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001 978-0-85729-685-6
003 DE-He213
005 20140220083714.0
007 cr nn 008mamaa
008 110601s2011 xxk| s |||| 0|eng d
020 _a9780857296856
_9978-0-85729-685-6
024 7 _a10.1007/978-0-85729-685-6
_2doi
050 4 _aTJ212-225
072 7 _aTJFM
_2bicssc
072 7 _aTEC004000
_2bisacsh
082 0 4 _a629.8
_223
100 1 _aShaikhet, Leonid.
_eauthor.
245 1 0 _aLyapunov Functionals and Stability of Stochastic Difference Equations
_h[electronic resource] /
_cby Leonid Shaikhet.
264 1 _aLondon :
_bSpringer London,
_c2011.
300 _aVI, 284p. 119 illus., 117 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aLyapunov-type Theorems and Procedure for Lyapunov Functional Construction -- Illustrative Example -- Linear Equations with Stationary Coefficients -- Linear Equations with Nonstationary Coefficients -- Some Peculiarities of the Method -- Systems of Linear Equations with Varying Delays -- Nonlinear Systems -- Volterra Equations of the Second Type -- Difference Equations with Continuous Time -- Difference Equations as Difference Analogues of Differential Equations.
520 _a  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 Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Difference Equations describes the general method of Lyapunov functionals 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 functionals 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 and biological systems including inverted pendulum control, 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. __________________________________________________________________________
650 0 _aEngineering.
650 0 _aFunctional equations.
650 0 _aMathematical optimization.
650 0 _aDistribution (Probability theory).
650 0 _aVibration.
650 1 4 _aEngineering.
650 2 4 _aControl.
650 2 4 _aDifference and Functional Equations.
650 2 4 _aCalculus of Variations and Optimal Control; Optimization.
650 2 4 _aMathematical and Computational Biology.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aVibration, Dynamical Systems, Control.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780857296849
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-85729-685-6
912 _aZDB-2-ENG
999 _c105257
_d105257