Random Perturbation Methods with Applications in Science and Engineering

Anatoli V. Skorokhod, Frank C. Hoppensteadt, Habib D. Salehi (Autoren)

Buch | Hardcover

490 Seiten

2002 | 2002 ed.
Springer-Verlag New York Inc.
978-0-387-95427-1 (ISBN)

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Covers the impact of noise on models that are widely used in science and engineering, and applies perturbed methods which assume noise changes on a faster time or space scale than the system being studied. This book is useful for researchers and graduate students in mathematics and engineering.

This book covers the impact of noise on models that are widely used in science and engineering, and applies perturbed methods which assume noise changes on a faster time or space scale than the system being studied. The book is written in two parts. The first part carefully develops mathematical methods of studying random perturbations of dynamical systems. The second part presents non-random problems, reformulated to account for both external and system random noise, and analyzed using results from Part I. Researchers and graduate students in mathematics and engineering will find this book useful.

Ergodic Theorems.- Convergence Properties of Stochastic Processes.- Averaging.- Normal Deviations.- Diffusion Approximation.- Stability.- Markov Chains with Random Transition Probabilities.- Randomly Perturbed Mechanical Systems.- Dynamical Systems on a Torus.- Phase—Locked Loops.- Models in Population Biology.- Genetics.

Reihe/Serie	Applied Mathematical Sciences ; 150
Zusatzinfo	XII, 490 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-387-95427-9 / 0387954279
ISBN-13	978-0-387-95427-1 / 9780387954271
Zustand	Neuware