ISBN: 9781846280382

Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. Th… More...

Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences, and engineering. It presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation theory, allows the domains of concentration for typical sample paths to be determined, and provides precise estimates on the transition probabilities between these domains.In addition to the detailed presentation of the set-up and mathematical results, applications to problems in physics, biology, and climatology are discussed. The emphasis lies on noise-induced phenomena such as stochastic resonance, hysteresis, excitability, and the reduction of bifurcation delay. Books > Science & Nature > Math & Physics > Mathematics > Probability & Statistics List_Books<

ISBN: 9781846280382

Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. Th… More...

Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences, and engineering. It presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation theory, allows the domains of concentration for typical sample paths to be determined, and provides precise estimates on the transition probabilities between these domains.In addition to the detailed presentation of the set-up and mathematical results, applications to problems in physics, biology, and climatology are discussed. The emphasis lies on noise-induced phenomena such as stochastic resonance, hysteresis, excitability, and the reduction of bifurcation delay. Books List_Books<

2005, ISBN: 9781846280382

Springer, Hardcover, Auflage: 2006, 292 Seiten, Publiziert: 2005-12-19T00:00:01Z, Produktgruppe: Book, 0.59 kg, Verkaufsrang: 4205465, Differential Equations, Mathematical Analysis, Mathe… More...

Springer, Hardcover, Auflage: 2006, 292 Seiten, Publiziert: 2005-12-19T00:00:01Z, Produktgruppe: Book, 0.59 kg, Verkaufsrang: 4205465, Differential Equations, Mathematical Analysis, Mathematics, Science, Nature & Math, Subjects, Books, Probability & Statistics, Chaos & Dynamic Systems, Physics, Popular Science, Non-linear Science, Applied Mathematics, Scientific, Technical & Medical, Statistics & Probability, Calculus & Mathematical Analysis, Format: Illustrated, Springer, 2005<

ISBN: 9781846280382

Hardback, [PU: Springer London Ltd], Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and othe… More...

Hardback, [PU: Springer London Ltd], Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and other fields. This book examines and provides systems for practitioners to use, and provides a number of case studies to show how they can work in practice., Calculus & Mathematical Analysis<

2005, ISBN: 9781846280382

A Sample-Paths Approach, Buch, Hardcover, 2006 ed. [PU: Springer London Ltd], Springer London Ltd, 2005