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"This is a useful volume in which a wide selection of asymptotic techniques is clearly presented in a form suitable for both applied mathematicians and Physicists who require an introduction to asymptotic techniques." --Book Jacket.

Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on random factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations. This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed. Contents:Differential Equations with Random Right-Hand Sides and Impulsive EffectsInvariant Sets for Systems with Random PerturbationsLinear and Quasilinear Stochastic Ito SystemsExtensions of Ito Systems on a TorusThe Averaging Method for Equations with Random Perturbations Readership: Graduate students and researchers in mathematics and physics. Keywords:Stochastic Systems;Invariant Manifold;Invariant Torus;Lyapunov Function;Stability;Periodic Solutions;Reduction PrincipleKey Features:Develops new methods of studying the stochastic differential equations; contrary to the existing purely probabilistic methods, these methods are based on the differential equations approachStudies new classes of stochastic systems, for instance, the stochastic expansions of dynamical systems on the torus, enabling the study of general oscillatory systems subject to the influences of random factorsBridges the gap between the stochastic differential equations and ordinary differential equations, namely, it describes which properties of the ordinary differential equations remain unchanged, and which new properties appear in the stochastic caseReviews: "This book is well written and readable. Most results included in the book are by the authors. All chapters contain a final section with comments and references, where the authors make a detailed description of the origin of the results. This is a helpful point for all readers, especially for researchers in the field." Mathematical Reviews "This monograph collects a great variety of stimulating results concerning random perturbation theory always deeply rooted in the classical theory of ordinary differential equations and celestial mechanics. Despite its technical content the text is written in a clear and accessible way, with many insightful explanations. The fact that each chapter closes with a detailed review on the current literature and the historic development of the theory is highly appreciated." Zentralblatt MATH

Integrates two fields generally held to be incompatible, if not downright antithetical, in 16 lectures from a February 1990 workshop at the Argonne National Laboratory, Illinois. The topics, of interest to industrial and applied mathematicians, analysts, and computer scientists, include singular per

In this book we present the main results on the asymptotic theory of ordinary linear differential equations and systems where there is a small parameter in the higher derivatives. We are concerned with the behaviour of solutions with respect to the parameter and for large values of the independent variable. The literature on this question is considerable and widely dispersed, but the methods of proofs are sufficiently similar for this material to be put together as a reference book. We have restricted ourselves to homogeneous equations. The asymptotic behaviour of an inhomogeneous equation can be obtained from the asymptotic behaviour of the corresponding fundamental system of solutions by applying methods for deriving asymptotic bounds on the relevant integrals. We systematically use the concept of an asymptotic expansion, details of which can if necessary be found in [Wasow 2, Olver 6]. By the "formal asymptotic solution" (F.A.S.) is understood a function which satisfies the equation to some degree of accuracy. Although this concept is not precisely defined, its meaning is always clear from the context. We also note that the term "Stokes line" used in the book is equivalent to the term "anti-Stokes line" employed in the physics literature.

"A book of great value . . . it should have a profound influence upon future research."--Mathematical Reviews. Hardcover edition. The foundations of the study of asymptotic series in the theory of differential equations were laid by PoincarĂ© in the late 19th century, but it was not until the middle of this century that it became apparent how essential asymptotic series are to understanding the solutions of ordinary differential equations. Moreover, they have come to be seen as crucial to such areas of applied mathematics as quantum mechanics, viscous flows, elasticity, electromagnetic theory, electronics, and astrophysics. In this outstanding text, the first book devoted exclusively to the subject, the author concentrates on the mathematical ideas underlying the various asymptotic methods; however, asymptotic methods for differential equations are included only if they lead to full, infinite expansions. Unabridged Dover republication of the edition published by Robert E. Krieger Publishing Company, Huntington, N.Y., 1976, a corrected, slightly enlarged reprint of the original edition published by Interscience Publishers, New York, 1965. 12 illustrations. Preface. 2 bibliographies. Appendix. Index.

Asymptotic Analysis of Singular Perturbations

The main definitions and results of asymptotic analysis and the theory of regular and singular perturbations are summarized in this book. They are applied to the asymptotic study of several mathematical models from mechanics, fluid dynamics, statistical mechanics, meteorology and elasticity. Due to the generality of presentation this applications-oriented book is suitable for the solving of differential equations from any other field of interest.

"The book is intended for a beginning graduate course on asymptotic analysis in applied mathematics and is aimed at students of pure and applied mathematics as well as science and engineering. The basic prerequisite is a background in differential equations, linear algebra, advanced calculus, and complex variables at the level of introductory undergraduate courses on these subjects."--BOOK JACKET.

This work will serve as an excellent first course in modern analysis. The main focus is on showing how self-similar solutions are useful in studying the behavior of solutions of nonlinear partial differential equations, especially those of parabolic type. This textbook will be an excellent resource for self-study or classroom use.

This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers in asymptotic integration as well to non-experts who are interested in the asymptotic analysis of linear differential and difference equations. It will additionally be of interest to students in mathematics, applied sciences, and engineering. Linear algebra and some basic concepts from advanced calculus are prerequisites.