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Random Perturbation Methods with Applications in Science and Engineering
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This book covers the impact of noise on models that are widely used in science and engineering applications. It applies perturbed methods which assume noise changes on a faster time or space scale than the system being studied. The book is written in two parts. The first part presents a careful development of mathematical methods needed to study random perturbations of dynamical systems. The second part presents non-random problems in a variety of important applications. Such problems are reformulated to account for both external and system random noise. Finally, the results from Part I are applied to analyze, simulate, and visualize the same problems now perturbed by noise. Applications from mechanical, electrical, and biological problems are discussed. In addition, numerous computer simulations and examples are included. Researchers and graduate students in mathematics and engineering will find this book useful.
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