# Random Perturbation Methods with Applications in Science and Engineering

Part of the Applied Mathematical Sciences book series (AMS, volume 150)

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Part of the Applied Mathematical Sciences book series (AMS, volume 150)

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.

This book will appeal to those researchers and graduate students in science and engineering who require tools to investigate stochastic systems.

Dynamical systems Markov Pertubation Probability theory Random dynamical systems Random pertubation Random pertubation method Simulation Stochastic processes dynamische Systeme

- DOI https://doi.org/10.1007/b98905
- Copyright Information Springer Science+Business Media New York 2002
- Publisher Name Springer, New York, NY
- eBook Packages Springer Book Archive
- Print ISBN 978-1-4684-9271-2
- Online ISBN 978-0-387-22446-6
- Series Print ISSN 0066-5452
- Series Online ISSN 2196-968X
- Buy this book on publisher's site