Abstract
Perturbation Methods for Systems with Parametric Noise
Frank Hoppensteadt
Arizona State University
We describe approximation methods for nonlinear difference, differential and integral systems whose parameters are ergodic stochastic processes. We show that solutions are the sum of an averaged solution and a diffusion process that solves a linear Langevin equation. An application to phase-locked loop networks is described. Reference: A.V. Skorokhod, F.C. Hoppensteadt, H. Salehi, Random Perturbation Methods with Applications in Science and Engineering, Springer-Verlag, 2002.
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