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 language | English |
|---|---|
| Pages (from-to) | 411-433 |
| Number of pages | 23 |
| Journal | SIAM Journal on Applied Mathematics |
| Volume | 74 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2014 |
| Externally published | Yes |
UN SDGs
This output contributes to the following UN Sustainable Development Goals (SDGs)
-
SDG 15 Life on Land
Keywords
- Mean-square dynamics
- Predator-prey
- Stochastic control
- Stochastic differential equations
- Transitionto-turbulence
Fingerprint
Dive into the research topics of 'Asymptotic and transient mean-square properties of stochastic systems arising in ecology, fluid dynamics, and system control'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver