Asymptotic methods for the Fokker-Planck equation and the exit problem in applications
From MaRDI portal
Publication:1288103
zbMath0928.35001MaRDI QIDQ1288103
Johan Grasman, Onno A. van Herwaarden
Publication date: 11 May 1999
Published in: Springer Series in Synergetics (Search for Journal in Brave)
Singular perturbations in context of PDEs (35B25) Population dynamics (general) (92D25) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)
Related Items (30)
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance ⋮ Analysis and approximation of a stochastic growth model with extinction ⋮ \textit{Wolbachia} spread dynamics in stochastic environments ⋮ Fisher-Wright model with deterministic seed bank and selection ⋮ Parameter identification for a stochastic logistic growth model with extinction ⋮ Absorption and fixation times for neutral and quasi-neutral populations with density dependence ⋮ Reconstruction of the modified discrete Langevin equation from persistent time series ⋮ A quasistationary analysis of a stochastic chemical reaction: Keizer's paradox ⋮ Demographic-noise-induced fixation in subdivided populations with migration ⋮ Quantum prey-predator dynamics: a Gaussian ensemble analysis ⋮ Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function ⋮ Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise ⋮ Analytic approximations of statistical quantities and response of noisy oscillators ⋮ A fast numerical algorithm for the estimation of diffusion model parameters ⋮ Extinction time and age of an allele in a large finite population. ⋮ Stochastically perturbed sliding motion in piecewise-smooth systems ⋮ Fixation in haploid populations exhibiting density dependence. II: The quasi-neutral case ⋮ Approximation of the Fokker-Planck equation of the stochastic chemostat ⋮ Fixation in haploid populations exhibiting density dependence. I: The non-neutral case ⋮ A new class of nonlinear stochastic population models with mass conservation ⋮ Non-Filippov dynamics arising from the smoothing of nonsmooth systems, and its robustness to noise ⋮ Breakdown of a chemostat exposed to stochastic noise ⋮ Stochastic modeling of length-dependent telomere shortening in \textit{Corvus monedula} ⋮ Asymptotics for the expected lifetime of Brownian motion on thin domains in \(\mathbb R^n\) ⋮ Systematic Measures of Biological Networks I: Invariant Measures and Entropy ⋮ Stationary probability density of stochastic search processes in global optimization ⋮ Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction ⋮ Synchronization and extinction in a high-infectivity spatial SIRS with long-range links ⋮ Replicator equations induced by microscopic processes in nonoverlapping population playing bimatrix games ⋮ Bayesian inference of a stochastic diffusion process for the dynamic of HIV in closed heterosexual population with simulations and application to Morocco case
This page was built for publication: Asymptotic methods for the Fokker-Planck equation and the exit problem in applications