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Teoreticheskaya i Matematicheskaya Fizika, 1988, Volume 76, Number 2, Pages 219–230
(Mi tmf5055)
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This article is cited in 12 scientific papers (total in 12 papers)
Hierarchy of time scales in the case of weak diffusion
V. A. Buslov, K. A. Makarov
Abstract:
The variational method is used to calculate the asymptotic behavior
of the lowest eigenvalues and eigenfunctions of the diffusion operator
in the case of a small diffusion coefficient. It is shown that for
certain time scales the diffusion process can be replaced by Markov
processes with finite number of states.
Received: 13.10.1986
Citation:
V. A. Buslov, K. A. Makarov, “Hierarchy of time scales in the case of weak diffusion”, TMF, 76:2 (1988), 219–230; Theoret. and Math. Phys., 76:2 (1988), 818–826
Linking options:
https://www.mathnet.ru/eng/tmf5055 https://www.mathnet.ru/eng/tmf/v76/i2/p219
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