Applied Theory of Functional Differential Equations

Applied Theory of Functional Differential Equations PDF Author: V. Kolmanovskii
Publisher: Springer Science & Business Media
ISBN: 9401580847
Category : Mathematics
Languages : en
Pages : 246

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Book Description
This volume provides an introduction to the properties of functional differential equations and their applications in diverse fields such as immunology, nuclear power generation, heat transfer, signal processing, medicine and economics. In particular, it deals with problems and methods relating to systems having a memory (hereditary systems). The book contains eight chapters. Chapter 1 explains where functional differential equations come from and what sort of problems arise in applications. Chapter 2 gives a broad introduction to the basic principle involved and deals with systems having discrete and distributed delay. Chapters 3-5 are devoted to stability problems for retarded, neutral and stochastic functional differential equations. Problems of optimal control and estimation are considered in Chapters 6-8. For applied mathematicians, engineers, and physicists whose work involves mathematical modeling of hereditary systems. This volume can also be recommended as a supplementary text for graduate students who wish to become better acquainted with the properties and applications of functional differential equations.

Applied Theory of Functional Differential Equations

Applied Theory of Functional Differential Equations PDF Author: V. Kolmanovskii
Publisher: Springer Science & Business Media
ISBN: 9401580847
Category : Mathematics
Languages : en
Pages : 246

Get Book Here

Book Description
This volume provides an introduction to the properties of functional differential equations and their applications in diverse fields such as immunology, nuclear power generation, heat transfer, signal processing, medicine and economics. In particular, it deals with problems and methods relating to systems having a memory (hereditary systems). The book contains eight chapters. Chapter 1 explains where functional differential equations come from and what sort of problems arise in applications. Chapter 2 gives a broad introduction to the basic principle involved and deals with systems having discrete and distributed delay. Chapters 3-5 are devoted to stability problems for retarded, neutral and stochastic functional differential equations. Problems of optimal control and estimation are considered in Chapters 6-8. For applied mathematicians, engineers, and physicists whose work involves mathematical modeling of hereditary systems. This volume can also be recommended as a supplementary text for graduate students who wish to become better acquainted with the properties and applications of functional differential equations.

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications PDF Author: X Mao
Publisher: Elsevier
ISBN: 085709940X
Category : Mathematics
Languages : en
Pages : 445

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Book Description
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. Has been revised and updated to cover the basic principles and applications of various types of stochastic systems Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists

Stochastic Functional Differential Equations and Applications

Stochastic Functional Differential Equations and Applications PDF Author: Stamatiki (Matina) John Rassias
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description


Stochastic Functional Differential Equations

Stochastic Functional Differential Equations PDF Author: S. E. A. Mohammed
Publisher: Pitman Advanced Publishing Program
ISBN:
Category : Mathematics
Languages : en
Pages : 268

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Book Description


Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stability of Infinite Dimensional Stochastic Differential Equations with Applications PDF Author: Kai Liu
Publisher: CRC Press
ISBN: 1420034820
Category : Mathematics
Languages : en
Pages : 311

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Book Description
Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ

Neutral Stochastic Functional Differential Equations and Applications

Neutral Stochastic Functional Differential Equations and Applications PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Applied Stochastic Differential Equations

Applied Stochastic Differential Equations PDF Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 1316510085
Category : Business & Economics
Languages : en
Pages : 327

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Book Description
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Stochastic functional differential equations and applications

Stochastic functional differential equations and applications PDF Author: Stamatiki Rassias
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description


Stability of Functional Differential Equations

Stability of Functional Differential Equations PDF Author:
Publisher: Elsevier
ISBN: 0080963145
Category : Mathematics
Languages : en
Pages : 233

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Book Description
This book provides an introduction to the structure and stability properties of solutions of functional differential equations. Numerous examples of applications (such as feedback systrems with aftereffect, two-reflector antennae, nuclear reactors, mathematical models in immunology, viscoelastic bodies, aeroautoelastic phenomena and so on) are considered in detail. The development is illustrated by numerous figures and tables.

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications PDF Author: Avner Friedman
Publisher: Academic Press
ISBN: 1483217884
Category : Mathematics
Languages : en
Pages : 317

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Book Description
Stochastic Differential Equations and Applications, Volume 2 is an eight-chapter text that focuses on the practical aspects of stochastic differential equations. This volume begins with a presentation of the auxiliary results in partial differential equations that are needed in the sequel. The succeeding chapters describe the behavior of the sample paths of solutions of stochastic differential equations. These topics are followed by a consideration of an issue whether the paths can hit a given set with positive probability, as well as the stability of paths about a given manifold and with spiraling of paths about this manifold. Other chapters deal with the applications to partial equations, specifically with the Dirichlet problem for degenerate elliptic equations. These chapters also explore the questions of singular perturbations and the existence of fundamental solutions for degenerate parabolic equations. The final chapters discuss stopping time problems, stochastic games, and stochastic differential games. This book is intended primarily to undergraduate and graduate mathematics students.