Random Perturbation Methods with Applications in Science and Engineering

• Main Authors: Skorokhod, Anatoli V. (Author), Hoppensteadt, Frank C. (Author), Salehi, Habib (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2002.
• Series: Applied Mathematical Sciences, 150
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Applied mathematics.; Engineering mathematics.; Probabilities.; Physics.; Mechanics.; Mechanics, Applied.; Probability Theory and Stochastic Processes.; Appl.Mathematics/Computational Methods of Engineering.; Analysis.; Applications of Mathematics.; Theoretical and Applied Mechanics.; Theoretical, Mathematical and Computational Physics.

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...

Table of Contents:

• 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.