Random perturbation methods with applications in science and engineering

DOI10.1007/B98905MaRDI QIDQ1614990zbMATH OpenOpenAlexFDO

Authors Habib Salehi, Anatolii V. Skorokhod, Frank Hoppensteadt

Publication date 10 September 2002

Published in Applied Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/b98905

zbMATH Keywords

averagingdiffusion approximationrandom perturbations

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40) Random operators and equations (aspects of stochastic analysis) (60H25) Averaging of perturbations for nonlinear problems in mechanics (70K65) Random dynamical systems (37H99)

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Cited in

(49)

• Rough homogenisation with fractional dynamics
• Poisson approximation of impulsive recurrent process with semi-Markov switching
• Ergodic optimization of stochastic differential systems in wireless networks
• Echo state property linked to an input: exploring a fundamental characteristic of recurrent neural networks
• Effective behavior of cooperative and nonidentical molecular motors
• Asymptotic expansion of semi-Markov random evolutions
• Melnikov processes and chaos in randomly perturbed dynamical systems
• Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
• Fast-slow-coupled stochastic functional differential equations
• Asymptotic estimate of variance with applications to stochastic differential equations arises in mathematical neuroscience
• Slow-fast systems with fractional environment and dynamics
• Wave motion in relaxation-testing of nonlinear elastic media
• Stochastic averaging principle for spatial birth-and-death evolutions in the continuum
• Volterra equations with periodic nonlinearities: multistability, oscillations and cycle slipping
• Discrete-time semi-Markov random evolutions -- average and diffusion approximation of difference equations and additive functionals
• Ghost attractors in blinking Lorenz and Hindmarsh–Rose systems
• Discrete-time semi-Markov random evolutions and their applications
• Perturbation Methods in Science and Engineering
• The long-run behavior of the stochastic replicator dynamics
• Stochastic source seeking for nonholonomic unicycle
• Integration algorithm for covariance nonstationary dynamic analysis using equivalent stochastic linearization
• Approximation of stochastic processes by nonexpansive flows and coming down from infinity
• Poisson approximation of processes with locally independent increments and Markov switching
• The Poincaré map of randomly perturbed periodic motion
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
• Approximate solution of time-fractional fuzzy partial differential equations
• Stochastic time-varying extremum seeking and its applications
• Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling
• Fluctuation of stochastic systems with average equilibrium point
• First integrals in the diffusion approximation scheme
• MODELING THE CUMULATIVE DISTRIBUTION FUNCTION OF SPIKES IN NEURAL NETWORKS
• Noise-induced phenomena in the environmental sciences
• Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
• Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
• Averaging dynamics driven by fractional Brownian motion
• Reliability of semi-Markov systems with asymptotic merging phase space
• Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion
• An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay
• Perturbation-iteration method for first-order differential equations and systems
• Qualitative and asymptotic analysis of differential equations with random perturbations.
• Stochastic behavioral models. Classification
• Queuing systems with semi-Markov flow in average and diffusion approximation schemes
• Equilibrium in Wright-Fisher models of population genetics
• Classification of binary deterministic statistical experiments with persistent regression
• Heavy traffic approximations of a queue with varying service rates and general arrivals
• Facets of noise. Effects in classical and quantum systems
• On the generalisation of Padé approximation approach for the construction of \(p\)-stable hybrid linear multistep methods
• Asymptotic analysis of microtubule-based transport by multiple identical molecular motors
• Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation

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