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Stochastic versus Deterministic Systems of Differential
Equations Pure and Applied Mathematics 1st Edition G.
S. Ladde Digital Instant Download
Author(s): G. S. Ladde, M. Sambandham
ISBN(s): 9780824758752, 0824758757
Edition: 1
File Details: PDF, 9.29 MB
Year: 2003
Language: english
 STOCHASTIC VERSUS
DETERMINISTIC SYSTEMS
OF DIFFERENTIAL EQUATIONS

G. S. LADDE
The University of Texas at Arlington
Arlington, Texas, U.S.A.

M. SAMBANDHAM
Morehouse College
Atlanta, Georgia, U.S.A.

m
MARCEL

MARCEL DEKKER, INC. NEW YORK • BASEL

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 PURE AND APPLIED MATHEMATICS

A Program of Monographs, Textbooks, and Lecture Notes

EXECUTIVE EDITORS

Earl J. Taft Zuhair Nashed

Rutgers University University of Central Florida
New Brunswick, New Jersey Orlando, Florida

EDITORIAL BOARD

M. S. Baouendi Anil Nerode

University of California, Cornell University
San Diego
Donald Passman
Jane Cronin University of Wisconsin,
Rutgers University Madison

Jack K. Hale Fred S. Roberts

Georgia Institute of Technology Rutgers University

S. Kobayashi David L. Russell

University of California, Virginia Polytechnic Institute
Berkeley and State University

