Random Perturbation Methods with Applications in Science and Engineering [Paperback]

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.Introduction * Ergodic Theorems * Convergence Properties of Stochastic Processes * Averaging * Normal Deviation * Diffusion Approximation * Stability * Markov Chains with Random Transition Probabilities * Randomly Perturbed Mechanical Systems * Dynamical Systems on a Torus * The Phase Locked Loop * Models in Population Biology * Genetics

From the reviews:

The authors introduce the reader to the mathematical theory of randomly perturbed dynamical systems. & the authors make the laudable attempt to introduce others, e.g. engineers and biologists (and non-expert mathematicians) & by starting the book with an Introduction that in less technical terms illustrates the main facts of the theory and how these facts help one better understand the dynamical systems considered by scientists and engineers. This, together with many computer-simulated visualizations, may make the book accessible to scientists and engineers & . (Volker Wihstutz, Mathematical Reviews, 2003 m)

This monograph contains a well-written rigorous mathematical treatment & and deals with modern concepts such as dynamical systems, stochastic processes, stability, Markov chains, population biology, etc. & In summary, this reviewer would definitely recommend Random Perturbation Methods with Applications in Science and Engineering to those researchers and graduate students & who require tools to investigate stochastic systems. The book qualifies to be a reference work that certainly would be a valuable addition in libraries of universities and laboratories pursuing research in Applied Mathematics. (VD Radulescu, Applied Mechanics Reviews, Vol. 56 (4), 2003)

 

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