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2012 (3)

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Book
On the jump of the ancinet pentathlon
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ISBN: 9783615004007 Year: 2012 Volume: 20 Publisher: Hildesheim Weidmann

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Book
Stochastic models for fractional calculus
Authors: ---
ISBN: 3110258161 9783110258165 3110258692 9783110258691 9783110559149 3110559145 Year: 2012 Publisher: Berlin ; Boston : De Gruyter,

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Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used to model anomalous diffusion, in which a cloud of particles spreads in a different manner than traditional diffusion. This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. In this book, we will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. It covers basic limit theorems for random variables and random vectors with heavy tails. This includes regular variation, triangular arrays, infinitely divisible laws, random walks, and stochastic process convergence in the Skorokhod topology. The basic ideas of fractional calculus and anomalous diffusion are closely connected with heavy tail limit theorems. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering. The goal of this book is to prepare graduate students in probability for research in the area of fractional calculus, anomalous diffusion, and heavy tails. Many interesting problems in this area remain open. This book will guide the motivated reader to understand the essential background needed to read and unerstand current research papers, and to gain the insights and techniques needed to begin making their own contributions to this rapidly growing field.


Book
Hybrid Dynamical Systems : Modeling, Stability, and Robustness
Authors: --- ---
ISBN: 1283439778 9786613439772 1400842638 9781400842636 0691153892 9780691153896 Year: 2012 Publisher: Princeton, NJ : Princeton University Press,

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Hybrid dynamical systems exhibit continuous and instantaneous changes, having features of continuous-time and discrete-time dynamical systems. Filled with a wealth of examples to illustrate concepts, this book presents a complete theory of robust asymptotic stability for hybrid dynamical systems that is applicable to the design of hybrid control algorithms--algorithms that feature logic, timers, or combinations of digital and analog components. With the tools of modern mathematical analysis, Hybrid Dynamical Systems unifies and generalizes earlier developments in continuous-time and discrete-time nonlinear systems. It presents hybrid system versions of the necessary and sufficient Lyapunov conditions for asymptotic stability, invariance principles, and approximation techniques, and examines the robustness of asymptotic stability, motivated by the goal of designing robust hybrid control algorithms. This self-contained and classroom-tested book requires standard background in mathematical analysis and differential equations or nonlinear systems. It will interest graduate students in engineering as well as students and researchers in control, computer science, and mathematics.

Keywords

Automatic control. --- Control theory. --- Dynamics. --- Dynamical systems --- Kinetics --- Mathematics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Dynamics --- Machine theory --- Control engineering --- Control equipment --- Control theory --- Engineering instruments --- Automation --- Programmable controllers --- Hermes solutions. --- Krasovskii regularization. --- Krasovskii solutions. --- Lyapunov conditions. --- Lyapunov functions. --- Lyapunov-like functions. --- asymptotic stability. --- closed sets. --- compact sets. --- conical approximation. --- conical hybrid system. --- continuity properties. --- continuous time. --- continuous-time systems. --- data structure. --- differential equations. --- differential inclusions. --- discrete time. --- discrete-time systems. --- dynamical systems. --- equilibrium points. --- flow map. --- flow set. --- generalized solutions. --- graphical convergence. --- hybrid arcs. --- hybrid control algorithms. --- hybrid dynamical systems. --- hybrid feedback control. --- hybrid models. --- hybrid system. --- hybrid time domains. --- invariance principles. --- jump map. --- jump set. --- modeling frameworks. --- modeling. --- nonlinear systems. --- numerical simulations. --- output function. --- pre-asymptotic stability. --- pre-asymptotically stable sets. --- precompact solutions. --- regularity properties. --- set convergence. --- set-valued analysis. --- set-valued mappings. --- smooth Lyapunov function. --- solution concept. --- stability theory. --- state measurement error. --- state perturbations. --- switching signals. --- switching systems. --- uniform asymptotic stability. --- well-posed hybrid systems. --- well-posed problems. --- well-posedness. --- ω-limit sets. --- Nonlinear control theory.

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