First Passage Times in Stochastic Differential Equations of Mathematical Physics and Engineering.

Abstract

The effects of random (stochastic) perturbations on deterministic dynamical system were considered including the effects of noise on deterministic dynamics (such noise exists in all physical systems), and specific physical effects, the details of which are very complicated, and are modeled as stochastic terms.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1983
Accession Number
ADA131705

Entities

People

  • Bernard J. Matkowsky

Organizations

  • Northwestern University

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Boundary Value Problems
  • Chemical Reactions
  • Crystal Lattices
  • Differential Equations
  • Dynamics
  • Engineering
  • Equations
  • Fokker Planck Equations
  • Josephson Junctions
  • Mathematics
  • Metastable State
  • Partial Differential Equations
  • Probability
  • Probability Distributions
  • Shot Noise
  • Steady State
  • White Noise

Fields of Study

  • Physics

Readers

  • Acoustics.
  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.