Marvin Marcus Walter Schempp

University of California, Universitdt Siegen
Santa Barbara
Mark Teply
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8. W. Boothbyand G. L. Weiss, eds., Symmetric Spaces (1972)
9. Y. Matsushima, Differentiate Manifolds (E. T. Kobayashi, trans.) (1972)
10. L. E. Ward, Jr., Topology (1972)
11. A. Babakhanian, Cohomological Methods in Group Theory (1972)
12. R. Gilmer, Multiplicative Ideal Theory (1972)
13. J. Yeh, Stochastic Processes and the Wiener Integral (1973)
14. J. Barros-Neto, Introduction to the Theory of Distributions (1973)
15. R. Larsen, Functional Analysis (1973)
16. K. Yano and S. Ishihara, Tangent and Cotangent Bundles (1973)
17. C. Procesi, Rings with Polynomial Identities (1973)
18. R. Hermann, Geometry, Physics, and Systems (1973)
19. N. R. Wallach, Harmonic Analysis on Homogeneous Spaces (1973)
20. J. Dieudonne, Introduction to the Theory of Formal Groups (1973)
21. /. Vaisman, Cohomology and Differential Forms (1973)
22. B.-Y. Chen, Geometry of Submanifolds (1973)
23. M. Marcus, Finite Dimensional Multilinear Algebra (in two parts) (1973,1975)
24. R. Larsen, Banach Algebras (1973)
25. R. O. Kujala and A. L Vitter, eds., Value Distribution Theory: Part A; Part B: Deficit
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26. K. B. Stolarsky, Algebraic Numbers and Diophantine Approximation (1974)
27. A. R. Magid, The Separable Galois Theory of Commutative Rings (1974)
28. B. R. McDonald, Finite Rings with Identity (1974)
29. J. Satake, Linear Algebra (S. Koh et al., trans.) (1975)
30. J. S. Golan, Localization of Noncommutative Rings (1975)
31. G. Klambauer, Mathematical Analysis (1975)
32. M. K. Agoston, Algebraic Topology (1976)
33. K. R. Goodeari, Ring Theory (1976)
34. L £. Mansfield, Linear Algebra with Geometric Applications (1976)
35. N. J. Pullman, Matrix Theory and Its Applications (1976)
36. B. R. McDonald, Geometric Algebra Over Local Rings (1976)
37. C. W. Groetsch, Generalized Inverses of Linear Operators (1977)
38. J. E. Kuczkowski and J. L. Gersting, Abstract Algebra (1977)
39. C. O. Christenson and W. L. Voxman, Aspects of Topology (1977)
40. M. Nagata, Field Theory (1977)
41. R. L. Long, Algebraic Number Theory (1977)
42. W. F. Pfeffer, Integrals and Measures (1977)
43. R. L. Wheeden and A. Zygmund, Measure and Integral (1977)
44. J. H. Curtiss, Introduction to Functions of a Complex Variable (1978)
45. K. Hrbacek and T. Jech, Introduction to Set Theory (1978)
46. W. S. Massey, Homology and Cohomology Theory (1978)
47. M. Marcus, Introduction to Modem Algebra (1978)
48. E. C. Young, Vector and Tensor Analysis (1978)
49. S. e. Nadler, Jr., Hyperspaces of Sets (1978)
50. S. K. Segal, Topics in Group Kings (1978)
51. A. C. M. van Rooij, Non-Archimedean Functional Analysis (1978)
52. L. Corwin and R. Szczarba, Calculus in Vector Spaces (1979)
53. C. Sadosky, Interpolation of Operators and Singular Integrals (1979)
54. J. Cronin, Differential Equations (1980)
55. C. W. Groetsch, Elements of Applicable Functional Analysis (1980)
56. /. Vaisman, Foundations of Three-Dimensional Euclidean Geometry (1980)
57. H. I. Freedan, Deterministic Mathematical Models in Population Ecology (1980)
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59. C. S. Rees et al., Theory and Applications of Fourier Analysis (1981)
60. L Nachbin, Introduction to Functional Analysis (R. M. Aron, trans.) (1981)
61. G. Orzech and M. Orzech, Plane Algebraic Curves (1981)
62. R. Johnsonbaugh and W. E. Pfaffenberger, Foundations of Mathematical Analysis
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63. W. L. Voxman and R. H. Goetschel, Advanced Calculus (1981)
64. L. J. Corwin and R. H. Szczarba, Multivariable Calculus (1982)
65. V. /. Istratescu, Introduction to Linear Operator Theory (1981)
66. R. D. Jarvinen, Finite and Infinite Dimensional Linear Spaces (1981)
67. J. K. Beem and P. E. Ehriich, Global Lorentzian Geometry (1981)
68. D. L Armacost, The Structure of Locally Compact Abelian Groups (1981)
69. J. W. Brewer and M. K. Smith, eds., Emmy Noether: A Tribute (1981)
70. K. H. Kim, Boolean Matrix Theory and Applications (1982)
71. T. W. Wieting, The Mathematical Theory of Chromatic Plane Ornaments (1982)
72. D. 6. Gautd, Differential Topology (1982)
73. R. L. Faber, Foundations of Euclidean and Non-Euclidean Geometry (1983)
74. M. Carmeli, Statistical Theory and Random Matrices (1983)
75. J. H. Carruth et al., The Theory of Topological Semigroups (1983)
76. R. L Faber, Differential Geometry and Relativity Theory (1983)
77. S. Bamett, Polynomials and Linear Control Systems (1983)
78. G. Karpilovsky, Commutative Group Algebras (1983)
79. F. Van Oystaeyen and A. Verschoren, Relative Invariants of Rings (1983)
80. /. Vaisman, A First Course in Differential Geometry (1984)
81. G. W. Swan, Applications of Optimal Control Theory in Biomedicine (1984)
82. T. Petrie and J. D. Randall, Transformation Groups on Manifolds (1984)
83. K. Goebel and S. Reich, Uniform Convexity, Hyperbolic Geometry, and Nonexpansive
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84. T. Albu and C. Nastasescu, Relative Finiteness in Module Theory (1984)
85. K. Hrbacek and T. Jech, Introduction to Set Theory: Second Edition (1984)
86. F. Van Oystaeyen and A. Verschoren, Relative Invariants of Rings (1984)
87. B. R. McDonald, Linear Algebra Over Commutative Rings (1984)
88. M. Namba, Geometry of Projective Algebraic Curves (1984)
89. G. F. Webb, Theory of Nonlinear Age-Dependent Population Dynamics (1985)
90. M. R. Bremner et al., Tables of Dominant Weight Multiplicities for Representations of
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91. A. E. Fekete, Real Linear Algebra (1985)
92. S. 6. Chae, Holomorphy and Calculus in Normed Spaces (1985)
93. A. J. Jerri, Introduction to Integral Equations with Applications (1985)
94. G. Karpilovsky, Projective Representations of Finite Groups (1985)
95. L Narici and E. Beckenstein, Topological Vector Spaces (1985)
96. J. Weeks, The Shape of Space (1985)
97. P. R. Gribik and K. O. Kortanek, Extremal Methods of Operations Research (1985)
98. J.-A. Chao and W. A. Woyczynski, eds., Probability Theory and Harmonic Analysis
(1986)
99. G. D. Crown et a/., Abstract Algebra (1986)
100. J. H. Carruth et a/., The Theory of Topological Semigroups, Volume 2 (1986)
101. R. S. Doran and V. A. Belli, Characterizations of C*-Algebras (1986)
102. M. W. Jeter, Mathematical Programming (1986)
103. M. Altman, A Unified Theory of Nonlinear Operator and Evolution Equations with
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104. A. Verschoren, Relative Invariants of Sheaves (1987)
105. R. A. Usmani, Applied Linear Algebra (1987)
106. P. Blass and J. Lang, Zariski Surfaces and Differential Equations in Characteristic p >
0(1987)
107. J. A. Reneke et al., Structured Hereditary Systems (1987)
108. H. Busemann and B. B. Phadke, Spaces with Distinguished Geodesies (1987)
109. R. Harte, Invertibility and Singularity for Bounded Linear Operators (1988)
110. G. S. Ladde et al., Oscillation Theory of Differential Equations with Deviating Argu-
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111. L. Dudkin et al., Iterative Aggregation Theory (1987)
112. T. Okubo, Differential Geometry (1987)
113. D.L Stand and M. L. Stand, Real Analysis with Point-Set Topology (1987)
114. T. C. Gard, Introduction to Stochastic Differential Equations (1988)
115. S. S. Abhyankar, Enumerative Combinatorics of Young Tableaux (1988)
116. H. Strade and R. Famsteiner, Modular Lie Algebras and Their Representations (1988)
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118. W. D. Wa/lis, Combinatorial Designs (1988)
119. W. Wieslaw, Topologicai Fields (1988)
120. G. Karpilovsky, Field Theory (1988)
121. S. Caenepeel and F. Van Oystaeyen, Brauer Groups and the Cohomology of Graded
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122. W. Kozlowski, Modular Function Spaces (1988)
123. E. Lowen-Colebunders, Function Classes of Cauchy Continuous Maps (1989)
124. M. Pavel, Fundamentals of Pattern Recognition (1989)
125. V. Lakshmikantham et al., Stability Analysis of Nonlinear Systems (1989)
126. R. Sivaramakrishnan, The Classical Theory of Arithmetic Functions (1989)
127. N. A. Watson, Parabolic Equations on an Infinite Strip (1989)
128. K. J. Hastings, Introduction to the Mathematics of Operations Research (1989)
129. B. Fine, Algebraic Theory of the Bianchi Groups (1989)
130. D. N. Dikranjan et al., Topologicai Groups (1989)
131. J. C. Morgan II, Point Set Theory (1990)
132. P. BilerandA. Witkowski, Problems in Mathematical Analysis (1990)
133. H. J. Sussmann, Nonlinear Controllability and Optimal Control (1990)
134. J.-P. Florens et al., Elements of Bayesian Statistics (1990)
135. N. Shell, Topologicai Fields and Near Valuations (1990)
136. B. F. Doolin and C. F. Martin, Introduction to Differential Geometry for Engineers
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137. S. S. Holland, Jr., Applied Analysis by the Hilbert Space Method (1990)
138. J. Okninski, Semigroup Algebras (1990)
139. K. Zhu, Operator Theory in Function Spaces (1990)
140. G. B. Price, An Introduction to Multicomplex Spaces and Functions (1991)
141. R. B. Darst, Introduction to Linear Programming (1991)
142. P. L Sachdev, Nonlinear Ordinary Differential Equations and Their Applications (1991)
143. T. Husain, Orthogonal Schauder Bases (1991)
144. J. Foran, Fundamentals of Real Analysis (1991)
145. W. C. Brown, Matrices and Vector Spaces (1991)
146. M. M. Rao and Z. D. Ren, Theory of Orticz Spaces (1991)
147. J. S. Golan and T. Head, Modules and the Structures of Rings (1991)
148. C. Small, Arithmetic of Finite Fields (1991)
149. K. Yang, Complex Algebraic Geometry (1991)
150. D. G. Hoffman et al., Coding Theory (1991)
151. M. O. Gonzalez, Classical Complex Analysis (1992)
152. M. O. Gonzalez, Complex Analysis (1992)
153. L. W. Baggett, Functional Analysis (1992)
154. M. Sniedovich, Dynamic Programming (1992)
155. R. P. Agarwal, Difference Equations and Inequalities (1992)
156. C. Brezinski, Biorthogonality and Its Applications to Numerical Analysis (1992)
157. C. Swartz, An Introduction to Functional Analysis (1992)
158. S. 8. Nadler, Jr., Continuum Theory (1992)
159. M. A. AI-Gwaiz, Theory of Distributions (1992)
160. £ Perry, Geometry: Axiomatic Developments with Problem Solving (1992)
161. E. Castillo and M. R. Ruiz-Cobo, Functional Equations and Modelling in Science and
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162. A. J. Jerri, Integral and Discrete Transforms with Applications and Error Analysis
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163. A. Chartier et al., Tensors and the Clifford Algebra (1992)
164. P. Bilerand T. Nadzieja, Problems and Examples in Differential Equations (1992)
165. E. Hansen, Global Optimization Using Interval Analysis (1992)
166. S. Guerre-Delabriere, Classical Sequences in Banach Spaces (1992)
167. Y. C. Wong, Introductory Theory of Topologicai Vector Spaces (1992)
168. S. H. Kulkami and B. V. Limaye, Real Function Algebras (1992)
169. W. C. Brown, Matrices Over Commutative Rings (1993)
170. J. Loustau and M. Dillon, Linear Geometry with Computer Graphics (1993)
171. W. V. Petryshyn, Approximation-Solvability of Nonlinear Functional and Differential
Equations (1993)
172. £ C. Young, Vector and Tensor Analysis: Second Edition (1993)
173. T. A. Bick, Elementary Boundary Value Problems (1993)
174. M. Pavel, Fundamentals of Pattern Recognition: Second Edition (1993)
175. S. A. Albeverio et al., Noncommutative Distributions (1993)
176. W. Fulks, Complex Variables (1993)
177. M. M. Rao, Conditional Measures and Applications (1993)
178. A. Janicki and A. Weron, Simulation and Chaotic Behavior of cc-Stable Stochastic
Processes (1994)
179. P. Neitiaanmaki and D. Tiba, Optimal Control of Nonlinear Parabolic Systems (1994)
180. J. Cronin, Differential Equations: Introduction and Qualitative Theory, Second Edition
(1994)
181. S. Heikkila and V. Lakshmikantham, Monotone Iterative Techniques for Discontinuous
Nonlinear Differential Equations (1994)
182. X Mao, Exponential Stability of Stochastic Differential Equations (1994)
183. 6. S. Thomson, Symmetric Properties of Real Functions (1994)
184. J. E. Rub/'o, Optimization and Nonstandard Analysis (1994)
185. J. L Bueso et a/., Compatibility, Stability, and Sheaves (1995)
186. A. N. Michel and K. Wang, Qualitative Theory of Dynamical Systems (1995)
187. M. R. Darnel, Theory of Lattice-Ordered Groups (1995)
188. Z. Naniewicz and P. D. Panagiotopoulos, Mathematical Theory of Hemivariational
Inequalities and Applications (1995)
189. L. J. Corwin and R. H. Szczarba, Calculus in Vector Spaces: Second Edition (1995)
190. L H. Erbe et a/., Oscillation Theory for Functional Differential Equations (1995)
191. S. Agaian etal., Binary Polynomial Transforms and Nonlinear Digital Filters (1995)
192. M. I. Gil', Norm Estimations for Operation-Valued Functions and Applications (1995)
193. P. A. Grillet, Semigroups: An Introduction to the Structure Theory (1995)
194. S. Kichenassamy, Nonlinear Wave Equations (1996)
195. V. F. Krotov, Global Methods in Optimal Control Theory (1996)
196. K. /. Beidaret a/., Rings with Generalized Identities (1996)
197. V. I. Amautov et a/., Introduction to the Theory of Topological Rings and Modules
(1996)
198. G. Sierksma, Linear and Integer Programming (1996)
199. R. Lasser, Introduction to Fourier Series (1996)
200. V. Sima, Algorithms for Linear-Quadratic Optimization (1996)
201. D. Redmond, Number Theory (1996)
202. J. K. Seem ef a/., Global Lorentzian Geometry: Second Edition (1996)
203. M. Fontana et a/., Prufer Domains (1997)
204. H. Tanabe, Functional Analytic Methods for Partial Differential Equations (1997)
205. C. Q. Zhang, Integer Flows and Cycle Covers of Graphs (1997)
206. E Spiegel and C. J. O'Donnell, Incidence Algebras (1997)
207. B. Jakubczyk and W. Respondek, Geometry of Feedback and Optimal Control (1998)
208. T. W. Haynes et a/., Fundamentals of Domination in Graphs (1998)
209. T. W. Haynes et a/., eds., Domination in Graphs: Advanced Topics (1998)
210. L. A. D'Alotto et a/., A Unified Signal Algebra Approach to Two-Dimensional Parallel
Digital Signal Processing (1998)
211. F. Halter-Koch, Ideal Systems (1998)
212. N. K. Govil et a/., eds., Approximation Theory (1998)
213. R. Cross, Multivalued Linear Operators (1998)
214. A. A. Martynyuk, Stability by Liapunov's Matrix Function Method with Applications
(1998)
215. A. FaviniandA. Yagi, Degenerate Differential Equations in Banach Spaces (1999)
216. A. Illanes and S. Nadler, Jr., Hyperspaces: Fundamentals and Recent Advances
(1999)
217. G. Kato and D. Struppa, Fundamentals of Algebraic Microlocal Analysis (1999)
218. G. X.-Z. Yuan, KKM Theory and Applications in Nonlinear Analysis (1999)
219. D. Motreanu and N. H. Pavel, Tangency, Flow Invariance for Differential Equations,
and Optimization Problems (1999)
220. K. Hrbacek and T. Jech, Introduction to Set Theory, Third Edition (1999)
221. G. E. Kolosov, Optimal Design of Control Systems (1999)
222. N. L. Johnson, Subplane Covered Nets (2000)
223. B. Fine and G. Rosenberger, Algebraic Generalizations of Discrete Groups (1999)
224. M. Vath, Volterra and Integral Equations of Vector Functions (2000)
225. S. S. Miller and P. T. Mocanu, Differential Subordinations (2000)
226. R U et a/., Generalized Difference Methods for Differential Equations: Numerical
Analysis of Finite Volume Methods (2000)
227. H. Li and F. Van Oystaeyen, A Primer of Algebraic Geometry (2000)
228. R. P. Agarwal, Difference Equations and Inequalities: Theory, Methods, and Applica-
tions, Second Edition (2000)
229. A. B. Kharazishvili, Strange Functions in Real Analysis (2000)
230. J. M. Appell et a/., Partial Integral Operators and Integra-Differential Equations (2000)
231. A. I. Prilepko et a/., Methods for Solving Inverse Problems in Mathematical Physics
(2000)
232. F. Van Oystaeyen, Algebraic Geometry for Associative Algebras (2000)
233. D. L Jagerman, Difference Equations with Applications to Queues (2000)
234. D. R. Hankerson et a/.. Coding Theory and Cryptography: The Essentials, Second
Edition, Revised and Expanded (2000)
235. S. Dascalescu et a/., Hopf Algebras: An Introduction (2001)
236. R. Hagen et a/., C*-Algebras and Numerical Analysis (2001)
237. Y. Talpaert, Differential Geometry: With Applications to Mechanics and Physics (2001)
238. R. H. Villa/real, Monomial Algebras (2001)
239. A. N. Michel et a/., Qualitative Theory of Dynamical Systems: Second Edition (2001)
240. A. A. Samarskii, The Theory of Difference Schemes (2001)
241. J. Knopfmacher and W.-B. Zhang, Number Theory Arising from Finite Fields (2001)
242. S. Leader, The Kurzweil-Henstock Integral and Its Differentials (2001)
243. M. Biliotti et a/.. Foundations of Translation Planes (2001)
244. A. N. Kochubei, Pseudo-Differential Equations and Stochastics over Non-Archimedean
Fields (2001)
245. G. Sierksma, Linear and Integer Programming: Second Edition (2002)
246. A. A. Martynyuk, Qualitative Methods in Nonlinear Dynamics: Novel Approaches to
Liapunov's Matrix Functions (2002)
247. 8. G. Pachpatte, Inequalities for Finite Difference Equations (2002)
248. A. N. Michel and D. Liu, Qualitative Analysis and Synthesis of Recurrent Neural Net-
works (2002)
249. J. R. Weeks, The Shape of Space: Second Edition (2002)
250. M. M. Rao and Z. D. Ren, Applications of Orlicz Spaces (2002)
251. V. Lakshmikantham and D. Trigiante, Theory of Difference Equations: Numerical
Methods and Applications, Second Edition (2002)
252. T. Albu, Cogalois Theory (2003)
253. A. Bezdek, Discrete Geometry (2003)
254. M. J. Corless and A. E. Frazho, Linear Systems and Control: An Operator Per-
spective (2003)
255. /. Graham and G. Kohr, Geometric Function Theory in One and Higher Dimensions
(2003)
256. G. V. Demidenko and S. V. Uspenskii, Partial Differential Equations and Systems Not
Solvable with Respect to the Highest-Order Derivative (2003)
257. A. Kelarev, Graph Algebras and Automata (2003)
258. A. H. Siddiqi, Applied Functional Analysis (2004)
259. F. W. Steutel and K. van Ham, Infinite Divisibility of Probability Distributions on the
Real Line (2004)
260. G. S. Ladde and M. Sambandham, Stochastic Versus Deterministic Systems of Dif-
ferential Equations (2004)
261. 8. J. Gardner and R. Wiegandt, Radical Theory of Rings (2004)
262. J. Haluska, The Mathematical Theory of Tone Systems (2004)

Additional Volumes in Preparation

E. Hansen and G. W. Walster, Global Optimization Using Interval Analysis: Second

Edition, Revised and Expanded (2004)
 PREFACE
The classical random flow and Newtonian mechanics approaches
are the most extensively studied stochastic modeling methods for dy-
namic processes in biological, engineering, physical and social sciences.
Both of these approaches lead to differential equations.
In the classical stochastic modeling approach, the state of a dy-
namic process is considered to be a random flow or process satisfy-
ing a certain probabilistic law such as Markov or diffusion. From
these types of probabilistic assumptions, one then needs to deter-
mine the state transition probability distribution and density func-
tions (STPDF). The determination of the unknown STPDF leads to
the study of deterministic problems in the theory of ordinary, par-
tial or integro-differential equations. These types of equations are
referred to as master equations in the literature. The solution pro-
cesses of such systems of differential equations are used to find the
higher moments and other statistical properties of dynamic processes
described by random flows.
On the other hand, the classical Newtonian mechanics type of
stochastic modeling approach deals with a stochastic calculus to for-
mulate stochastic mathematical models of dynamic processes. This
approach leads directly to a system of stochastic differential equations,
and its solution processes provide the description of the states of the
dynamic processes as stochastic or random processes. This method
of stochastic modeling generates three basic problems:
(i) Concepts of solution processes depending on modes of conver-
gence and the fundamental properties of solutions: existence,
uniqueness, measurability, continuous dependence on system pa-
rameters.

