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

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

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Cites work

• A Method for Incorporating Transcendentally Small Terms into the Method of Matched Asymptotic Expansions
• A singular perturbation approach to first passage times for Markov jump processes
• 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
• Boundary Layer Problems Exhibiting Resonance
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Colored noise in activated rate processes
• Colored Noise in Dynamical Systems
• 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
• First-Order Dynamics Driven by Rapid Markovian Jumps
• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• On a Formula Concerning Stochastic Differentials
• On the Asymptotic and Numerical Analyses of Exponentially III‐Conditioned Singularly Perturbed Boundary Value Problems
• Singular perturbations of non-linear oscillations
• The Exit Problem for Randomly Perturbed Dynamical Systems
• The Exit Problem: A New Approach to Diffusion Across Potential Barriers
• The first boundary value problem for \(\epsilon\Delta u+A(x,y)u_x+B(x,y)u_y+C(x,y)u =D(x,y)\) for small \(\epsilon\)
• Uniform asymptotic expansions in transport theory with small mean free paths, and the diffusion approximation
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung

Cited in

(9)

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

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