Singular perturbations in noisy dynamical systems

DOI10.1017/S0956792518000025MaRDI QIDQ4581340zbMATH OpenOpenAlexFDO

Authors B. J. Matkowsky

Publication date 17 August 2018

Published in European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0956792518000025

zbMATH Keywords

asymptotic expansionsingular perturbationWKB method

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Generation, random and stochastic difference and differential equations (37H10)

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Cites work

• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• A Method for Incorporating Transcendentally Small Terms into the Method of Matched Asymptotic Expansions
• A Singular Perturbation Approach to Kramers’ Diffusion Problem
• A Singular Perturbation Approach to Non-Markovian Escape Rate Problems
• A Variational Approach to Nonlinear Singularly Perturbed Boundary-Value Problems
• A Variational Approach to Singularly Perturbed Boundary Value Problems for Ordinary and Partial Differential Equations with Turning Points
• A singular perturbation approach to first passage times for Markov jump processes
• Boundary Layer Problems Exhibiting Resonance
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Colored Noise in Dynamical Systems
• Colored noise in activated rate processes
• Diffusion Across Characteristic Boundaries
• Diffusion Across Characteristic Boundaries with Critical Points
• Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields
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• The Exit Problem: A New Approach to Diffusion Across Potential Barriers
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• Uniform asymptotic expansions in transport theory with small mean free paths, and the diffusion approximation
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Cited in

(8)

• RETRACTED: Asymptotic behavior of the solution of a singularly perturbed general boundary value problem with boundary jumps
• Singular perturbations in noisy dynamical systems - CORRIGENDUM
• Eight Perspectives on the Exponentially Ill-Conditioned Equation $\varepsilon y - x y' + y = 0$
• Interaction between noise and singularities in partial differential equations
• A Singular Perturbation Approach to Non-Markovian Escape Rate Problems
• Perturbing Singular Systems and the Correlating of Uncorrelated Random Sequences
• scientific article; zbMATH DE number 523924 (Why is no real title available?)
• On the Interplay of Singular Perturbations and Wide-Band Stochastic Fluctuations

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