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Engineering - Control Engineering | Lyapunov Functionals and Stability of Stochastic Difference Equations

Lyapunov Functionals and Stability of Stochastic Difference Equations

Shaikhet, Leonid

2011, VI, 284p. 119 illus., 117 illus. in color.

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  • Detailed description of Lyapunov functional construction will allow researchers to analyse stability results for hereditary systems more easily
  • Profuse analytical and numerical examples help to explain the methods used
  • Demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems

 

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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Content Level » Research

Keywords » Control Theory - Lyapunov Functionals Construction - Numerical Analysis - Stability Theory - Stochastic Difference Equations

Related subjects » Control Engineering - Dynamical Systems & Differential Equations - Mathematics - Mechanics - Probability Theory and Stochastic Processes

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