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 the 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.

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.

This book is devoted to the study of stochastic measures (SMs). An SM is a sigma-additive in probability random function, defined on a sigma-algebra of sets. SMs can be generated by the increments of random processes from many important classes such as square-integrable martingales and fractional Brownian motion, as well as alpha-stable processes. SMs include many well-known stochastic integrators as partial cases. General Stochastic Measures provides a comprehensive theoretical overview of SMs, including the basic properties of the integrals of real functions with respect to SMs. A number of results concerning the Besov regularity of SMs are presented, along with equations driven by SMs, types of solution approximation and the averaging principle. Integrals in the Hilbert space and symmetric integrals of random functions are also addressed. The results from this book are applicable to a wide range of stochastic processes, making it a useful reference text for researchers and postgraduate or postdoctoral students who specialize in stochastic analysis.

In this monograph as a mathematical apparatus are used and investigated several classes of differential equations. The most significant feature of these differential equations is the presence of impulsive effects. The main goals and the results achieved in the monograph are related to the use of this class of equation for an adequate description of the dynamics of several types of processes that are subject to discrete external interventions and change the speed of development. In all proposed models the following requirements have met: 1) Presented and studied mathematical models in the book are extensions of existing known in the literature models of real objects and related processes. 2) Generalizations of the studied models are related to the admission of external impulsive effects, which lead to “jump-like” change the quantity characteristics of the described object as well as the rate of its modification. 3) Sufficient conditions which guarantee certain qualities of the dynamics of the quantities of the modeled objects are found. 4) Studies of the qualities of the modification of the modeled objects are possible to be successful by differential equations with variable structure and impulsive effects. 5) The considerations relating to the existence of the studied properties of dynamic objects cannot be realized without introducing new concepts and proving of appropriate theorems. The main objectives can be conditionally divided into several parts: 1) New classes of differential equations with variable structure and impulses are introduced and studied; 2) Specific properties of the above-mentioned class of differential equations are introduced and studied. The present monograph consists of an introduction and seven chapters. Each chapter contains several sections.

One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.

In this book international expert authors provide solutions for modern fundamental problems including the complexity of computing of critical points for set-valued mappings, the behaviour of solutions of ordinary differential equations, partial differential equations and difference equations, or the development of an abstract theory of global attractors for multi-valued impulsive dynamical systems. These abstract mathematical approaches are applied to problem-solving in solid mechanics, hydro- and aerodynamics, optimization, decision making theory and control theory. This volume is therefore relevant to mathematicians as well as engineers working at the interface of these fields.

This book on Advance Elements of Laser circuits and systems Nonlinearity applications in engineering addresses two separate engineering and scientific areas, and presents advanced analysis methods for Laser circuits and systems that cover a broad range of engineering and scientific applications. The book analyzed Laser circuits and systems as linear and nonlinear dynamical systems and there limit cycles, bifurcation, and limit cycle stability by using nonlinear dynamic theory. Further, it discussed a broad range of bifurcations related to Laser systems and circuits, starting from laser system differential equations and their bifurcations, delay differential equations (DDEs) are a function of time delays, delay dependent parameters, followed by phase plane analysis, limit cycles and their bifurcations, chaos, iterated maps, period doubling. It combines graphical information with analytical analysis to effectively study the local stability of Laser systems models involving delay dependent parameters. Specifically, the stability of a given steady state is determined by the graphs of some functions of which can be expressed explicitly. The Laser circuits and systems are Laser diode circuits, MRI system Laser diode circuitry, Electron-photon exchanges into VCSEL, Ti: Sapphire laser systems, Ion channel and long-wavelength lasers, Solid state lasers, Solid state laser controlled by semiconductor devices, microchip solid-state laser, Q-switched diode-pumped solid-state laser, Nd:YAG, Mid-Infrared and Q-switched microchip lasers, Gas laser systems, copper vapor laser (CVL) circuitry, Dual-wavelength laser systems, Dual-wavelength operation of a Ti:sapphire laser, Diode-pumped Q-switched Nd:YVO4 yellow laser, Asymmetric dual quantum well lasers, Tm3+-doped silica fibre lasers, Terahertz dual-wavelength quantum cascade laser. The Book address also the additional areas, Laser X guiding system, Plasma diagnostics, Laser Beam shaping, Jitter and crosstalk, Plasma mirror systems, and High power Laser/Target diagnostic system optical elements. The book is unique in its emphasis on practical and innovative engineering and scientific applications. All conceptual Laser circuits are innovative and can be broadly implemented in many engineering applications. The dynamics of Laser circuits and systems provides several ways to use them in a variety of applications covering wide areas. This book is aimed at electrical and electronics engineers, students and researchers in physics as well. It is also aimed for research institutes in lasers and plasma physics and gives good comprehensive in laser and plasma systems. In each chapter, the concept is developed from basic assumptions up to the final engineering and scientific outcomes. The scientific background is explained at basic and advance levels and closely integrated with mathematical theory. Many examples are presented in this book and it is also ideal for intermediate level courses at graduate level studies. It is also ideal for engineer who has not had formal instruction in nonlinear dynamics, but who now desires to fill the gap between innovative Laser circuits/systems and advance mathematical analysis methods