Expected value analysis: Experimental considerations and convergence properties

DOI10.1016/0096-3003(87)90054-3MaRDI QIDQ1089303zbMATH OpenOpenAlexFDO

Authors Ziping Luo, Herschel Rabitz

Publication date 1987

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(87)90054-3

zbMATH Keywords

approximate differential equationsperturbationsrandom variations

Mathematics Subject Classification ID

Perturbations of ordinary differential equations (34D10) Ordinary differential equations and systems with randomness (34F05) Sensitivity (robustness) (93B35) Data smoothing in stochastic control theory (93E14)

Review text

This is a study of the effect of perturbations to the solutions of differential equations. The idea is to derive approximate differential equations for the mean and the covariance by averaging out the random variations.

Recommendations

• scientific article; zbMATH DE number 3913381
• Qualitative and asymptotic analysis of differential equations with random perturbations.
• On method of statistical differentials
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• Almost periodic and limited in mean solutions of differential equations with random coefficients

Cites work

• Expected value analysis of multiparameter systems
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• scientific article; zbMATH DE number 3612277 (Why is no real title available?)

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