Noise-Induced Phenomena in Slow-Fast Dynamical Systems A Sample-Paths Approach /

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 na...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Berglund, Nils (Συγγραφέας), Gentz, Barbara (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: London : Springer London, 2006.
Σειρά:Probability and Its Applications,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 03534nam a22005535i 4500
001 978-1-84628-186-0
003 DE-He213
005 20151204172107.0
007 cr nn 008mamaa
008 100301s2006 xxk| s |||| 0|eng d
020 |a 9781846281860  |9 978-1-84628-186-0 
024 7 |a 10.1007/1-84628-186-5  |2 doi 
040 |d GrThAP 
050 4 |a QA273.A1-274.9 
050 4 |a QA274-274.9 
072 7 |a PBT  |2 bicssc 
072 7 |a PBWL  |2 bicssc 
072 7 |a MAT029000  |2 bisacsh 
082 0 4 |a 519.2  |2 23 
100 1 |a Berglund, Nils.  |e author. 
245 1 0 |a Noise-Induced Phenomena in Slow-Fast Dynamical Systems  |h [electronic resource] :  |b A Sample-Paths Approach /  |c by Nils Berglund, Barbara Gentz. 
264 1 |a London :  |b Springer London,  |c 2006. 
300 |a XIII, 276 p. 57 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Probability and Its Applications,  |x 1431-7028 
505 0 |a Deterministic Slow-Fast Systems -- One-Dimensional Slowly Time-Dependent Systems -- Stochastic Resonance -- Multi-Dimensional Slow-Fast Systems -- Applications. 
520 |a 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. Nils Berglund joined the research group "Classical and Quantum Dynamics" at the Centre de Physique Théorique (CNRS) in Marseille-Luminy in 2001. He teaches in the Mathematics Department of the Université du Sud Toulon-Var. Barbara Gentz joined the research group "Interacting Random Systems" at the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) in Berlin in 1998. She teaches in the Institute of Mathematics at the Technical University in Berlin. . 
650 0 |a Mathematics. 
650 0 |a Dynamics. 
650 0 |a Ergodic theory. 
650 0 |a Probabilities. 
650 0 |a Physics. 
650 0 |a Statistics. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Dynamical Systems and Ergodic Theory. 
650 2 4 |a Statistics, general. 
650 2 4 |a Numerical and Computational Physics. 
700 1 |a Gentz, Barbara.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9781846280382 
830 0 |a Probability and Its Applications,  |x 1431-7028 
856 4 0 |u http://dx.doi.org/10.1007/1-84628-186-5  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)