Titlebook: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications; Johan Grasman,Onno A. Herwaarden Book 1999 Springe

Nonporous

尖叫

tangle

geometrician

synchronous

Commemorate

Singular Perturbation Analysis of the Differential Equations for the Exit Probability and Exit Time xact solution. We choose to carry out a singular perturbation analysis because this method can be employed in higher dimensional problems for which an exact solution is not available. The present class of one-dimensional problems offers an excellent opportunity to develop the appropriate tools and to explore the scope of the method.

crumble

cortex

A Markov Chain Approximation of the Stochastic Dynamical Systematical description of the connection between such a Markov chain and the stochastic dynamical system we refer to Chap. 6 of Freidlin and Wentzell (1984). Here we work out two examples. One modelling the preferent states of the atmospheric circulation and one dealing with the occupation rate of a patch of land by some biological species.

Folklore

Book 1999rturbation 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.

gangrene