Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 3662038579
Total Pages : 224 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by : Johan Grasman

Download or read book Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications written by Johan Grasman and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.

Extended Abstracts Spring 2018

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Publisher : Springer Nature
ISBN 13 : 3030252612
Total Pages : 282 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Extended Abstracts Spring 2018 by : Andrei Korobeinikov

Download or read book Extended Abstracts Spring 2018 written by Andrei Korobeinikov and published by Springer Nature. This book was released on 2019-09-03 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains extended abstracts outlining selected presentations delivered by participants of the joint international multidisciplinary workshop MURPHYS-HSFS-2018 (MUltiRate Processes and HYSteresis; Hysteresis and Slow-Fast Systems), dedicated to the mathematical theory and applications of the multiple scale systems, the systems with hysteresis and general trends in the dynamical systems theory. The workshop was jointly organized by the Centre de Recerca Matemàtica (CRM), Barcelona, and the Collaborative Research Center 910, Berlin, and held at the Centre de Recerca Matemàtica in Bellaterra, Barcelona, from May 28th to June 1st, 2018. This was the ninth workshop continuing a series of biennial meetings started in Ireland in 2002, and the second workshop of this series held at the CRM. Earlier editions of the workshops in this series were held in Cork, Pechs, Suceava, Lutherstadt and Berlin. The collection includes brief research articles reporting new results, descriptions of preliminary work, open problems, and the outcome of work in groups initiated during the workshop. Topics include analysis of hysteresis phenomena, multiple scale systems, self-organizing nonlinear systems, singular perturbations and critical phenomena, as well as applications of the hysteresis and the theory of singularly perturbed systems to fluid dynamics, chemical kinetics, cancer modeling, population modeling, mathematical economics, and control. The book is intended for established researchers, as well as for PhD and postdoctoral students who want to learn more about the latest advances in these highly active research areas.

Stochastic and Statistical Methods in Hydrology and Environmental Engineering

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Publisher : Springer Science & Business Media
ISBN 13 : 9401110727
Total Pages : 370 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Stochastic and Statistical Methods in Hydrology and Environmental Engineering by : Keith W. Hipel

Download or read book Stochastic and Statistical Methods in Hydrology and Environmental Engineering written by Keith W. Hipel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Objectives The current global environmental crisis has reinforced the need for developing flexible mathematical models to obtain a better understanding of environmental problems so that effective remedial action can be taken. Because natural phenomena occurring in hydrology and environmental engineering usually behave in random and probabilistic fashions, stochastic and statistical models have major roles to play in the protection and restoration of our natural environment. Consequently, the main objective of this edited volume is to present some of the most up-to-date and promising approaches to stochastic and statistical modelling, especially with respect to groundwater and surface water applications. Contents As shown in the Table of Contents, the book is subdivided into the following main parts: GENERAL ISSUES PART I PART II GROUNDWATER PART III SURFACE WATER PART IV STOCHASTIC OPTIMIZATION PART V MOMENT ANALYSIS PART VI OTHER TOPICS Part I raises some thought-provoking issues about probabilistic modelling of hydro logical and environmental systems. The first two papers in Part I are, in fact, keynote papers delivered at an international environmetrics conference held at the University of Waterloo in June, 1993, in honour of Professor T. E. Unny. In his keynote pa per, Dr. S. J. Burges of the University of Washington places into perspective the historical and future roles of stochastic modelling in hydrology and environmental engineering. Additionally, Dr. Burges stresses the need for developing a sound scien tific basis for the field of hydrology. Professor P. E.

Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition

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Publisher : ScholarlyEditions
ISBN 13 : 1490111425
Total Pages : 1198 pages
Book Rating : 4.4/5 (91 download)

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Book Synopsis Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition by :

Download or read book Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition written by and published by ScholarlyEditions. This book was released on 2013-05-01 with total page 1198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Mathematical Analysis. The editors have built Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Mathematical Analysis in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Collective Beings

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Publisher : Springer Science & Business Media
ISBN 13 : 0387359419
Total Pages : 474 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Collective Beings by : Gianfranco Minati

Download or read book Collective Beings written by Gianfranco Minati and published by Springer Science & Business Media. This book was released on 2006-12-26 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an overview on the background to systemics. It introduces the concept of Collective Being as a Multiple System established by processes of emergence and self-organization of the same agents simultaneously or dynamically interacting in different ways. The principles underlying this approach are grounded on the theoretical role of the observer. This view allows to model in a more suitable way complex systems, such as in physics, biology and economics.

Journal of Economic Behavior & Organization

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Publisher :
ISBN 13 :
Total Pages : 782 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Journal of Economic Behavior & Organization by :

Download or read book Journal of Economic Behavior & Organization written by and published by . This book was released on 1994 with total page 782 pages. Available in PDF, EPUB and Kindle. Book excerpt:

From Stochastic Calculus to Mathematical Finance

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Publisher : Springer Science & Business Media
ISBN 13 : 3540307885
Total Pages : 659 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis From Stochastic Calculus to Mathematical Finance by : Yu. Kabanov

Download or read book From Stochastic Calculus to Mathematical Finance written by Yu. Kabanov and published by Springer Science & Business Media. This book was released on 2007-04-03 with total page 659 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.

Singular Perturbation Methods in Control

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Publisher : SIAM
ISBN 13 : 0898714443
Total Pages : 379 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Singular Perturbation Methods in Control by : Petar Kokotovic

Download or read book Singular Perturbation Methods in Control written by Petar Kokotovic and published by SIAM. This book was released on 1999-01-01 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: This SIAM Classics edition of the 1986 book provides the theoretical foundation for representative control applications.

Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations

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Publisher : World Scientific
ISBN 13 : 981432907X
Total Pages : 323 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations by : Anatoliy M. Samoilenko

Download or read book Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations written by Anatoliy M. Samoilenko and published by World Scientific. This book was released on 2011 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Stochastic Dynamics of Power Systems

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Publisher : Springer
ISBN 13 : 9811318166
Total Pages : 238 pages
Book Rating : 4.8/5 (113 download)

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Book Synopsis Stochastic Dynamics of Power Systems by : Ping Ju

Download or read book Stochastic Dynamics of Power Systems written by Ping Ju and published by Springer. This book was released on 2018-08-23 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses stochastic dynamics of power systems and the related analytical methodology. It summarizes and categorizes the stochastic elements of power systems and develops a framework for research on stochastic dynamics of power systems. It also establishes a research model for stochastic dynamics of power systems and theoretically proves stochastic stability in power systems. Further, in addition to demonstrating the stochastic oscillation mechanism in power systems, it also proposes methods for quantitative analysis and stochastic optimum control in the field of stochastic dynamic security in power systems. This book is a valuable resource for researchers, scholars and engineers in the field of electrics.

Stability and Stabilization of Nonlinear Systems with Random Structures

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Publisher : CRC Press
ISBN 13 : 0203218892
Total Pages : 256 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Stability and Stabilization of Nonlinear Systems with Random Structures by : I. Ya Kats

Download or read book Stability and Stabilization of Nonlinear Systems with Random Structures written by I. Ya Kats and published by CRC Press. This book was released on 2002-08-22 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear systems with random structures arise quite frequently as mathematical models in diverse disciplines. This monograph presents a systematic treatment of stability theory and the theory of stabilization of nonlinear systems with random structure in terms of new developments in the direct Lyapunov's method. The analysis focuses on dynamic sys

Nonlinear Structural Systems Under Random Conditions

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Publisher : Elsevier Publishing Company
ISBN 13 :
Total Pages : 410 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Nonlinear Structural Systems Under Random Conditions by : Fabio Casciati

Download or read book Nonlinear Structural Systems Under Random Conditions written by Fabio Casciati and published by Elsevier Publishing Company. This book was released on 1990 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this volume form a bridge between the mathematical and engineering theories in the application of stochastic differential equations. The engineering aspects are represented by a broad spectrum of potential applications and their heuristic or pragmatic approaches to a variety of problems. The mathematical aspects discuss the errors inherent in numerical procedures and provide appropriate theoretical frameworks. The 27 papers presented in this volume testify to the achievement of Euromech 250 in bringing engineers and mathematicians together in the successful dissemination of recent developments in nonlinear structural systems.

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 9783540644354
Total Pages : 242 pages
Book Rating : 4.6/5 (443 download)

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Book Synopsis Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by : Johan Grasman

Download or read book Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications written by Johan Grasman and published by Springer Science & Business Media. This book was released on 1999-03-08 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.

Nonlinear Dynamics and Stochastic Mechanics

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Publisher : CRC Press
ISBN 13 : 1351091956
Total Pages : 397 pages
Book Rating : 4.3/5 (51 download)

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Book Synopsis Nonlinear Dynamics and Stochastic Mechanics by : Wolfgang Kliemann

Download or read book Nonlinear Dynamics and Stochastic Mechanics written by Wolfgang Kliemann and published by CRC Press. This book was released on 2018-05-04 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation theory, chaos, perturbation methods, stochastic stability, stochastic flows, random vibrations, reliability, disordered systems, earthquake engineering, and numerics. The book gives readers a sophisticated toolbox that will allow them to tackle modeling problems in mechanical systems that use stochastic and nonlinear dynamics ideas. An extensive bibliography and index ensure this volume will remain a reference standard for years to come.

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 1126 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1987 with total page 1126 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Nonlinear Klein-gordon And Schrodinger Systems: Theory And Applications

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Publisher : World Scientific
ISBN 13 : 981454809X
Total Pages : 382 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Nonlinear Klein-gordon And Schrodinger Systems: Theory And Applications by : Luis Vazquez

Download or read book Nonlinear Klein-gordon And Schrodinger Systems: Theory And Applications written by Luis Vazquez and published by World Scientific. This book was released on 1996-06-20 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first of two Euroconferences aimed at addressing the issues of Nonlinearity and Disorder. The 1995 Euroconference was devoted to the mathematical, numerical and experimental studies related to the Klein-Gordon and Schrödinger systems. The Euroconference was organized around main lectures in each area to introduce the main concepts and stimulate discussions. The mathematical studies covered the functional anlaysis and stochastic techniques applied to the general Klein-Gordon and Schrödinger wave equations. Also a panoramic view of the numerical schemes was presented to simulate the above equations, as well as an overview of the applications of such systems in the areas of condensed matter, optical physics, new materials and biophysics. Special attention was devoted to the discrete Schrödinger and Klein-Gordon systems and their applications.

Singular Perturbation Methodology in Control Systems

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Publisher : IET
ISBN 13 : 9780863411076
Total Pages : 314 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Singular Perturbation Methodology in Control Systems by : Desineni S. Naidu

Download or read book Singular Perturbation Methodology in Control Systems written by Desineni S. Naidu and published by IET. This book was released on 1988 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the twin topics of singular perturbation methods and time scale analysis to problems in systems and control. The heart of the book is the singularly perturbed optimal control systems, which are notorious for demanding excessive computational costs. The book addresses both continuous control systems (described by differential equations) and discrete control systems (characterised by difference equations).