Optimal Perturbation of Uncertain Systems

In studies of perturbation dynamics in physical systems certain specification of the governing perturbation dynamical system is generally lacking, either because the perturbation system is imperfectly known or because its specification is intrinsically uncertain, while a statistical characterization of the perturbation dynamical system is often available. In this report exact and asymptotically valid equations are derived for the ensemble mean and moment dynamics of uncertain systems. These results are used to extend the concept of optimal deterministic perturbation of certain systems to uncertain systems. Remarkably, the optimal perturbation problem has a simple solution: in uncertain systems there is a sure initial condition producing the greatest expected second moment perturbation growth.