Accession Number : ADA131705

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

Descriptive Note : Final rept.,

Corporate Author : NORTHWESTERN UNIV EVANSTON IL DEPT OF ENGINEERING SCIENCE AND APPLIED MATHEMATICS

Personal Author(s) : Matkowsky,Bernard J

PDF Url : ADA131705

Report Date : May 1983

Pagination or Media Count : 9

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.

Descriptors :   *Differential equations, *Stochastic processes, Perturbations, Noise, Josephson junctions, Boundary value problems, Determinants(Mathematics), Bibliographies, Abstracts, Physics, Engineering

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE