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