Lyapunov Functionals And Stability Of Stochastic Functional Differential Equations

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Lyapunov Functionals And Stability Of Stochastic Functional Differential Equations
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Author : Leonid Shaikhet
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-29
Lyapunov Functionals And Stability Of Stochastic Functional Differential Equations written by Leonid Shaikhet and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-29 with Technology & Engineering categories.
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a delineation of the peculiarities of deterministic and stochastic functional differential equations. There follows basic definitions for stability theory of stochastic hereditary systems, and the formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: • inverted controlled pendulum; • Nicholson's blowflies equation; • predator-prey relationships; • epidemic development; and • mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology.
Lyapunov Functionals And Stability Of Stochastic Difference Equations
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Author : Leonid Shaikhet
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-02
Lyapunov Functionals And Stability Of Stochastic Difference Equations written by Leonid Shaikhet and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-02 with Technology & Engineering categories.
Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional. Lyapunov Functionals and Stability of Stochastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation of the degree to which the stability properties of differential equations are preserved in their difference analogues. The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for stochastic difference equations with constant coefficients. Results are then discussed for stochastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic development, Nicholson’s blowflies equation and predator–prey relationships. Lyapunov Functionals and Stability of Stochastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.
Dynamical Systems And Applications
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Author : Ravi P. Agarwal
language : en
Publisher: World Scientific
Release Date : 1995
Dynamical Systems And Applications written by Ravi P. Agarwal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Mathematics categories.
World Scientific series in Applicable Analysis (WSSIAA) aims at reporting new developments of high mathematical standard and current interest. Each volume in the series shall be devoted to the mathematical analysis that has been applied or potentially applicable to the solutions of scientific, engineering, and social problems. For the past twenty five years, there has been an explosion of interest in the study of nonlinear dynamical systems. Mathematical techniques developed during this period have been applied to important nonlinear problems ranging from physics and chemistry to ecology and economics. All these developments have made dynamical systems theory an important and attractive branch of mathematics to scientists in many disciplines. This rich mathematical subject has been partially represented in this collection of 45 papers by some of the leading researchers in the area. This volume contains 45 state-of-art articles on the mathematical theory of dynamical systems by leading researchers. It is hoped that this collection will lead new direction in this field.Contributors: B Abraham-Shrauner, V Afraimovich, N U Ahmed, B Aulbach, E J Avila-Vales, F Battelli, J M Blazquez, L Block, T A Burton, R S Cantrell, C Y Chan, P Collet, R Cushman, M Denker, F N Diacu, Y H Ding, N S A El-Sharif, J E Fornaess, M Frankel, R Galeeva, A Galves, V Gershkovich, M Girardi, L Gotusso, J Graczyk, Y Hino, I Hoveijn, V Hutson, P B Kahn, J Kato, J Keesling, S Keras, V Kolmanovskii, N V Minh, V Mioc, K Mischaikow, M Misiurewicz, J W Mooney, M E Muldoon, S Murakami, M Muraskin, A D Myshkis, F Neuman, J C Newby, Y Nishiura, Z Nitecki, M Ohta, G Osipenko, N Ozalp, M Pollicott, Min Qu, Donal O-Regan, E Romanenko, V Roytburd, L Shaikhet, J Shidawara, N Sibony, W-H Steeb, C Stoica, G Swiatek, T Takaishi, N D Thai Son, R Triggiani, A E Tuma, E H Twizell, M Urbanski; T D Van, A Vanderbauwhede, A Veneziani, G Vickers, X Xiang, T Young, Y Zarmi.
Vector Lyapunov Functions And Stability Analysis Of Nonlinear Systems
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Author : V. Lakshmikantham
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Vector Lyapunov Functions And Stability Analysis Of Nonlinear Systems written by V. Lakshmikantham and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
One service mathematics has rendered the 'Et moi, "', si j'avait su comment en revenir, je n'y serais point all".' human race. It has put common sense back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded non sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics . .'; 'One service logic has rendered com puter science . .'; 'One service category theory has rendered mathematics . .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Stochastic Differential Equations With Markovian Switching
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Author : Xuerong Mao
language : en
Publisher: Imperial College Press
Release Date : 2006
Stochastic Differential Equations With Markovian Switching written by Xuerong Mao and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
Stochastic Systems In Merging Phase Space
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Author : Vladimir Semenovich Koroli?uk
language : en
Publisher: World Scientific
Release Date : 2005
Stochastic Systems In Merging Phase Space written by Vladimir Semenovich Koroli?uk and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Technology & Engineering categories.
This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.
Functional Differential Equations
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Author : Constantin Corduneanu
language : en
Publisher: John Wiley & Sons
Release Date : 2016-03-30
Functional Differential Equations written by Constantin Corduneanu and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-30 with Mathematics categories.
Features new results and up-to-date advances in modeling and solving differential equations Introducing the various classes of functional differential equations, Functional Differential Equations: Advances and Applications presents the needed tools and topics to study the various classes of functional differential equations and is primarily concerned with the existence, uniqueness, and estimates of solutions to specific problems. The book focuses on the general theory of functional differential equations, provides the requisite mathematical background, and details the qualitative behavior of solutions to functional differential equations. The book addresses problems of stability, particularly for ordinary differential equations in which the theory can provide models for other classes of functional differential equations, and the stability of solutions is useful for the application of results within various fields of science, engineering, and economics. Functional Differential Equations: Advances and Applications also features: • Discussions on the classes of equations that cannot be solved to the highest order derivative, and in turn, addresses existence results and behavior types • Oscillatory motion and solutions that occur in many real-world phenomena as well as in man-made machines • Numerous examples and applications with a specific focus on ordinary differential equations and functional differential equations with finite delay • An appendix that introduces generalized Fourier series and Fourier analysis after periodicity and almost periodicity • An extensive Bibliography with over 550 references that connects the presented concepts to further topical exploration Functional Differential Equations: Advances and Applications is an ideal reference for academics and practitioners in applied mathematics, engineering, economics, and physics. The book is also an appropriate textbook for graduate- and PhD-level courses in applied mathematics, differential and difference equations, differential analysis, and dynamics processes. CONSTANTIN CORDUNEANU, PhD, is Emeritus Professor in the Department of Mathematics at The University of Texas at Arlington, USA. The author of six books and over 200 journal articles, he is currently Associate Editor for seven journals; a member of the American Mathematical Society, Society for Industrial and Applied Mathematics, and the Romanian Academy; and past president of the American Romanian Academy of Arts and Sciences. YIZENG LI, PhD, is Professor in the Department of Mathematics at Tarrant County College, USA. He is a member of the Society for Industrial and Applied Mathematics. MEHRAN MAHDAVI, PhD, is Professor in the Department of Mathematics at Bowie State University, USA. The author of numerous journal articles, he is a member of the American Mathematical Society, Society for Industrial and Applied Mathematics, and the Mathematical Association of America.
Functional Differential Equations
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Author : A.V. Kim
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Functional Differential Equations written by A.V. Kim and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
Beginning with the works of N.N.Krasovskii [81, 82, 83], which clari fied the functional nature of systems with delays, the functional approach provides a foundation for a complete theory of differential equations with delays. Based on the functional approach, different aspects of time-delay system theory have been developed with almost the same completeness as the corresponding field of ODE (ordinary differential equations) the ory. The term functional differential equations (FDE) is used as a syn onym for systems with delays 1. The systematic presentation of these re sults and further references can be found in a number of excellent books [2, 15, 22, 32, 34, 38, 41, 45, 50, 52, 77, 78, 81, 93, 102, 128]. In this monograph we present basic facts of i-smooth calculus ~ a new differential calculus of nonlinear functionals, based on the notion of the invariant derivative, and some of its applications to the qualitative theory of functional differential equations. Utilization of the new calculus is the main distinction of this book from other books devoted to FDE theory. Two other distinguishing features of the volume are the following: - the central concept that we use is the separation of finite dimensional and infinite dimensional components in the structures of FDE and functionals; - we use the conditional representation of functional differential equa tions, which is convenient for application of methods and constructions of i~smooth calculus to FDE theory.
Mathematical Modelling Selected Objects And Processes
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Author : Anatoliy A Martynyuk
language : en
Publisher: World Scientific
Release Date : 2025-04-11
Mathematical Modelling Selected Objects And Processes written by Anatoliy A Martynyuk and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-11 with Mathematics categories.
This is the first book on the problems of mathematical modelling that combines a generalised approach to the problem of mathematical modelling processes and phenomena in the real world with developing modelling methods in relation to specific objects and processes. Some of the problems discussed here include the stability and bifurcation of simplified models of supply and demand, and resultants of various approaches, such as standardisation, unification, partial ordering and data packaging.As well as touching upon the general principles of modelling, the book studies the stability of mathematical models using the generalised direct Lyapunov method based on matrix-valued auxiliary functions. It has significant potential for application in the design of new moving objects (nano-robots, manipulators, drones, etc.) and processes related to artificial intelligence (multidimensional interaction of related data arrays) that can be described by differential equations of different types.Written by two respected specialists in the field of the qualitative theory of equations and problems of modelling real-world phenomena, this book is primarily targeted at specialists in the field of engineering sciences, but is also suitable for graduate courses.