Qualitative And Asymptotic Analysis Of Differential Equations With Random Perturbations

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Qualitative And Asymptotic Analysis Of Differential Equations With Random Perturbations
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Author : Anatoliy M. Samoilenko
language : en
Publisher: World Scientific
Release Date : 2011
Qualitative And Asymptotic Analysis Of Differential Equations With Random Perturbations written by Anatoliy M. Samoilenko and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
1. Differential equations with random right-hand sides and impulsive effects. 1.1. An impulsive process as a solution of an impulsive system. 1.2. Dissipativity. 1.3. Stability and Lyapunov functions. 1.4. Stability of systems with permanently acting random perturbations. 1.5. Solutions periodic in the restricted sense. 1.6. Periodic solutions of systems with small perturbations. 1.7. Periodic solutions of linear impulsive systems. 1.8. Weakly nonlinear systems. 1.9. Comments and references -- 2. Invariant sets for systems with random perturbations. 2.1. Invariant sets for systems with random right-hand sides. 2.2. Invariant sets for stochastic Ito systems. 2.3. The behaviour of invariant sets under small perturbations. 2.4. A study of stability of an equilibrium via the reduction principle for systems with regular random perturbations. 2.5. Stability of an equilibrium and the reduction principle for Ito type systems. 2.6. A study of stability of the invariant set via the reduction principle. Regular perturbations. 2.7. Stability of invariant sets and the reduction principle for Ito type systems. 2.8. Comments and references -- 3. Linear and quasilinear stochastic Ito systems. 3.1. Mean square exponential dichotomy. 3.2. A study of dichotomy in terms of quadratic forms. 3.3. Linear system solutions that are mean square bounded on the semiaxis. 3.4. Quasilinear systems. 3.5. Linear system solutions that are probability bounded on the axis. A generalized notion of a solution. 3.6. Asymptotic equivalence of linear systems. 3.7. Conditions for asymptotic equivalence of nonlinear systems. 3.8. Comments and references -- 4. Extensions of Ito systems on a torus. 4.1. Stability of invariant tori. 4.2. Random invariant tori for linear extensions. 4.3. Smoothness of invariant tori. 4.4. Random invariant tori for nonlinear extensions. 4.5. An ergodic theorem for a class of stochastic systems having a toroidal manifold. 4.6. Comments and references -- 5. The averaging method for equations with random perturbations. 5.1. A substantiation of the averaging method for systems with impulsive effect. 5.2. Asymptotics of normalized deviations of averaged solutions. 5.3. Applications to the theory of nonlinear oscillations. 5.4. Averaging for systems with impulsive effects at random times. 5.5. The second theorem of M.M. Bogolyubov for systems with regular random perturbations. 5.6. Averaging for stochastic Ito systems. An asymptotically finite interval. 5.7. Averaging on the semiaxis. 5.8. The averaging method and two-sided bounded solutions of Ito systems. 5.9. Comments and references
Qualitative And Asymptotic Analysis Of Differential Equations With Random Perturbations
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Author : Anatoli? Mikha?lovich Samo?lenko
language : en
Publisher: World Scientific
Release Date : 2011
Qualitative And Asymptotic Analysis Of Differential Equations With Random Perturbations written by Anatoli? Mikha?lovich Samo?lenko and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on the random factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations. This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed.
Mathematical Modeling Of Discontinuous Processes
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Author : Andrey Antonov
language : en
Publisher: Scientific Research Publishing, Inc. USA
Release Date : 2017-12-19
Mathematical Modeling Of Discontinuous Processes written by Andrey Antonov and has been published by Scientific Research Publishing, Inc. USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-19 with Mathematics categories.
In this monograph as a mathematical apparatus are used and investigated several classes of differential equations. The most significant feature of these differential equations is the presence of impulsive effects. The main goals and the results achieved in the monograph are related to the use of this class of equation for an adequate description of the dynamics of several types of processes that are subject to discrete external interventions and change the speed of development. In all proposed models the following requirements have met: 1) Presented and studied mathematical models in the book are extensions of existing known in the literature models of real objects and related processes. 2) Generalizations of the studied models are related to the admission of external impulsive effects, which lead to “jump-like” change the quantity characteristics of the described object as well as the rate of its modification. 3) Sufficient conditions which guarantee certain qualities of the dynamics of the quantities of the modeled objects are found. 4) Studies of the qualities of the modification of the modeled objects are possible to be successful by differential equations with variable structure and impulsive effects. 5) The considerations relating to the existence of the studied properties of dynamic objects cannot be realized without introducing new concepts and proving of appropriate theorems. The main objectives can be conditionally divided into several parts: 1) New classes of differential equations with variable structure and impulses are introduced and studied; 2) Specific properties of the above-mentioned class of differential equations are introduced and studied. The present monograph consists of an introduction and seven chapters. Each chapter contains several sections.
Pseudo Regularly Varying Functions And Generalized Renewal Processes
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Author : Valeriĭ V. Buldygin
language : en
Publisher: Springer
Release Date : 2018-10-12
Pseudo Regularly Varying Functions And Generalized Renewal Processes written by Valeriĭ V. Buldygin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-12 with Mathematics categories.
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.
Topology And Dynamics Of Chaos
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Author : Christophe Letellier
language : en
Publisher: World Scientific
Release Date : 2013
Topology And Dynamics Of Chaos written by Christophe Letellier and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Science categories.
The book surveys how chaotic behaviors can be described with topological tools and how this approach occurred in chaos theory. Some modern applications are included. The contents are mainly devoted to topology, the main field of Robert Gilmore's works in dynamical systems. They include a review on the topological analysis of chaotic dynamics, works done in the past as well as the very latest issues. Most of the contributors who published during the 90's, including the very well-known scientists Otto RAssler, Ren(r) Lozi and Joan Birman, have made a significant impact on chaos theory, discrete chaos, and knot theory, respectively. Very few books cover the topological approach for investigating nonlinear dynamical systems. The present book will provide not only some historical OCo not necessarily widely known OCo contributions (about the different types of chaos introduced by RAssler and not just the RAssler attractor; Gumowski and Mira's contributions in electronics; Poincar(r)'s heritage in nonlinear dynamics) but also some recent applications in laser dynamics, biology,
Chaos In Nature
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Author : Christophe Letellier
language : en
Publisher: World Scientific
Release Date : 2013
Chaos In Nature written by Christophe Letellier and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Mathematics categories.
Chaos theory deals with the description of motion (in a general sense) which cannot be predicted in the long term although produced by deterministic system, as well exemplified by meteorological phenomena. It directly comes from the Lunar theory — a three-body problem — and the difficulty encountered by astronomers to accurately predict the long-term evolution of the Moon using “Newtonian” mechanics. Henri Poincaré's deep intuitions were at the origin of chaos theory. They also led the meteorologist Edward Lorenz to draw the first chaotic attractor ever published. But the main idea consists of plotting a curve representative of the system evolution rather than finding an analytical solution as commonly done in classical mechanics. Such a novel approach allows the description of population interactions and the solar activity as well. Using the original sources, the book draws on the history of the concepts underlying chaos theory from the 17th century to the last decade, and by various examples, show how general is this theory in a wide range of applications: meteorology, chemistry, populations, astrophysics, biomedicine, etc.
Modeling Analysis And Control Of Dynamical Systems With Friction And Impacts
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Author : Pawel Olejnik
language : en
Publisher: #N/A
Release Date : 2017-07-07
Modeling Analysis And Control Of Dynamical Systems With Friction And Impacts written by Pawel Olejnik and has been published by #N/A this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-07 with Social Science categories.
This book is aimed primarily towards physicists and mechanical engineers specializing in modeling, analysis, and control of discontinuous systems with friction and impacts. It fills a gap in the existing literature by offering an original contribution to the field of discontinuous mechanical systems based on mathematical and numerical modeling as well as the control of such systems. Each chapter provides the reader with both the theoretical background and results of verified and useful computations, including solutions of the problems of modeling and application of friction laws in numerical computations, results from finding and analyzing impact solutions, the analysis and control of dynamical systems with discontinuities, etc. The contents offer a smooth correspondence between science and engineering and will allow the reader to discover new ideas. Also emphasized is the unity of diverse branches of physics and mathematics towards understanding complex piecewise-smooth dynamical systems. Mathematical models presented will be important in numerical experiments, experimental measurements, and optimization problems found in applied mechanics.
General Stochastic Measures
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Author : Vadym M. Radchenko
language : en
Publisher: John Wiley & Sons
Release Date : 2022-08-23
General Stochastic Measures written by Vadym M. Radchenko 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 2022-08-23 with Mathematics categories.
This book is devoted to the study of stochastic measures (SMs). An SM is a sigma-additive in probability random function, defined on a sigma-algebra of sets. SMs can be generated by the increments of random processes from many important classes such as square-integrable martingales and fractional Brownian motion, as well as alpha-stable processes. SMs include many well-known stochastic integrators as partial cases. General Stochastic Measures provides a comprehensive theoretical overview of SMs, including the basic properties of the integrals of real functions with respect to SMs. A number of results concerning the Besov regularity of SMs are presented, along with equations driven by SMs, types of solution approximation and the averaging principle. Integrals in the Hilbert space and symmetric integrals of random functions are also addressed. The results from this book are applicable to a wide range of stochastic processes, making it a useful reference text for researchers and postgraduate or postdoctoral students who specialize in stochastic analysis.
A Nonlinear Dynamics Perspective Of Wolfram S New Kind Of Science
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Author : Leon O. Chua
language : en
Publisher: World Scientific
Release Date : 2012
A Nonlinear Dynamics Perspective Of Wolfram S New Kind Of Science written by Leon O. Chua and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
This penultimate volume contains numerous original, elegant, and surprising results in 1-dimensional cellular automata. Perhaps the most exciting, if not shocking, new result is the discovery that only 82 local rules, out of 256, suffice to predict the time evolution of any of the remaining 174 local rules from an arbitrary initial bit-string configuration. This is contrary to the well-known folklore that 256 local rules are necessary, leading to the new concept of quasi-global equivalence . Another surprising result is the introduction of a simple, yet explicit, infinite bit string called the super string S, which contains all random bit strings of finite length as sub-strings. As an illustration of the mathematical subtlety of this amazing discrete testing signal, the super string S is used to prove mathematically, in a trivial and transparent way, that rule 170 is as chaotic as a coin toss . Yet another unexpected new result, among many others, is the derivation of an explicit basin tree generation formula which provides an analytical relationship between the basin trees of globally-equivalent local rules. This formula allows the symbolic, rather than numerical, generation of the time evolution of any local rule corresponding to any initial bit-string configuration, from one of the 88 globally-equivalent local rules. But perhaps the most provocative idea is the proposal for adopting rule 137, over its three globally-equivalent siblings, including the heretofore more well-known rule 110, as the prototypical universal Turing machine .
Robust Chaos And Its Applications
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Author : Elhadj Zeraoulia
language : en
Publisher: World Scientific
Release Date : 2012
Robust Chaos And Its Applications written by Elhadj Zeraoulia and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
Robust chaos is defined by the absence of periodic windows and coexisting attractors in some neighborhoods in the parameter space of a dynamical system. This unique book explores the definition, sources, and roles of robust chaos. The book is written in a reasonably self-contained manner and aims to provide students and researchers with the necessary understanding of the subject. Most of the known results, experiments, and conjectures about chaos in general and about robust chaos in particular are collected here in a pedagogical form. Many examples of dynamical systems, ranging from purely mathematical to natural and social processes displaying robust chaos, are discussed in detail. At the end of each chapter is a set of exercises and open problems intended to reinforce the ideas and provide additional experiences for both readers and researchers in nonlinear science in general, and chaos theory in particular.