Noise-Induced Phenomena in Slow-Fast Dynamical Systems : A Sample-Paths Approach / by Nils Berglund, Barbara Gentz
(Probability and Its Applications)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | London : Springer London |
| 出版年 | 2006 |
| 本文言語 | 英語 |
| 大きさ | XIII, 276 p. 57 illus : online resource |
書誌詳細を非表示
| 内容注記 | Deterministic Slow-Fast Systems One-Dimensional Slowly Time-Dependent Systems Stochastic Resonance Multi-Dimensional Slow-Fast Systems Applications |
|---|---|
| 一般注記 | 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. |
| 著者標目 | *Berglund, Nils author Gentz, Barbara author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Dynamics LCSH:Ergodic theory LCSH:Probabilities LCSH:Physics LCSH:Statistics FREE:Mathematics FREE:Probability Theory and Stochastic Processes FREE:Dynamical Systems and Ergodic Theory FREE:Statistics, general FREE:Numerical and Computational Physics |
| 分 類 | DC23:519.2 |
| 巻冊次 | ISBN:9781846281860 
|
| ISBN | 9781846281860 |
| URL | http://dx.doi.org/10.1007/1-84628-186-5 |
目次／あらすじ