Accession Number:

ADA071472

Title:

Fluctuations in Systems with Multiple Steady States. Application to Lanchester Equations.

Descriptive Note:

Professional paper,

Corporate Author:

CENTER FOR NAVAL ANALYSES ALEXANDRIA VA

Personal Author(s):

Report Date:

1978-02-01

Pagination or Media Count:

17.0

Abstract:

We consider the effects of small random perturbations on deterministic systems of differential equations. The systems of interest have a steady state that is a saddle point. A first exit problem is formulated. The quantity of basic interest is the probability of exit from a band around the deterministic separatrix through a specified boundary, conditioned on initial position. A technique for the approximate calculation of this probability is given. As an example, we show how the theory applies to the calculation of the probability of victory in a combat that has a stochastic component. Author

Subject Categories:

  • Statistics and Probability
  • Military Operations, Strategy and Tactics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE