Introduction to the Theory and Applications of Functional Differential Equations

ISBN-13: 9789048151486 / Angielski / Miękka / 2010 / 648 str.

V. Kolmanovskii; A. Myshkis

Opis

This book covers the most important issues in the theory of functional differential equations and their applications for both deterministic and stochastic cases. Among the subjects treated are qualitative theory, stability, periodic solutions, optimal control and estimation, the theory of linear equations, and basic principles of mathematical modelling. The work, which treats many concrete problems in detail, gives a good overview of the entire field and will serve as a stimulating guide to further research. Audience: This volume will be of interest to researchers and (post)graduate students working in analysis, and in functional analysis in particular. It will also appeal to mathematical engineers, industrial mathematicians, mathematical system theoreticians and mathematical modellers.

Spis treści

Part I: Modelling by Functional Differential Equations. 1. Theoretical Preliminaries. 2. Models. Part II: Theoretical Background of Functional Differential Equations. 3. General Theory. Part III: Stability. 4. Stability of Retarded Differential Equations. 5. Stability of RDEs with Autonomous Linear Part. 6. Liapunov Functionals for Concrete FDEs. 7. Riccati Type Stability Conditions of Some Linear Systems with Delay. 8. Stability of Neutral Type Functional Differential Equations. 9. Applications of the Direct Liapunov Method. 10. Stability of Stochastic Functional Differential Equations. Part IV: Boundary Value Problems and Periodic Solutions of Differential Equations. 11. Boundary Value Problems for Functional Differential Equations. 12. Fredholm Alternative for Periodic Solutions of Linear FDEs. 13. Generalized Periodic Solutions of Functional Differential Equations. Part V: Control and Estimation in Hereditary Systems. 14. Problems of Control for Deterministic FDEs. 15. Optimal Control of Stochastic Delay Systems. 16. State Estimates of Stochastic Systems with Delay. Bibliography. Index.