Random Perturbation Methods with Applications in Science and Engineering

Skorokhod, Anatoli V., Frank C. Hoppensteadt and Habib Salehi

ISBN 10: 0387954279 / ISBN 13: 9780387954271

Published by Springer, New York, 2002

About this Item

An ex-library copy in original yellow hard covers. The usual ex-libris markings. The binding is sound, the text is clean/unmarked, and there is little cover wear. No dust jacket, apparently as issued.

Seller Inventory # 064405

Bibliographic Details

• Title: Random Perturbation Methods with Applications in Science and Engineering
• Publisher: Springer, New York
• Publication Date: 2002
• Language: English
• ISBN 10: 0387954279
• ISBN 13: 9780387954271
• Binding: Hardcover
• Edition: First Edition.
• Condition: Good
• Dust Jacket Condition: No Dust Jacket
• Book Type: Book

About this title

Synopsis

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.

From the Back Cover

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.