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Expected value analysis: Experimental considerations and convergence properties. (English) Zbl 0618.93067

This is a study of the effect of perturbations to the solutions of differential equations. The idea is to derive approximate differential equations for the mean and the covariance by averaging out the random variations.
Reviewer: J.Rissanen

MSC:

93E14 Data smoothing in stochastic control theory
34F05 Ordinary differential equations and systems with randomness
93B35 Sensitivity (robustness)
34D10 Perturbations of ordinary differential equations
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References:

[1] Zi-ping Luo and H. Rabitz, Expected value analysis of multiparameter systems, submitted for publication.; Zi-ping Luo and H. Rabitz, Expected value analysis of multiparameter systems, submitted for publication. · Zbl 0634.93069
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