𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Reliability for linear differential equations with noisy coefficients

✍ Scribed by Michael P. Windham

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
334 KB
Volume
5
Category
Article
ISSN
0898-1221

No coin nor oath required. For personal study only.

✦ Synopsis

Suppose k = (A + W)X is a system of stochastic differential equations, where A is a matrix of constants and W is a matrix of white noises. We say the system is reliable if the variance-covariance matrix of the states asymptotically approaches zero. We give conditions in terms of measures of the coefficient matrix and a matrix whose entries are standard deviation parameters of the coefficient noises which will insure that the system is reliable.

πŸ“œ SIMILAR VOLUMES

Linear Second Order Ordinary Differentia
Linear Second Order Ordinary Differential Equations with Nonsmooth Coefficients
✍ Manfred Goebel πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 279 KB

This paper deals with a Dirichlet boundary value problem for a linear second order ordinary differential operator, whose coefficients belong to certain L p -spaces. Its solution is to be understood in the sense of Sobolev, so that the Fredholm alternative holds. The main purpose of this paper is, in