Monotone Random Systems Theory and Applications

Monotone Random Systems Theory and Applications PDF Author: Igor Chueshov
Publisher: Springer Science & Business Media
ISBN: 9783540432463
Category : Mathematics
Languages : en
Pages : 248

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Book Description
The aim of this book is to present a recently developed approach suitable for investigating a variety of qualitative aspects of order-preserving random dynamical systems and to give the background for further development of the theory. The main objects considered are equilibria and attractors. The effectiveness of this approach is demonstrated by analysing the long-time behaviour of some classes of random and stochastic ordinary differential equations which arise in many applications.

Monotone Random Systems Theory and Applications

Monotone Random Systems Theory and Applications PDF Author: Igor Chueshov
Publisher: Springer Science & Business Media
ISBN: 9783540432463
Category : Mathematics
Languages : en
Pages : 248

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Book Description
The aim of this book is to present a recently developed approach suitable for investigating a variety of qualitative aspects of order-preserving random dynamical systems and to give the background for further development of the theory. The main objects considered are equilibria and attractors. The effectiveness of this approach is demonstrated by analysing the long-time behaviour of some classes of random and stochastic ordinary differential equations which arise in many applications.

Monotone Random Systems Theory and Applications

Monotone Random Systems Theory and Applications PDF Author: Igor Chueshov
Publisher:
ISBN: 9783662167854
Category :
Languages : en
Pages : 248

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Book Description


Random Measures, Theory and Applications

Random Measures, Theory and Applications PDF Author: Olav Kallenberg
Publisher: Springer
ISBN: 3319415980
Category : Mathematics
Languages : en
Pages : 706

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Book Description
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Seminar on Stochastic Analysis, Random Fields and Applications V

Seminar on Stochastic Analysis, Random Fields and Applications V PDF Author: Robert Dalang
Publisher: Springer Science & Business Media
ISBN: 3764384581
Category : Mathematics
Languages : en
Pages : 518

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Book Description
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.

An Introduction To Nonautonomous Dynamical Systems And Their Attractors

An Introduction To Nonautonomous Dynamical Systems And Their Attractors PDF Author: Peter Kloeden
Publisher: World Scientific
ISBN: 9811228671
Category : Mathematics
Languages : en
Pages : 157

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Book Description
The nature of time in a nonautonomous dynamical system is very different from that in autonomous systems, which depend only on the time that has elapsed since starting rather than on the actual time itself. Consequently, limiting objects may not exist in actual time as in autonomous systems. New concepts of attractors in nonautonomous dynamical system are thus required.In addition, the definition of a dynamical system itself needs to be generalised to the nonautonomous context. Here two possibilities are considered: two-parameter semigroups or processes and the skew product flows. Their attractors are defined in terms of families of sets that are mapped onto each other under the dynamics rather than a single set as in autonomous systems. Two types of attraction are now possible: pullback attraction, which depends on the behaviour from the system in the distant past, and forward attraction, which depends on the behaviour of the system in the distant future. These are generally independent of each other.The component subsets of pullback and forward attractors exist in actual time. The asymptotic behaviour in the future limit is characterised by omega-limit sets, in terms of which form what are called forward attracting sets. They are generally not invariant in the conventional sense, but are asymptotically invariant in general and, if the future dynamics is appropriately uniform, also asymptotically negatively invariant.Much of this book is based on lectures given by the authors in Frankfurt and Wuhan. It was written mainly when the first author held a 'Thousand Expert' Professorship at the Huazhong University of Science and Technology in Wuhan.

Nonautonomous Dynamical Systems

Nonautonomous Dynamical Systems PDF Author: Peter E. Kloeden
Publisher: American Mathematical Soc.
ISBN: 0821868713
Category : Mathematics
Languages : en
Pages : 274

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Book Description
The theory of nonautonomous dynamical systems in both of its formulations as processes and skew product flows is developed systematically in this book. The focus is on dissipative systems and nonautonomous attractors, in particular the recently introduced concept of pullback attractors. Linearization theory, invariant manifolds, Lyapunov functions, Morse decompositions and bifurcations for nonautonomous systems and set-valued generalizations are also considered as well as applications to numerical approximations, switching systems and synchronization. Parallels with corresponding theories of control and random dynamical systems are briefly sketched. With its clear and systematic exposition, many examples and exercises, as well as its interesting applications, this book can serve as a text at the beginning graduate level. It is also useful for those who wish to begin their own independent research in this rapidly developing area.

An Introduction to Stochastic Dynamics

An Introduction to Stochastic Dynamics PDF Author: Jinqiao Duan
Publisher: Cambridge University Press
ISBN: 1107075394
Category : Mathematics
Languages : en
Pages : 313

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Book Description
An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.

Amplitude Equations for Stochastic Partial Differential Equations

Amplitude Equations for Stochastic Partial Differential Equations PDF Author: Dirk Bl”mker
Publisher: World Scientific
ISBN: 9812706372
Category : Mathematics
Languages : en
Pages : 137

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Book Description
Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable error estimates at hand. This book is the first step in closing this gap. The author provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of time-scales present near a change of stability. For students, the book provides a lucid introduction to the subject highlighting the new tools necessary for stochastic equations, while serving as an excellent guide to recent research.

Contemporary Approaches and Methods in Fundamental Mathematics and Mechanics

Contemporary Approaches and Methods in Fundamental Mathematics and Mechanics PDF Author: Victor A. Sadovnichiy
Publisher: Springer Nature
ISBN: 303050302X
Category : Mathematics
Languages : en
Pages : 525

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Book Description
This book focuses on the latest approaches and methods in fundamental mathematics and mechanics, and discusses the practical application of abstract mathematical approaches, such as differential geometry, and differential and difference equations in solid mechanics, hydrodynamics, aerodynamics, optimization, decision-making theory and control theory. Featuring selected contributions to the open seminar series of Lomonosov Moscow State University and Igor Sikorsky Kyiv Polytechnic Institute by mathematicians from China, Germany, France, Italy, Spain, Russia, Ukraine and the USA, the book will appeal to mathematicians and engineers working at the interface of these fields

Differential Equations and Population Dynamics I

Differential Equations and Population Dynamics I PDF Author: Arnaud Ducrot
Publisher: Springer Nature
ISBN: 3030981363
Category : Mathematics
Languages : en
Pages : 458

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Book Description
This book provides an introduction to the theory of ordinary differential equations and its applications to population dynamics. Part I focuses on linear systems. Beginning with some modeling background, it considers existence, uniqueness, stability of solution, positivity, and the Perron–Frobenius theorem and its consequences. Part II is devoted to nonlinear systems, with material on the semiflow property, positivity, the existence of invariant sub-regions, the Linearized Stability Principle, the Hartman–Grobman Theorem, and monotone semiflow. Part III opens up new perspectives for the understanding of infectious diseases by applying the theoretical results to COVID-19, combining data and epidemic models. Throughout the book the material is illustrated by numerical examples and their MATLAB codes are provided. Bridging an interdisciplinary gap, the book will be valuable to graduate and advanced undergraduate students studying mathematics and population dynamics.