Noise-Induced Phenomena in Slow-Fast Dynamical Systems - Softcover
Book 9 of 35: Probability and Its Applications
Synopsis
Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and other fields. This book examines and provides systems for practitioners to use, and provides a number of case studies to show how they can work in practice.
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Review
From the reviews:
"This well-written book presents an approach based on a series of articles of both authors. The main aim is a characterisation of typical sample paths for slow-fast systems. Presenting a detailed exposition of the setup and mathematical results, as well as a path to recent applied research, the book is aimed at a wide range of readers, from advanced students to researchers in mathematics, physics, or engineering." (Dirk Blömker, Mathematical Reviews, Issue 2007 b)
From the Back Cover
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.
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