A Proposal for Research on Stochastic Methods and Problems in Applied Mathematics.

Abstract

The determination of the limiting long time behavior of the system using a fixed control was answered in the case of a stochastic system perturbed by a small additive noise term where the control is such that the corresponding determinstic system possesses a stable limit cycle. A new characterization was given of the principal eigenvalue for second-order linear elliptic partial differential equations, not necessarily self-adjoint, with both natural and Dirichlet boundary conditions. A new alternative numerical method was given for calculating both the principal eigenvalue and corresponding eigenvector in the case of natural boundary conditions.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1979
Accession Number
ADA068913

Entities

People

  • Charles J. Holland

Organizations

  • Purdue University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Boundaries
  • Computational Science
  • Control Systems
  • Differential Equations
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Gaussian Processes
  • Mathematics
  • Observation
  • Partial Differential Equations
  • Probability
  • Probability Distributions
  • Stochastic Control
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Linear Algebra
  • Theoretical Analysis.