Lyapunov Functionals and Stability of Stochastic Difference Equations

Nonfiction, Science & Nature, Technology, Automation, Mathematics, Mathematical Analysis
Cover of the book Lyapunov Functionals and Stability of Stochastic Difference Equations by Leonid Shaikhet, Springer London
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Leonid Shaikhet ISBN: 9780857296856
Publisher: Springer London Publication: June 2, 2011
Imprint: Springer Language: English
Author: Leonid Shaikhet
ISBN: 9780857296856
Publisher: Springer London
Publication: June 2, 2011
Imprint: Springer
Language: English

Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional.
Lyapunov Functionals and Stability of Stochastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation of the degree to which the stability properties of differential equations are preserved in their difference analogues.
The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for stochastic difference equations with constant coefficients. Results are then discussed for stochastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic development, Nicholson’s blowflies equation and predator–prey relationships.
Lyapunov Functionals and Stability of Stochastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional.
Lyapunov Functionals and Stability of Stochastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation of the degree to which the stability properties of differential equations are preserved in their difference analogues.
The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for stochastic difference equations with constant coefficients. Results are then discussed for stochastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic development, Nicholson’s blowflies equation and predator–prey relationships.
Lyapunov Functionals and Stability of Stochastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.

More books from Springer London

Cover of the book Sclerosing Bone Dysplasias by Leonid Shaikhet
Cover of the book Paul Lévy and Maurice Fréchet by Leonid Shaikhet
Cover of the book Simulation-Based Algorithms for Markov Decision Processes by Leonid Shaikhet
Cover of the book The Monte Carlo Simulation Method for System Reliability and Risk Analysis by Leonid Shaikhet
Cover of the book Hydrogen Production from Nuclear Energy by Leonid Shaikhet
Cover of the book Machine Vision Algorithms in Java by Leonid Shaikhet
Cover of the book Surgical Treatment of Anal Incontinence by Leonid Shaikhet
Cover of the book Representation and Management of Narrative Information by Leonid Shaikhet
Cover of the book Graphs and Matrices by Leonid Shaikhet
Cover of the book Retinal Detachment Surgery by Leonid Shaikhet
Cover of the book Female Genital Tract Congenital Malformations by Leonid Shaikhet
Cover of the book Simulator-based Human Factors Studies Across 25 Years by Leonid Shaikhet
Cover of the book Pharmacology & Pharmacokinetics by Leonid Shaikhet
Cover of the book Urological Prostheses, Appliances and Catheters by Leonid Shaikhet
Cover of the book Parasitic Disease in Clinical Practice by Leonid Shaikhet
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy