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Stochastic Delay-Differential Equations

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Complex Time-Delay Systems

Part of the book series: Understanding Complex Systems ((UCS))

Abstract

This chapter concerns the effect of noise on linear and nonlinear delay-differential equations. Currently there exists no formalism to exactly compute the effects of noise in nonlinear systems with delays. The standard Fokker–Planck approach is not justified because it is meant for Markovian systems. Delay-differential systems are non-Markovian, although various approximations to them might be Markovian.

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Authors and Affiliations

  1. Department of Physics, University of Ottawa, Ottawa, Canada

    André Longtin

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  1. André Longtin
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Correspondence to André Longtin .

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  1. Wissenschaften, MPI für Mathematik in den, Inselstr. 22-26, Leipzig, 04103, Germany

    Fatihcan M. Atay

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© 2009 Springer-Verlag Berlin Heidelberg

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Longtin, A. (2009). Stochastic Delay-Differential Equations. In: Atay, F. (eds) Complex Time-Delay Systems. Understanding Complex Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02329-3_6

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  • DOI: https://doi.org/10.1007/978-3-642-02329-3_6

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-02328-6

  • Online ISBN: 978-3-642-02329-3

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