random processes, may play an im portant role. Over the past decades it has turned out that the Fokker-Planck equation pro vides a powerful tool with which the effects of fluctuations close to transition points can be adequately treated and that the approaches based on the Fokker Planck equation are superior to other approaches, e.g., based on Langevin equa tions. Quite generally, the Fokker-Planck equation plays an important role in problems which involve noise, e.g., in electrical circuits. For these reasons I am sure that this book will find a broad audience. It pro vides the reader with a sound basis for the study of the Fokker-Planck equation and gives an excellent survey of the methods of its solution. The author of this book, Hannes Risken, has made substantial contributions to the development and application of such methods, e.g., to laser physics, diffusion in periodic potentials, and other problems. Therefore this book is written by an experienced practitioner, who has had in mind explicit applications to important problems in the natural sciences and electrical engineering.

Resonance

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Publisher : BoD – Books on Demand
ISBN 13 : 953513633X
Total Pages : 256 pages
Book Rating : 4.5/5 (351 download)

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Book Synopsis Resonance by : Jan Awrejcewicz

Download or read book Resonance written by Jan Awrejcewicz and published by BoD – Books on Demand. This book was released on 2017-11-29 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Resonance is a common phenomenon, which is observed both in nature and in numerous devices and structures. It occurs in literally all types of vibrations. To mention just a few examples, acoustic, mechanical, or electromagnetic resonance can be distinguished. In the present book, 12 chapters dealing with different aspects of resonance phenomena have been presented.

Reaction-Transport Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 3642114431
Total Pages : 468 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Reaction-Transport Systems by : Vicenc Mendez

Download or read book Reaction-Transport Systems written by Vicenc Mendez and published by Springer Science & Business Media. This book was released on 2010-06-10 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to the dynamics of reaction-diffusion systems, with a focus on fronts and stationary spatial patterns. Emphasis is on systems that are non-standard in the sense that either the transport is not simply classical diffusion (Brownian motion) or the system is not homogeneous. A important feature is the derivation of the basic phenomenological equations from the mesoscopic system properties. Topics addressed include transport with inertia, described by persistent random walks and hyperbolic reaction-transport equations and transport by anomalous diffusion, in particular subdiffusion, where the mean square displacement grows sublinearly with time. In particular reaction-diffusion systems are studied where the medium is in turn either spatially inhomogeneous, compositionally heterogeneous or spatially discrete. Applications span a vast range of interdisciplinary fields and the systems considered can be as different as human or animal groups migrating under external influences, population ecology and evolution, complex chemical reactions, or networks of biological cells. Several chapters treat these applications in detail.

Computational and Ambient Intelligence

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Publisher : Springer
ISBN 13 : 3540730079
Total Pages : 1192 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Computational and Ambient Intelligence by : Francisco Sandoval

Download or read book Computational and Ambient Intelligence written by Francisco Sandoval and published by Springer. This book was released on 2007-09-21 with total page 1192 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 9th International Work-Conference on Artificial Neural Networks, IWANN 2007, held in San Sebastián, Spain in June 2007. Coverage includes theoretical concepts and neurocomputational formulations, evolutionary and genetic algorithms, data analysis, signal processing, robotics and planning motor control, as well as neural networks and other machine learning methods in cancer research.

Synchronization in Oscillatory Networks

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Publisher : Springer Science & Business Media
ISBN 13 : 3540712690
Total Pages : 373 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Synchronization in Oscillatory Networks by : Grigory V. Osipov

Download or read book Synchronization in Oscillatory Networks written by Grigory V. Osipov and published by Springer Science & Business Media. This book was released on 2007-08-10 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work systematically investigates a large number of oscillatory network configurations that are able to describe many real systems such as electric power grids, lasers or even the heart muscle, to name but a few. The book is conceived as an introduction to the field for graduate students in physics and applied mathematics as well as being a compendium for researchers from any field of application interested in quantitative models.

Quantum Signatures of Chaos

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Publisher : Springer Science & Business Media
ISBN 13 : 3642054285
Total Pages : 594 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Quantum Signatures of Chaos by : Fritz Haake

Download or read book Quantum Signatures of Chaos written by Fritz Haake and published by Springer Science & Business Media. This book was released on 2010-04-21 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic text provides an excellent introduction to a new and rapidly developing field of research. Now well established as a textbook in this rapidly developing field of research, the new edition is much enlarged and covers a host of new results.

Patterns and Interfaces in Dissipative Dynamics

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Publisher : Springer Science & Business Media
ISBN 13 : 3540304312
Total Pages : 383 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Patterns and Interfaces in Dissipative Dynamics by : L.M. Pismen

Download or read book Patterns and Interfaces in Dissipative Dynamics written by L.M. Pismen and published by Springer Science & Business Media. This book was released on 2006-07-07 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spontaneous pattern formation in nonlinear dissipative systems far from equilibrium occurs in a variety of settings in nature and technology, and has applications ranging from nonlinear optics through solid and fluid mechanics, physical chemistry and chemical engineering to biology. This book explores the forefront of current research, describing in-depth the analytical methods that elucidate the complex evolution of nonlinear dissipative systems.

Nonlinear Dynamics of Chaotic and Stochastic Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 3540381686
Total Pages : 463 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Nonlinear Dynamics of Chaotic and Stochastic Systems by : Vadim S. Anishchenko

Download or read book Nonlinear Dynamics of Chaotic and Stochastic Systems written by Vadim S. Anishchenko and published by Springer Science & Business Media. This book was released on 2007-07-20 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been added to Chapter 2. They are “Statistical Properties of Dynamical Chaos,” “E?ects of Synchronization in Extended Self-Sustained Oscillatory Systems,” and “Synchronization in Living Systems.” The sections indicated re?ect the most interesting results obtained by the authors after publication of the ?rst edition. We hope that the new edition of the book will be of great interest for a widesectionofreaderswhoarealreadyspecialistsorthosewhoarebeginning research in the ?elds of nonlinear oscillation and wave theory, dynamical chaos, synchronization, and stochastic process theory. Saratov, Berlin, and St. Louis V.S. Anishchenko November 2006 A.B. Neiman T.E. Vadiavasova V.V. Astakhov L. Schimansky-Geier Preface to the First Edition Thisbookisdevotedtotheclassicalbackgroundandtocontemporaryresults on nonlinear dynamics of deterministic and stochastic systems. Considerable attentionisgiventothee?ectsofnoiseonvariousregimesofdynamicsystems with noise-induced order. On the one hand, there exists a rich literature of excellent books on n- linear dynamics and chaos; on the other hand, there are many marvelous monographs and textbooks on the statistical physics of far-from-equilibrium andstochasticprocesses.Thisbookisanattempttocombinetheapproachof nonlinear dynamics based on the deterministic evolution equations with the approach of statistical physics based on stochastic or kinetic equations. One of our main aims is to show the important role of noise in the organization and properties of dynamic regimes of nonlinear dissipative systems.