
Analytic Perturbation Theory and Its Applications
Society for Industrial & Applied Mathematics,U.S. (Publisher)
Published on 30. December 2013
Book
Hardback
384 pages
978-1-61197-313-6 (ISBN)
Description
Mathematical models are often used to describe complex phenomena such as climate change dynamics, stock market fluctuations, and the Internet. These models typically depend on estimated values of key parameters that determine system behavior. Hence it is important to know what happens when these values are changed. The study of single-parameter deviations provides a natural starting point for this analysis in many special settings in the sciences, engineering, and economics. The difference between the actual and nominal values of the perturbation parameter is small but unknown, and it is important to understand the asymptotic behavior of the system as the perturbation tends to zero. This is particularly true in applications with an apparent discontinuity in the limiting behavior - the so-called singularly perturbed problems.Analytic Perturbation Theory and Its Applications includes a comprehensive treatment of analytic perturbations of matrices, linear operators, and polynomial systems, particularly the singular perturbation of inverses and generalized inverses. It also offers original applications in Markov chains, Markov decision processes, optimization, and applications to Google PageRank (TM) and the Hamiltonian cycle problem as well as input retrieval in linear control systems and a problem section in every chapter to aid in course preparation.
Audience: This text is appropriate for mathematicians and engineers interested in systems and control. It is also suitable for advanced undergraduate, first-year graduate, and advanced, one-semester, graduate classes covering perturbation theory in various mathematical areas.
Audience: This text is appropriate for mathematicians and engineers interested in systems and control. It is also suitable for advanced undergraduate, first-year graduate, and advanced, one-semester, graduate classes covering perturbation theory in various mathematical areas.
More details
Language
English
Place of publication
New York
United States
Target group
College/higher education
Product notice
sewn/stitched
Cloth over boards
Dimensions
Height: 228 mm
Width: 152 mm
Thickness: 20 mm
Weight
830 gr
ISBN-13
978-1-61197-313-6 (9781611973136)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Konstantin E. Avrachenkov is Director of Research, INRIA Sophia Antipolis, France. His main research interests are Markov processes, singular perturbations, queueing theory, mathematical programming, game theory, and communication networks.
Jerzy A. Filar is Director of Flinders Mathematical Sciences Laboratory, Flinders University, Australia, and is a Fellow of the Australian Mathematical Society. His research interests span both theoretical and applied topics in the fields of operations research, optimization, game theory, applied probability, and environmental modeling.
Phil G. Howlett is Emeritus Professor of Industrial and Applied Mathematics, University of South Australia. He is a member of the Scheduling and Control Group and a former Chair of ANZIAM. His main research interests include energy-efficient driving strategies for trains, management of water supply systems, rainfall modeling, and singular perturbations of linear operators.
Jerzy A. Filar is Director of Flinders Mathematical Sciences Laboratory, Flinders University, Australia, and is a Fellow of the Australian Mathematical Society. His research interests span both theoretical and applied topics in the fields of operations research, optimization, game theory, applied probability, and environmental modeling.
Phil G. Howlett is Emeritus Professor of Industrial and Applied Mathematics, University of South Australia. He is a member of the Scheduling and Control Group and a former Chair of ANZIAM. His main research interests include energy-efficient driving strategies for trains, management of water supply systems, rainfall modeling, and singular perturbations of linear operators.
Content
Chapter 1: Introduction and Motivation;
Part I: Finite Dimensional Perturbations;
Chapter 2: Inversion of Analytically Perturbed Matrices;
Chapter 3: Perturbation of Null Spaces, Eigenvectors, and Generalized Inverses;
Chapter 4: Polynomial Perturbation of Algebraic Nonlinear Systems;
Part II: Applications to Optimization and Markov Process;
Chapter 5: Applications to Optimization;
Chapter 6: Applications to Markov Chains;
Chapter 7: Applications to Markov Decision Processes;
Part III: Infinite Dimensional Perturbations;
Chapter 8: Analytic Perturbation of Linear Operators;
Chapter 9: Background on Hilbert Spaces and Fourier Analysis;
Bibliography;
Index
Part I: Finite Dimensional Perturbations;
Chapter 2: Inversion of Analytically Perturbed Matrices;
Chapter 3: Perturbation of Null Spaces, Eigenvectors, and Generalized Inverses;
Chapter 4: Polynomial Perturbation of Algebraic Nonlinear Systems;
Part II: Applications to Optimization and Markov Process;
Chapter 5: Applications to Optimization;
Chapter 6: Applications to Markov Chains;
Chapter 7: Applications to Markov Decision Processes;
Part III: Infinite Dimensional Perturbations;
Chapter 8: Analytic Perturbation of Linear Operators;
Chapter 9: Background on Hilbert Spaces and Fourier Analysis;
Bibliography;
Index