Singular perturbations in noisy dynamical systems

DOI10.1017/S0956792518000025zbMATH Open1394.37083OpenAlexW2794305505MaRDI QIDQ4581340FDOQ4581340

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

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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)

Cites Work

• On a Formula Concerning Stochastic Differentials
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• Colored noise in activated rate processes
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• Singular perturbations of non-linear oscillations
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• A singular perturbation approach to first passage times for Markov jump processes
• A Singular Perturbation Approach to Kramers’ Diffusion Problem
• Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields
• A Singular Perturbation Approach to Non-Markovian Escape Rate Problems
• A Method for Incorporating Transcendentally Small Terms into the Method of Matched Asymptotic Expansions
• First-Order Dynamics Driven by Rapid Markovian Jumps

Cited In (8)

• 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
• Title not available (Why is that?)
• On the Interplay of Singular Perturbations and Wide-Band Stochastic Fluctuations
• RETRACTED: Asymptotic behavior of the solution of a singularly perturbed general boundary value problem with boundary jumps

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