Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations (Lecture Notes in Mathematics): 1963 - Softcover

Siegert, Wolfgang

Softcover

ISBN 10: 3540859632 ISBN 13: 9783540859635

Verlag: Springer, 2008

Inhaltsangabe

Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too.

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Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations.
Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 3540859632
• ISBN 13: 9783540859635
• Einband: Tapa blanda
• Anzahl der Seiten: 272
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland