Hierarchy of time scales in the case of weak diffusion
Teoretičeskaâ i matematičeskaâ fizika, Tome 76 (1988) no. 2, pp. 219-230
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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.
@article{TMF_1988_76_2_a5,
author = {V. A. Buslov and K. A. Makarov},
title = {Hierarchy of time scales in the case of weak diffusion},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {219--230},
publisher = {mathdoc},
volume = {76},
number = {2},
year = {1988},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_1988_76_2_a5/}
}
V. A. Buslov; K. A. Makarov. Hierarchy of time scales in the case of weak diffusion. Teoretičeskaâ i matematičeskaâ fizika, Tome 76 (1988) no. 2, pp. 219-230. http://geodesic.mathdoc.fr/item/TMF_1988_76_2_a5/