A Study of Approximate Descriptions of a Random Evolution

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dc.contributor.authorKoepke, Henrike
dc.contributor.supervisorIllner, Reinhard
dc.contributor.supervisorQuas, Anthony
dc.date.accessioned2013-08-23T20:10:21Z
dc.date.available2013-08-23T20:10:21Z
dc.date.copyright2013en_US
dc.date.issued2013-08-23
dc.degree.departmentDepartment of Mathematics and Statistics
dc.degree.levelMaster of Science M.Sc.en_US
dc.description.abstractWe consider a dynamical system that undergoes frequent random switches according to Markovian laws between different states and where the associated transition rates change with the position of the system. These systems are called random evolutions; in engineering they are also known as stochastic switching systems. Since these kinds of dynamical systems combine deterministic and stochastic features, they are used for modelling in a variety of fields including biology, economics and communication networks. However, to gather information on future states, it is useful to search for alternative descriptions of this system. In this thesis, we present and study a partial differential equation of Fokker-Planck type and a stochastic differential equation that both serve as approximations of a random evolution. Furthermore, we establish a link between the two differential equations and conclude our analysis on the approximations of the random evolution with a numerical case study.en_US
dc.description.proquestcode0405en_US
dc.description.proquestemailhenrikek@uvic.caen_US
dc.description.scholarlevelGraduateen_US
dc.identifier.urihttp://hdl.handle.net/1828/4828
dc.languageEnglisheng
dc.language.isoenen_US
dc.rights.tempAvailable to the World Wide Weben_US
dc.subjectstochastic differential equationsen_US
dc.subjectswitching systems of differential equationsen_US
dc.subjectrandom evolutionsen_US
dc.titleA Study of Approximate Descriptions of a Random Evolutionen_US
dc.typeThesisen_US

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