Random Perturbation Methods with Applications in Science and Engineering

Anatoli V. Skorokhod

ISBN 10: 0387954279 / ISBN 13: 9780387954271

Verlag: Springer New York, Springer US Jul 2002, 2002

Beschreibung

This item is printed on demand - Print on Demand Titel. Neuware -This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications.Appeals to researchers and graduate students who require tools to investigate stochastic systems.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 508 pp. Englisch.

Bestandsnummer des Verkäufers 9780387954271

Bibliografische Details

• Titel: Random Perturbation Methods with Applications in Science and Engineering
• Verlag: Springer New York, Springer US Jul 2002
• Veröffentlichungsdatum: 2002
• Sprache: Englisch
• ISBN-10: 0387954279
• ISBN-13: 9780387954271
• Bindung: Buch
• Zustand: Neu

Über diesen Titel

Inhaltsangabe

This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications.
Appeals to researchers and graduate students who require tools to investigate stochastic systems.

Von der hinteren Coverseite

As systems evolve, they are subjected to random operating environments. In addition, random errors occur in measurements of their outputs and in their design and fabrication where tolerances are not precisely met. This book develops methods for describing random dynamical systems, and it illustrates how the methods can be used in a variety of applications. The first half of the book concentrates on finding approximations to random processes using the methodologies of probability theory. The second half of the book derives approximations to solutions of various problems in mechanics, electronic circuits, population biology, and genetics. In each example, the underlying physical or biological phenomenon is described in terms of nonrandom models taken from the literature, and the impact of random noise on the solutions is investigated. The mathematical problems in these applicitons involve random pertubations of gradient systems, Hamiltonian systems, toroidal flows, Markov chains, difference equations, filters, and nonlinear renewal equations. The models are analyzed using the approximation methods described here and are visualized using MATLAB-based computer simulations.
This book will appeal to those researchers and graduate students in science and engineering who require tools to investigate stochastic systems.