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

Siegert, Wolfgang

Couverture souple

ISBN 10 : 3540859632 ISBN 13 : 9783540859635

Editeur : Springer, 2008

Synopsis

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.

A propos du livre

À propos de la quatrième de couverture

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 3540859632
• ISBN 13: 9783540859635
• Reliure: Tapa blanda
• Nombre de pages: 272
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne