Lyapunov Functionals and Stability of Stochastic Functional Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lyapunov Functionals and Stability of Stochastic Functional Differential Equations write by Leonid Shaikhet. This book was released on 2013-03-29. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations available in PDF, EPUB and Kindle. Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a delineation of the peculiarities of deterministic and stochastic functional differential equations. There follows basic definitions for stability theory of stochastic hereditary systems, and the formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: • inverted controlled pendulum; • Nicholson's blowflies equation; • predator-prey relationships; • epidemic development; and • mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology.
Lyapunov Functionals and Stability of Stochastic Difference Equations
Lyapunov Functionals and Stability of Stochastic Difference Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lyapunov Functionals and Stability of Stochastic Difference Equations write by Leonid Shaikhet. This book was released on 2011-06-02. Lyapunov Functionals and Stability of Stochastic Difference Equations available in PDF, EPUB and Kindle. 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.
Stochastic Functional Differential Equations
Stochastic Functional Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Functional Differential Equations write by S. E. A. Mohammed. This book was released on 1984. Stochastic Functional Differential Equations available in PDF, EPUB and Kindle.
Fractional Differential Equations
Fractional Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fractional Differential Equations write by Anatoly Kochubei. This book was released on 2019-02-19. Fractional Differential Equations available in PDF, EPUB and Kindle. This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This second volume collects authoritative chapters covering the mathematical theory of fractional calculus, including ordinary and partial differential equations of fractional order, inverse problems, and evolution equations.
Applied Stochastic Differential Equations
Applied Stochastic Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applied Stochastic Differential Equations write by Simo Särkkä. This book was released on 2019-05-02. Applied Stochastic Differential Equations available in PDF, EPUB and Kindle. With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
