Lyapunov Functionals and Stability of Stochastic Difference Equations

ISBN-13: 9781447171669 / Angielski / Miękka / 2016 / 370 str.

Leonid Shaikhet

Opis

This book offers a general method of Lyapunov functional construction which lets researchers analyze the degree to which the stability properties of differential equations are preserved in their difference analogues. Includes examples from physical systems.

Recenzje

From the reviews:

"This highly recommendable monograph is devoted to the qualitative study of stochastic difference equations with respect to boundedness and asymptotic stability. ... the author cites numerous references, making the book a valuable contribution in the area of stochastic dynamical systems. ... well written by a true expert in the field and achieves its goal of making the general idea of Lyapunov functionals more accessible to a larger audience. Thus, its value will be appreciated even more by mathematicians and researchers in engineering and physics." (Henri Schurz, Mathematical Reviews, November, 2013)

"The book presents general method of construction of Lyapunov functionals for investigating stability of stochastic difference equations. ... The book is primarily addressed to mathematicians, experts in stability theory, and professionals in control engineering." (Zygmunt Hasiewicz, Zentralblatt MATH, Vol. 1255, 2013)

Spis treści

Lyapunov-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.

Blurb

 

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.

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