Book•
Ordinary differential equations
01 Jan 1964-
TL;DR: In this article, the Poincare-Bendixson theory is used to explain the existence of linear differential equations and the use of Implicity Function and fixed point Theorems.
Abstract: Foreword to the Classics Edition Preface to the First Edition Preface to the Second Edition Errata I: Preliminaries II: Existence III: Differential In qualities and Uniqueness IV: Linear Differential Equations V: Dependence on Initial Conditions and Parameters VI: Total and Partial Differential Equations VII: The Poincare-Bendixson Theory VIII: Plane Stationary Points IX: Invariant Manifolds and Linearizations X: Perturbed Linear Systems XI: Linear Second Order Equations XII: Use of Implicity Function and Fixed Point Theorems XIII: Dichotomies for Solutions of Linear Equations XIV: Miscellany on Monotomy Hints for Exercises References Index.
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TL;DR: It is argued that a number of models in which the energy density of the scalar field red-shifts in a specific manner are studied could reconcile the low dynamical estimates of the mean mass density with the negligibly small spatial curvature preferred by inflation.
Abstract: The cosmological consequences of a pervasive, rolling, self-interacting, homogeneous scalar field are investigated. A number of models in which the energy density of the scalar field red-shifts in a specific manner are studied. In these models the current epoch is chosen to be scalar-field dominated to agree with dynamical estimates of the density parameter, ${\ensuremath{\Omega}}_{\mathrm{dyn}\mathrm{\ensuremath{\sim}}0.2}$, and zero spatial curvature. The required scalar-field potential is ``nonlinear'' and decreases in magnitude as the value of the scalar field increases. A special solution of the field equations which is an attractive, time-dependent, fixed point is presented. These models are consistent with the classical tests of gravitation theory. The E\"otv\"os-Dicke measurements strongly constrain the coupling of the scalar field to light (nongravitational) fields. Nucleosynthesis proceeds as in the standard hot big-bang model. In linear perturbation theory the behavior of baryonic perturbations, in the baryon-dominated epoch, do not differ significantly from the canonical scenario, while the presence of a substantial amount of homogeneous scalar-field energy density at low red-shifts inhibits the growth of perturbations in the baryonic fluid. The energy density in the scalar field is not appreciably perturbed by nonrelativistic gravitational fields, either in the radiation-dominated, matter-dominated, or scalar-field-dominated epochs. On the basis of this effect, we argue that these models could reconcile the low dynamical estimates of the mean mass density with the negligibly small spatial curvature preferred by inflation.
3,948 citations
TL;DR: It is shown that the regularity properties of the Lyapunov function and those of the settling-time function are related and converse Lyap Unov results can only assure the existence of continuous Lyap unov functions.
Abstract: Finite-time stability is defined for equilibria of continuous but non-Lipschitzian autonomous systems. Continuity, Lipschitz continuity, and Holder continuity of the settling-time function are studied and illustrated with several examples. Lyapunov and converse Lyapunov results involving scalar differential inequalities are given for finite-time stability. It is shown that the regularity properties of the Lyapunov function and those of the settling-time function are related. Consequently, converse Lyapunov results can only assure the existence of continuous Lyapunov functions. Finally, the sensitivity of finite-time-stable systems to perturbations is investigated.
3,894 citations
Book•
18 Dec 1992TL;DR: In this paper, an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions is given, as well as a concise introduction to two-controller, zero-sum differential games.
Abstract: This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. A new Chapter X gives an introduction to the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets. Chapter VI of the First Edition has been completely rewritten, to emphasize the relationships between logarithmic transformations and risk sensitivity. A new Chapter XI gives a concise introduction to two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance. In this Second Edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.
3,885 citations
Book•
01 Jan 2005
TL;DR: In this article, Gradient flows and curves of Maximal slopes of the Wasserstein distance along geodesics are used to measure the optimal transportation problem in the space of probability measures.
Abstract: Notation.- Notation.- Gradient Flow in Metric Spaces.- Curves and Gradients in Metric Spaces.- Existence of Curves of Maximal Slope and their Variational Approximation.- Proofs of the Convergence Theorems.- Uniqueness, Generation of Contraction Semigroups, Error Estimates.- Gradient Flow in the Space of Probability Measures.- Preliminary Results on Measure Theory.- The Optimal Transportation Problem.- The Wasserstein Distance and its Behaviour along Geodesics.- Absolutely Continuous Curves in p(X) and the Continuity Equation.- Convex Functionals in p(X).- Metric Slope and Subdifferential Calculus in (X).- Gradient Flows and Curves of Maximal Slope in p(X).
3,401 citations
TL;DR: In this article, a Task Force, set up jointly by the CIGRE Study Committee 38 and the IEEE Power System Dynamic Performance Committee, addresses the issue of stability definition and classification in power systems from a fundamental viewpoint and closely examines the practical ramifications.
Abstract: The problem of defining and classifying power system stability has been addressed by several previous CIGRE and IEEE Task Force reports. These earlier efforts, however, do not completely reflect current industry needs, experiences and understanding. In particular, the definitions are not precise and the classifications do not encompass all practical instability scenarios. This report developed by a Task Force, set up jointly by the CIGRE Study Committee 38 and the IEEE Power System Dynamic Performance Committee, addresses the issue of stability definition and classification in power systems from a fundamental viewpoint and closely examines the practical ramifications. The report aims to define power system stability more precisely, provide a systematic basis for its classification, and discuss linkages to related issues such as power system reliability and security.
3,249 citations