Singular Perturbations, Stochastic Differential Equations, and Applications

Author:

Matkowsky Bernard J.

Publisher

Elsevier

Reference34 articles.

1. On the duration of random walks;Wasow;Ann. Math. Statistics,1951

2. Random walks and the eigenvalues of elliptic difference equations;Wasow;J. Res. Nat'l. Bur. Standards,1951

3. On the mean duration of random walks;Wasow;J. Res. Nat'l. Bur. Standards,1951

4. A note on the inversion of matrices by random walks;Wasow;Math. Tables and Other Aids to Computation,1952

5. The first boundary value problem for εΔu + Aux + Buy + Cu = D for small ε;Levinson;Ann. Math.,1950

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. On exponential ill-conditioning and internal layer behavior;Numerical Functional Analysis and Optimization;1995-01

2. Singular Perturbations, Asymptotic Evaluation of Integrals, and Computational Challenges;Asymptotic Analysis and the Numerical Solution of Partial Differential Equations;1991-02-25

3. Singular Boundary Resonance with Turning Point Resonance;SIAM Journal on Applied Mathematics;1986-12

4. A Singular Perturbation Approach to Kramers’ Diffusion Problem;SIAM Journal on Applied Mathematics;1982-08

5. Diffusion Across Characteristic Boundaries;SIAM Journal on Applied Mathematics;1982-08

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