Stochastic Stability of Differential Equations

Stochastic Stability of Differential Equations
Author: Rafail Khasminskii
Publisher: Springer Science & Business Media
Total Pages: 353
Release: 2011-09-20
Genre: Mathematics
ISBN: 3642232809

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary and periodic solutions of stochastic differential equations have been widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations.

Random Vibration - Status and Recent Developments

Random Vibration - Status and Recent Developments
Author: I. Elishakoff
Publisher: Elsevier
Total Pages: 586
Release: 2013-10-22
Genre: Technology & Engineering
ISBN: 1483289958

This unique book commemorates the 65th birthday of Stephen H. Crandall - one of the founding fathers and most active developers and elucidators of the science of random vibrations. Leading scientists from all over the world have contributed 33 papers addressing almost every important problem of random vibrations. The book thus represents both the state-of-the-art as well as the most recent developments, and will appeal to those in industry and academia who want to achieve a rigorous understanding of the many facets of the subject. A thorough study of the book will also help lay the foundations for future directions in research.

Parametric Random Vibration

Parametric Random Vibration
Author: Raouf A. Ibrahim
Publisher: Courier Dover Publications
Total Pages: 354
Release: 2008-01-11
Genre: Science
ISBN: 0486462625

This systematic treatment examines linear and nonlinear dynamical systems subject to parametric random vibrations. It formulates stochastic stability theorems and analytical techniques for determining random response of nonlinear systems. 1985 edition.