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Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control

  • Johannes Kepler University Linz
  • The University of the West Indies

Research output: Contribution to journalArticlepeer-review

Abstract

We examine the role of persistent, state-dependent stochastic perturbations on the mean-square properties of nonnormal linear systems arising in three applications. In an example from population biology, we extend to the stochastic case measures of asymptotic and transient response of a predator-prey system to initial value perturbations and examine the relative effects on these measures of persistent stochastic perturbations of each species. In an example from fluid dynamics, we show how a linear stochastic mixing term may induce a transition-to-turbulence in certain lowdimensional models of plane Couette flow. Finally, we look at the role of drift-diffusion interaction effects in the noise-induced stabilization of a linear system with a single high-gain feedback control parameter.

Original languageEnglish
Pages (from-to)411-433
Number of pages23
JournalSIAM Journal on Applied Mathematics
Volume74
Issue number2
DOIs
Publication statusPublished - 2014
Externally publishedYes

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

  1. SDG 15 - Life on Land
    SDG 15 Life on Land

Keywords

  • Mean-square dynamics
  • Predator-prey
  • Stochastic control
  • Stochastic differential equations
  • Transitionto-turbulence

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