iii
iv Preface

(ii) Probabilistic and statistical properties of solution process: prob-

ability distribution and density function, variance, and moments
of solution processes and the qualitative/quantitative behavior of
solutions.
(iii) Deterministic versus stochastic modeling of dynamic processes:
If the deterministic mathematical model is available, then why
do we need a stochastic mathematical model? If a stochastic
mathematical model provides a better description of a dynamic
process than the deterministic model, then the second question
is to what extent the stochastic mathematical model differs from
the corresponding deterministic model in the absence of random
disturbances or fluctuations and uncertainties.
Most of the work on the theory of systems of stochastic differen-
tial equations is centered around problems (i) and (ii). This is because
the theory of deterministic systems of differential equations provides
many mathematical tools and ideas. It is problem (iii) that deserves
more attention. Since 1970, some serious efforts have been made to
address this issue in the context of stochastic modeling of dynamic
processes by means of systems of stochastic differential equations. In
the light of this interest, now is an appropriate time to present an
account of stochastic versus deterministic issues in a systematic and
unified way.
Two of the most powerful methods for studying systems of non-
linear differential equations are nonlinear variation of parameters and
Lyapunov's second method. About a quarter century ago a hybrid of
these two methods evolved. This hybrid method is called variational
comparison method. In addition, a generalized variation of constants
method has also developed in the same period of time. These new
Preface v

techniques are very suitable and effective tools to investigate problems

concerning stochastic systems of differential equations, in particular,
stochastic versus deterministic issues.
This book offers a systematic and unified treatment for systems
of stochastic differential equations in the framework of three meth-
ods: a) variational comparison method, b) generalized variation of
constants method, and c) probability distribution method. The book
is divided into five chapters. The first chapter deals with random
algebraic polynomials. Chapter 2 is devoted to the initial value prob-
lem (IVP) for ordinary differential systems with random parameters.
Stochastic boundary value problems (SBVP) with random parameters
are treated in Chapter 3. Chapters 4 and 5 cover IVP and SBVP for
systems of stochastic differential equations of ltd type, respectively.
A few important features of the monograph are as follows:
(i) This is the first book that offers a systematic study of the well-
known problem of stochastic mathematical modeling in the con-
text of systems of stochastic differential equations, namely, "stochas-
tic versus deterministic;"
(ii) It complements the existing books in stochastic differential equa-
tions;
(iii) It provides a unified treatment of stability, relative stability and
error estimate analysis;
(iv) It exhibits the role of randomness as well as rate functions in
explicit form;
(v) It provides several illustrative analytic examples to demonstrate
the scope of methods in stochastic analysis;
(vi) The methods developed in the book are applied to the exist-
ing stochastic mathematical models described by stochastic dif-
 vi Preface

ferential equations in population dynamics, hydrodynamics, and

physics;
(vii) Last but not least, it provides several numerical examples and
figures to illustrate and compare the analytic techniques that are
outlined in the book.
The monograph can be used as a textbook for graduate students.
It can also be used as a reference book for both experimental and
applied scientists working in the mathematical modeling of dynamic
processes.

G. S. Ladde
M. Sambandham
 CONTENTS
Preface iii
Notation and Abbreviations xi
Chapter 1: Random Polynomials
1.0 Introduction 1
1.1 Upper Bound for Mean Deviation 1
1.2 Error Estimates 4
1.3 Eigenvalues of Random Matrices 10
1.4 Stability of Random Matrices 21
1.5 Applications 24
a) Economic Analysis of Capital and Investment 25
b) Free Damped Motion of Spring 26
1.6 Numerical Examples 27
1.7 Notes and Comments 35

Chapter 2: Ordinary Differential Systems with

Random Parameters
2.0 Introduction 37
2.1 Variation of Constants Method 38
2.2 Comparison Method 45
2.3 Probability Distribution Method 58
2.4 Stability Analysis 66
2.5 Error Estimates 83
2.6 Relative Stability 100
2.7 Applications to Population Dynamics 110
2.8 Numerical Examples 122
2.9 Notes and Comments 129

Vll
 viii Contents

Chapter 3: Boundary Value Problems with

Random Parameters
3.0 Introduction 131
3.1 Green's Function Method 132
3.2 Comparison Method 139
3.3 Probability Distribution Method 150
3.4 Solvability and Uniqueness Analysis 165
3.5 Stability Analysis 169
3.6 Error Estimates 174
3.7 Relative Stability 180
3.8 Applications to Physical Systems 184
a) Slider and Rigid Roller Bearing Problems 184
b) The Hanging Cable Problem 208
3.9 Numerical Examples 213
3.10 Notes and Comments 217

Chapter 4: Ito-Type Stochastic Differential Systems

4.0 Introduction 219
4.1 Variation of Constants Method 220
4.2 Comparison Method 227
4.3 Probability Distribution Method 234
4.4 Stability Analysis 238
4.5 Error Estimates 245
4.6 Relative Stability 252
4.7 Applications to Population Dynamics 255
4.8 Numerical Examples 262
4.9 Notes and Comments 266
Contents ix

Chapter 5: Boundary Value Problems of Ito-Type

5.0 Introduction 267
5.1 Green's Function Method 267
5.2 Stability Analysis 277
5.3 Error Estimates 280
5.4 Relative Stability 285
5.5 Notes and Comments 287
APPENDIX
A.O Introduction 289
A.I Convergence of Random Sequences 289
A.2 Initial Value Problems 291
A.3 Boundary Value Problems 298

References 301
Index 313
 NOTATION AND ABBREVIATIONS
For the convenience of readers we list below the various notations
and abbreviations employed in the monograph.
Vectors (column vectors) of dimension n are basically treated as
n x 1 matrices. All relations such as equations, inequalities, belonging
to, and limits involving random variables or functions are valid with
probability one. Sometimes the symbols x(i) and x(t,ui) are used
interchangeably as a random function.
Rn As n-dimensional Euclidean space with a
convenient norm || • ||
|| • || The norm of a vector or matrix
R The set of all deterministic real numbers or a real
line
R+ The set of alH e R such that t > 0
I An arbitrary index set, in particular, a finite,
countable set, or any interval in R
1(1, n) {1,2,..., n}, that is, the set of first n positive
integers
J [to, to + a], where t0 € R and a is a positive real
number
B(z, p) The set of all x 6 Rn such that ||x — z\\ < p for
given z 6 Rn and positive real number p
~B(z, p) The closure of B(z, p)
B(p) The set B(z, p) with z = 0 <E Rn
Tn TheCT-algebraof Borel sets in Rn
B The cr-algebra of Borel sets in a metric space (X, d),
where d is a metric induced by the norm || • || and X
is a separable Banach space

xi
 xii Notation and Abbreviations

(ft,.F, P) =$1 A complete probability space, where ft is a sample

space, F is a cr-algebra of ft, and P is a probability
measure defined on f
ft A sub-cr-algebra of T for t 6 R+
jCt The smallest sub-cr-algebra of F generated by a
/c-dimensional normalized Wiener process
z ( t ) for t e R+
n
R[£l, R ] The collection of all random vectors defined on
complete probability space (fi,.F, P) into Rn
R[$l,Rnm\ = [ft, M.nxm} A collection of all n x m random matrices
A(u>) = (ai:,-(w)) such that a^ 6 P[ft, R]
/ \ i/p / \ i/p
blip bll P = (sOlzMIH) = (/n !|x( W )fP(^)j
for p > I
p
C The collection of all n-dimensional random vectors
x such that £'[||x(w)||p] < oo for p > 1
L p [fi, Rn] A collection of all equivalence classes of
n-dimensional random vectors such that an
element of an equivalence class belongs to Cp
R[[a,b],R[tt,Rn}} = R[[a, b] x fi, Rn] A collection of all ^"-valued
separable random functions defined on [a, b] with
a state space (/? n ,^ rn ), a, 6 6 R
M[[a,b},R[£l,Rn}} = M[[a,b] x ft, Rn] A collection of all random
functions in R[[a, b], R[£l,Rn]} which are product-
measurable on ([a, b] x ft, JF1 x JF, m x P), where
(il,^7, P) = ft and ([a, 6], Fl,m) are complete
probability and Lebesgue-measurable spaces, re-
spectively
M[R+ x .R™, fl[ft, /?"]] = M[,R+ x Rn x ft, /?"] A class of ^"-valued
Notation and Abbreviations xiii

random functions F(t,x,w) such that F(t,x(t,u>),

u>) is product measurable whenever x(t,u>) prod-
uct is measurable
M[[0, l]xRnx Rn,R[£l, Rn}} EE M[[0,1] x Rn x Rn x O, fln] A class
of /^'-valued random functions F(t, x, y, u>) such
that F(t,x(t,aj),y(t,w),(j(j) is product measurable
whenever x ( t , t j ) and y(t,u) are product measur-
ables
C[.D, /?"] The class of all deterministic continuous functions
denned on an open (t,x) subset D of Rn+l into
Rn
C[R+ x Rn,Rm] The class of all deterministic continuous functions
defined on R+ x Rn into Rm
C[[0,1} x Rn x Rn, Rm] The collection of all deterministic continuous
functions [0,1] x Rn x Rn into Rm
C[[a,b],R[ft,Rn}} EE C[R+ x Rn,R[fl,Rn]] A collection of all sample
n
continuous ^? -valued random functions x(t,u>)
C[R+ x R , R[fl, R }} = C[R+ xRnxfl, Rn] A class of sample continu-
n n

ous ^"-valued random functions F(t, x, w) defined

on R+ x Rn x SI into Rn
C[[0,1] x Rn x Rn, R[tl, Rn}} = C[[0,1} x Rn x Rn x f l , Kn] A class
of sample continuous _R"-valued random functions
F(t,x,y,ui) defined on [0,1] x Rn x Rn x fi into
/?"
T
^4 The transpose of a vector or matrix A
l
A~ The inverse of a square matrix A
tr(A) The trace of a square matrix A
det(A) The determinant of a square matrix A
xiv Notation and Abbreviations

)) The logarithmic norm of a random square matrix A(u>)

a(A(w)) The spectrum of a random square matrix A(u)
a.e. Almost everywhere or except a set of measure zero
a.s. Almost surely or almost certainly
i.p. In probability or stochastically
m.s. Mean square or quadratic mean
p.m. pth mean or moment
w.p. 1 With probability one
DIVP Deterministic Initial Value Problem
SIVP Stochastic Initial Value Problem
RIVP Random Initial Value Problem
DBVP Deterministic Boundary Value Problem
SBVP Stochastic Boundary Value Problem
I A = XA A characteristic or indicator function with
respect to an event A
1C The class of functions b G C[[0, p ) , R+] such that
b(0) — 0 and b(r) is strictly increasing in r, where
0 < p < oo
VK, The class of functions b G C[[0, p), R+] such that
6(0) = 0 and b(r) is convex and strictly increasing
in r, where 0 < p < oo
CK, The class of functions a 6 C[R+ x [0,p),R] such
that a(£, 0) = 0 and a(t, r) is concave and strictly
increasing in r for each t C R+, where 0 < p < oo
£ The class of functions a € C[[0, oo), R+] such that
a(0) = 0 and a(r) —> 0 as r —> oo
E[x] The expected value of a random variable x
Var[x] The variance of a random variable x
Notation and Abbreviations xv

Vx(t,x) = ^r ( t , x ) An m x n Jacobial matrix of V(t,x), where

V 6 C[R+ x Rn,Rm], Vx exists
Vxx(t,x) = ^3- (t,x) An n x n Hessian matrix of V(t,x) of
V e C[R+ x Rn, Rm] whose elements gf^- (t, x)
are m-dimensional vectors
||x(w)||o max j|x(t,o;)||, for x G L°°[[0,1], /2[f2, -R"]] t € J
Another Random Scribd Document
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p. 97), which are more primitive in this respect than those of the
Cycads.

The roots of Lyginodendron, when young, were like those of [117

the Marattiaceous ferns, their five-rayed mass of wood being
characteristic of that family, and different from the type of root found
in most other ferns (cf. fig. 78B with fig. 35 on p. 60). Unlike fern
roots of any kind, however, they have well-developed zones of
secondary wood, in which they approach the Gymnospermic roots
(see fig. 78B, s).

Fig. 78B.—Transverse Section of Root of Lyginodendron

w, Five-rayed mass of primary wood; s, zone of secondary wood; c,

cortical and other soft tissues.
A further mixture of characters is seen in the vascular bundles of the
petioles. A double strand, like that in the lower Gymnosperms, goes
off to the leaf base from the main axis, but in the petiole itself the
bundle is like a normal fern stele, and shows no characters in
transverse section which would separate it from the ferns. Such a
petiole is illustrated in fig. 79, with its V-shaped fernlike stele. On the
petioles and stems were certain rough, spiny structures of the nature
of complex hairs. In some cases they are glandular, as is seen [118
in g in fig. 79, and as they seem to be unique in their
appearance they have been of great service in the identification of the
various isolated organs of the plant.

As is seen from fig. 77, the leaves were quite fern-like, but in
structural specimens they have been found with the characteristic
glandular hairs of the plant.

The seeds were so long known under the name of Lagenostoma that
they are still called by it, though they have been identified as
belonging to Lyginodendron. They were small (about ¼ in. in
maximum length) when compared with those of most other plants of
the group, or of the Cycads, with which they show considerable
affinity. They are too complex to describe fully, and have been
mentioned already (see p. 76), so that they will not be described in
much detail here. The diagrammatic figure (fig. 56) shows the
essential characters of their longitudinal section, and their transverse
section, as illustrated in fig. 80, shows the complex and elaborate
mechanism of the apex.
 Fig. 79.—Transverse Section through Petiole of Lyginodendron

v, Fern-like stele; c, cortex; g, glandular hairlike protuberances.

Round the “seed” was a sheath, something like the husk round a
hazel nut, which appears to have had the function of a protective
organ, though what its real morphological nature may have been is as
yet an unsolved problem. On the sheath were glandular hairs [119
like those found on the petiole and leaves, which were, indeed,
the first clues that led to the discovery of the connection between the
seed and the plant Lyginodendron.
The pollen grains seem to have been produced in sacs very like fern
sporangia developed on normal foliage leaves, each grain entered the
cavity pc in the seed (see fig. 56), but of the nature of the male cell
we are ignorant. In none of the fossils has any embryo been found in
the “seeds”, so that presumably they ripened, or at least matured
their tissues, before fertilization.

These, in a few words, are the essentials of the structures of

Lyginodendron. But this plant is only one of a group, and at least two
other of the Pteridosperms deserve notice, viz. Medullosa, which is
more complex, and Heterangium, which is simpler than the central
type.

Fig. 80.—Diagram of Transverse Section of Lagenostoma Seed near the

Apex, showing the nine flutings f of the coat c; v, the vascular strand in
each; nc, cone of nucellar tissue standing up in the fluted apex of the
 nucellus n; pc, the pollen chamber with a few pollen grains; s, space
between nucellus and coat. Compare with diagram 56.

Heterangium is found also in rocks rather older than the coal series of
England, though of Carboniferous age, viz. in the Calciferous
sandstone series of Scotland, it occurs also in the ordinary Coal
Measure nodules. It is in several respects more primitive than
Lyginodendron, and in particular in the structure of its stele comes
nearer to that of ferns. The stele is, in fact, a solid mass of primary
wood and wood parenchyma, corresponding in some degree to the
protostele of a simple type (see p. 61, fig. 36), but it has towards the
outside groups of protoxylem surrounded by wood in both centripetal
and centrifugal directions, which are just like the primary [120
bundles in Lyginodendron. Outside the primary mass of wood is
a zone of secondary wood, but the quantity is not large in proportion
to it (see fig. 81), as is common in Lyginodendron.

Though the primary mass is so fernlike in appearance the larger

tracheids show series of bordered pits, as do most of the tracheids of
the Pteridosperms, in which they show a Gymnosperm-like character.
 Fig. 81.—Heterangium

A, Half of the stele of a stem, showing the central mass of wood S mixed
with parenchyma p. The protoxylem groups p. x. lie towards the outside of
the stele. Surrounding it is the narrow zone of small-celled secondary
wood W. B, A few of the wood cells in longitudinal view: p. x., Protoxylem;
p, parenchyma. S, Large vessels with rows of bordered pits.

The foliage of Heterangium was fernlike, with much-divided leaves

similar to those of Lyginodendron. We have reason to suspect, though
actual proof is wanting as yet, that small Gymnosperm-like seeds
were borne directly on these leaves.

Medullosa has been mentioned already (see p. 72) because of the

interesting and unusually complex type of its vascular anatomy. Each
individual stele of the group of three in the stem, however, is
essentially similar to the stele of a Heterangium.
Though the whole arrangement appears to differ so widely [121
from other stems in the plant world, careful comparison with
young stages of recent Cycads has indicated a possible remote
connection with that group, while in the primary arrangements of the
protosteles a likeness may be traced to the ferns. The roots, even in
their primary tissues, were like those of Gymnosperms, but the
foliage with its compound leaves was quite fern-like externally. A
small part of a leaf is shown in fig. 83, and is clearly like a fern in
superficial appearance. The leaves were large, and the leaf bases
strong and well supplied with very numerous branching vascular
bundles.

Fig. 82.—Steles of Medullosa in Cross Section of the Stem

A, Primary solid wood; S, surrounding secondary wood.

Fig. 83.—Part of a Leaf of Medullosa, known as Alethopteris, for long
supposed to be a Fern
The connection between this plant and certain large three-ribbed
seeds known as Trigonocarpus is strongly suspected, though actual
continuity is not yet established in any of the specimens hitherto
discovered. These seeds have been mentioned before (p. 76 and p.
82). They were larger than the other fossil seeds which we [122
have mentioned, and, with their fleshy coat, were similar in
general organization to the Cycads, though the fact that the seed coat
stood free from the inner tissues right down to the base seems to
mark them as being more primitive (cf. fig. 55, p. 76).

Of impressions of the Pteridosperms the most striking is, perhaps, the

foliage known as Neuropteris (see fig. 6, p. 13), to which the large
seeds are found actually attached (cf. fig. 85).

Fig. 84.—Diagrammatic Section of a Transverse Section of a Seed of

Trigonocarpus
S, Stone of coat with three main ridges and six minor ones. F, Flesh of
coat: i f, inner flesh; n, nucellus, crushed and free from coat; s, spore wall.
 Fig. 85.—Fragment of Foliage of Neuropteris with Seed attached, showing
the manner in which the seeds grew on the normal foliage leaves in the
Pteridosperms

Ever-increasing numbers of the “ferns” are being recognized as

belonging to the Pteridosperms, but Heterangium, Lyginodendron,
and Medullosa form the three principal genera, and are in themselves
a series indicating the connection between the fernlike and Cycadean
characters.

Before the fructifications were suspected of being seeds the anatomy

of these plants was known, and their nature was partly [123
recognized from it alone, though at that time they were
supposed to have only fernlike spores.

The very numerous impressions of their fernlike foliage from the

Palæozoic rocks indicate that the plants which bore such leaves must
have existed at that time in great quantity. They must have been, in
fact, one of the dominant types of the vegetation of the period. The
recent discovery that so large a proportion of them were not ferns,
but were seed-bearing plants, alters the long-established belief that
the ferns reached their high-water mark of prosperity in the Coal
Measure period. Indeed, the fossils of this age which remain
undoubtedly true ferns are far from numerous. It is the seed-bearing
Pteridosperms which had their day in Palæozoic times. Whether they
led directly on to the Cycads is as yet uncertain, the probability being
rather that they and the Cycads sprang from a common stock which
had in some measure the tendencies of both groups.

That the Pteridosperms in themselves combined many of the most

important features of both Ferns and Gymnosperms is illustrated in
the account of them given above, which may be summarized as
follows:—

Salient Characters of the Pteridosperms

G=Gymnospermic F=Fernlike
 F Primary structure of root.
G Secondary thickening of root.
F In Heterangium and Medullosa the
F solid centripetal primary wood of stele.
G Pits on tracheæ of primary wood.
G Secondary thickening of stem.
G Double leaf trace.
F Fernlike stele in petiole.
F Fernlike leaves.
F Sporangia pollen-sac-like.
F Reproductive organs borne directly on ordinary foliage leaves.
G General organization of the seed.

Thus it can be seen at a glance, without entering into minutiæ, [124

that the characters are divided between the two groups with
approximate equality. The connection with Ferns is clear, and the
connection with Gymnosperms is clear. The point which is not yet
determined, and about which discussion will probably long rage, is
the position of this group in the whole scheme of the plant world. Do
they stand as a connecting link between the ferns on one hand and
the whole train of higher plants on the other, or do they lead so far as
the Cycads and there stop?
 CHAPTER XIII
PAST HISTORIES OF PLANT FAMILIES
VI. The Ferns

Unfortunately the records in the rocks do not go back so far as to

touch what must have been the most interesting period in the history
of the ferns, namely, the point where they diverged from some simple
ancestral type, or at least were sufficiently primitive to give
indications of their origin from some lower group.

Before the Devonian period all plant impressions are of little value,
and by that early pre-Carboniferous time there are preserved complex
leaves, which are to all appearance highly organized ferns.

To-day the dominant family in this group is the Polypodiaceæ. It

includes nearly all our British ferns, and the majority of species for
the whole world. This family does not appear to be very old, however,
and it cannot be recognized with certainty beyond Mesozoic times.

From the later Mesozoic we have only material in the form of

impressions, from which it is impossible to draw accurate [125
conclusions unless the specimens have sporangia attached to
them, and this is not often the case. The cuticle of the epidermis or
the spores can sometimes be studied under the microscope after
special treatment, but on the whole we have very little information
about the later Mesozoic ferns.

A couple of specimens from the older Mesozoic have been recently

described, with well-preserved structure, and they belong to the
family of the Osmundas (the so-called “flowering ferns”, because of
the appearance of special leaves on which all the sporangia are
crowded), and show in the anatomical characters of their stems
indications that they may be related to an old group, the
Botryopterideæ, in which are the most important of the Palæozoic
ferns.

In the Palæozoic rocks there are numerous impressions as well as

fern petrifactions, but in the majority of cases the connection
between the two is not yet established. There were two main series
of ferns, which may be classed as belonging to

I. Marattiaceæ.
II. Botryopterideæ.

Of these the former has still living representatives, though the group
is small and unimportant compared with what it once was; the latter
is entirely extinct, and is chiefly developed in the Carboniferous and
succeeding Permian periods.

The latter group is also the more interesting, for its members show
great variety, and series may be made of them which seem to
indicate the course taken in the advance towards the Pteridosperm
type. For this reason the group will be considered first, while the
structure of the Pteridosperms is still fresh in our minds.

The Botryopterideæ formed an extensive and elaborate family, with

its numerous members of different degrees of complexity. [126
There is, unfortunately, but little known as to their external
appearance, and almost no definite information about their foliage.
They are principally known by the anatomy of their stems and
petioles. Some of them had upright trunks like small tree ferns (living
tree ferns belong to quite a different family, however), others appear
to have had underground stems, and many were slender climbers.

Fig. 86.—Stele of Asterochlaena, showing its deeply lobed nature

In their anatomy all the members of the family have monostelic

structure (see p. 62). This is noteworthy, for at the present time
though a number of genera are monostelic, no family whose
members reach any considerable size or steady growth is exclusively
monostelic. In the shape of the single stele, there is much variety in
the different genera, some having it so deeply lobed that only a
careful examination enables one to recognize its essentially
monostelic nature. In fig. 86 a radiating star-shaped type is
illustrated. Between this elaborate type of protostele in Asterochlaena,
and the simple solid circular mass seen in Botryopteris itself (fig. 88)
are all possible gradations of structure.
 Fig. 87.—The Stele of a Botryopteridean Stem, showing soft tissue in the
centre of the solid wood of the protostele. (Microphoto.)

In several of the genera the centre of the wood is not entirely solid,
but has cells of soft tissue, an incipient pith, mixed with scattered
tracheids, as in fig. 87.

In most of the genera numerous petioles are given off from the main
axis, and these are often of a large size compared with it, and may
sometimes be thicker than the axis itself. Together with the [127
petiole usually come off adventitious roots, as is seen in fig. 88,
which shows the main axis of a Botryopteris. The petioles of the
group show much variety in their structure, and some are extremely
complex. A few of the shapes assumed by the steles of the petioles
are seen in fig. 89; they are not divided into separate bundles in any
of the known forms, as are many of the petiole steles of other
families.
Fig. 88.—Main Axis of Botryopteris with simple solid Protostele x. A petiole
about to detach itself p and the strand going out to an adventitious root r
are also seen. (Micro-photograph.)

Fig. 89.—Diagrams showing the Shapes of the Steles in some of the

Petioles of different Genera of Botryopterideæ

A, Zygopteris; B, Botryopteris; C, Tubicaulis; D, Asterochlaena.

In one genus of the family secondary wood has been observed. This
is highly suggestive of the condition of the stele in Heterangium,
where the large mass of the primary wood is surrounded by a
relatively small quantity of secondary thickening, developed in normal
radial rows from a cambium.

Another noteworthy point in the wood of these plants is the

thickening of the walls of the wood cells. Many of them have several
rows of bordered pits, and are, individually, practically
indistinguishable from those of the Pteridosperms, cf. fig. 81 [128
and fig. 90. These are unlike the characteristic wood cells of
modern ferns and of the other family of Palæozoic ferns.

The foliage of most members of the family is unknown, or at least, of

the many impressions which possibly belong to the different genera,
the most part have not yet been connected with their corresponding
structural material. There are indications, however, that the leaves
were large and complexly divided.

The fructifications were presumably fern sporangia of normal but

rather massive type. Of most genera they are not known, though in a
few they have been found in connection with recognizable parts of
their tissue. The best known of the sporangia are large, in comparison
with living sporangia (actually about 2.5 millimetres long), oval sacs
clustered together on little pedicels. The spores within them seem in
no way essentially different from normal fern spores.

The coexistence of the Botryopterideæ and Pteridosperms, and the

several points in the structure of the former which seem to lead up to
the characters of the latter group, are significant. The
Botryopterideæ, even were they an entirely isolated group, would be
interesting from the variety of structures and the variations of the
monostele in their anatomy; and the prominent place they held in the
Palæozoic flora, as the greatest family of ferns of that period, gives
them an important position in fossil botany.
Fig. 90.—Tracheæ of Wood of Botryopteridean Fern in Longitudinal Section,
showing the rows of pits on the walls. (Microphoto.)
The other family of importance in Palæozoic times, the [129
Marattiaceæ, has descendants living at the present day, though
the family is now represented by a small number of species belonging
to but five genera which are confined to the tropics. Perhaps the best
known of these is the giant “Elephant Fern”, which sends up from its
underground stock huge complex fronds ten or a dozen feet high.
Other species are of the more usual size and appearance of ferns,
while some have sturdy trunks above-ground supporting a crown of
leaves. The members of this family have a very complex anatomy,
with several series of steles of large size and irregular shape. Their
fructifications are characteristic, the sporangia being placed in groups
of about five to a dozen, and fused together instead of ripening as
separate sacs as in the other fern families.

Impressions of leaves with this type of sorus (group of fern

sporangia) are found in the Mesozoic rocks, and these bridge over the
interval between the living members of the family and those which
lived in Palæozoic times.

In the Coal Measure and Permian periods these plants flourished

greatly, and there are remains of very numerous species from that
time. The family was much more extensive then than it is now, and
the individual members also seem to have reached much greater
dimensions, for many of them had the habit of large tree ferns with
massive trunks. Up till Triassic times half of the ferns appear to have
belonged to this family; since then, however, they seem to have
dwindled gradually down to the few genera now existing.

On the Continent fossils of this type with well-preserved structure

have long been known to the general public, as their anatomy gave
the stones a very beautiful appearance when polished, so that they
were used for decorative purposes by lapidaries before their scientific
interest was recognized.

The members of the Palæozoic Marattiaceæ which have structure

preserved generally go by the generic name Psaronius, in which [130
there is a great number of species. They show considerable
uniformity in their essential structure (in which they differ noticeably
from the group of ferns just described), so that but one type will be
considered.

In external appearance they probably resembled the “tree ferns” of

the present day (though these belong to an entirely different family),
with massive stumps, some of which reached a height of 60 ft. The
large spreading leaves were arranged in various ways on the stem,
some in a double row along it, as is seen by the impressions of the
leaf scars, and others in complex spirals. On the leaves were the
spore sacs, which were in groups, some completely fused like those
of the modern members of the family, and others with independent
sporangia massed in well-defined groups. In their microscopic
structure also they appear to have been closely similar to those of the
living Marattiaceæ.

The transverse section of a stem shows the most characteristic and

best-known view of the plant. This is shown in fig. 91, in somewhat
diagrammatic form.

The mass of rootlets which entirely permeate and surround the outer
tissues of the stem is a very striking and characteristic feature of all
the species of Psaronius. Though such a mass of roots is not found in
the living species, yet the microscopic structure of an individual fossil
root is almost identical with that of a living Marattia.

Though these plants were so successful and so important in

Palæozoic times, the group even then seems to have possessed little
variety and little potentiality for advance in new directions. They stand
apart from the other fossils, and the few forms which now compose
the living Marattiaceæ are isolated from the present successful types
of modern ferns. From the Psaronieæ we can trace no development
towards a modern series of plants, no connection with another
important group in the past. They appear to have culminated in the
later Palæozoic and to have slowly dwindled ever since. It has been
suggested that the male fructifications of the Bennettiteæ and [131
the Pteridosperms show some likeness to the Marattiaceæ, but
there does not seem much to support any view of phylogenetic
connection between them.
 Fig. 91.—Transverse Section of Stem of Psaronius

v, Numerous irregularly-shaped steles; s, irregular patches of

sclerenchyma; l, leaf trace going out as a horseshoe-shaped stele; c, zone
of cortex with numerous adventitious roots r running through it; sc,
sclerized cortical zone of roots; w, vascular strand of roots.

Before leaving the palæozoic ferns, mention should be made of the

very numerous leaf impressions which seem to show true fern
characters, though they have not been connected with material
showing their internal structure. Among them it is rare to get
impressions with the sori or sporangia, but such are known and are in
themselves enough to prove the contention that true ferns existed in
the Palæozoic epoch. For it might be mentioned as a scientific
curiosity, that after the discovery that so many of the leaf impressions
which had always been supposed to be ferns, really belonged to the
seed-bearing Pteridosperms, there was a period of panic [132
among some botanists, who brought forward the startling idea that
there were no ferns at all in the Palæozoic periods, and that modern
ferns were degenerated seed-bearing plants!
Fig. 92.—Impression of Palæozoic Fern, showing sori on the pinnules.
(Photo.)
These two big groups from the Palæozoic include practically all the
ferns that then flourished. They have been spoken of (together with a
few other types of which little is known) as the Primofilices, a name
which emphasizes their primitive characters. As can be seen by the
complex organization of the genera, however, they themselves had
advanced far beyond their really primitive ancestors. There is clear
indication that the Botryopterideæ were in a period of change, what
might almost be termed a condition of flux, and that from their
central types various families separated and specialized. Behind the
Botryopterideæ, however, we have no specimens to show us the
connection between them and the simpler groups from which they
must have sprung. From a detailed comparative study of plant
anatomy we can deduce some of the essential characters of such
ancestral plants, but here the realm of fossil botany ceases, to give
place to theoretical speculation. As a fact, there is a deep abyss
between the ferns and the other families of the Pteridophytes, [133
which is not yet bridged firmly enough for any but specialists,
used to the hazardous footing on such structures, to attempt to cross
it. Until the buttresses and pillars of the bridge are built of the strong
stone of fossil structures we must beware of setting out on what
would prove a perilous journey.

In the Coal Measures and previous periods we see the ferns already
represented by two large families, differing greatly from each other,
and from the main families of modern ferns which sprung at a later
date from some stock which we have not yet recognized. But though
their past is so obscure, the palæozoic ferns and their allies throw a
brilliant light on the course of evolution of the higher groups of
plants, and the gulf between ferns and seed-bearing types may be
said to be securely bridged by the Botryopterideæ and the
Pteridosperms.
 CHAPTER XIV
PAST HISTORIES OF PLANT FAMILIES
VII. The Lycopods

The present-day members of this family are not at all impressive, and
in their lowliness may well be overlooked by one who is not interested
in unpretending plants. The fresh green mosslike Selaginella grown by
florists as ornamental borders in greenhouses and the creeping “club
moss” twining among the heather on a Highland moor are probably
the best known of the living representatives of the Lycopods. In the
past the group held a very different position, and in the distant era of
the Coal Measures it held a dominant one. Many of the giants of the
forest belonged to the family (see frontispiece), and the number of
species it contained was very great.

Let us turn at once to this halcyon period of the group. The [134
history of the times intervening between it and the present is
but the tale of the dying out of the large species, and the gradual
shrinking of the family and dwarfing of its representative genera.

It is difficult to give the characters of a scientific family in a few

simple words; but perhaps we may describe the living Lycopods as
plants with creeping stems which divide and subdivide into two with
great regularity, and which bear large numbers of very small pointed
leaves closely arranged round the stem. The fruiting organs come at
the tips of the branches, and sometimes themselves divide into two,
and in these cone-like axes the spore cases are arranged, a single
one on the upper side of each of the scales (see p. 67, fig. 46, A). In
the Lycopods the spores are all alike, in the Selaginellas there are
larger spores borne in a small number (four) in some sporangia (see
fig. 53, p. 75), and others in large numbers and of smaller size on the
scales above them. The stems are all very slender, and have no zones
of secondary wood. They generally creep or climb, and from them are
put out long structures something like roots in appearance, which are
specially modified stem-like organs giving rise to roots.

From the fossils of the Coal Measures Lepidodendron must be chosen

as the example for comparison. The different species of this genus
are very numerous, and the various fossilized remains of it are among
the commonest and best known of palæontological specimens. The
huge stems are objects of public interest, and have been preserved in
the Victoria Park in Glasgow in their original position in the rocks,
apparently as they grew with their spreading rootlike organs running
horizontally. A great stump is also preserved in the Manchester
Museum, and is figured in the frontispiece. While among the casts
and impressions the leaf bases of the plant are among the best
preserved and the most beautiful (see fig. 93). The cone has already
been illustrated (see fig. 46 and fig. 9), and is one of the best [135
known of fossil fructifications.
 Fig. 93.—Photo of Leaf Bases of Lepidodendron

C, Scar of leaf; S, leaf base. In the scar: v, mark of severed vascular

bundle, and p, of parichnos. l, Ligule scar.

From the abundant, though scattered material, fossil botanists have

reconstructed the plants in all their detail. The trunks were lofty and
of great thickness, bearing towards the apex a much-branched crown,
the branches, even down to the finest twigs, all dividing into two
equal parts. The leaves, as would be expected from the great size of
the plants, were much bigger than those of the recent species (fig. 93
shows the actual size of the leaf bases), but they were of the same
relatively small size as compared with the stems, and of the same
simple pointed shape. A transverse section across the apex of a [136
fertile branch shows these closely packed leaves arranged in
series round the axis, those towards the outside show the central
vascular strand which runs through each.
 Fig. 94.—Section across an Axis surrounded by many Leaves, which shows
their simple shape and single central vascular bundle v

The markings left on the well-preserved leaf-scars indicate the main

features of the internal anatomy of the leaves. They had a single
central vascular strand (v, fig. 93), on either side of which ran a
strand of soft tissue p called the parichnos, which is characteristic of
the plants of this group. While another similarly obscure structure
associated with the leaf is the little scale-like ligule l on its upper
surface.
The anatomy of the stems is interesting, for in the different [137
species different stages of advance are to be found, from the
simple solid protostele with a uniform mass of wood to hollow ring
steles with a pith. An interesting intermediate stage between these
two is found in Lepidodendron selaginoides (see fig. 95), where the
central cells of the wood are not true water-conducting cells, but
short irregular water-storage tracheides (see p. 56), which are mixed
with parenchyma. All the genera of these fossils have a single central
stele, round which it is usual to find a zone of secondary wood of
greater or less extent according to the age of the plant.

Fig. 95.—Transverse Section of Lepidodendron selaginoides, showing the

circular mass of primary wood, the central cells of which are irregular
water-storage tracheides
 s, Zone of secondary wood; c, inner cortical tissues; r, intrusive burrowing
rootlet; oc, outer cortical tissues with corky external layers k. (Microphoto.)

Some stems instead of this compact central stele have a ring of wood
with an extensive pith. Such a type is illustrated in fig. 96, which
shows but a part of the circle of wood, and the zone of the secondary
wood outside it, which greatly exceeds the primary mass in [138
thickness. This zone of secondary wood became very extensive
in old stems, for, as will be imagined, the primary wood was not
sufficient to supply the large trunks. The method of its development
from a normal cambium in radiating rows of uniform tracheides is
quite similar to that which is found in the pines to-day. This is the
most important difference between the living and the fossil stems of
the family, for no living plants of the family have such secondary
wood. On the other hand, the individual elements of this wood are
different from those of the higher families hitherto considered, and
have narrow slit-like pits separated by bands of thickening on the
longitudinal walls. Such tracheides are found commonly in the
Pteridophytes, both living and fossil. Their type is seen in fig. 96, B,
which should be compared with that in figs. 78, A and 62, B to see the
contrast with the higher groups.
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