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Autore: |
Siegert Wolfgang
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Titolo: |
Local Lyapunov exponents : sublimiting growth rates of linear random differential equations / / Wolfgang Siegert
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Pubblicazione: | Berlin, : Springer, 2009 |
Edizione: | 1st ed. 2009. |
Descrizione fisica: | 1 online resource (IX, 254 p.) |
Disciplina: | 515.35 |
Soggetto topico: | Lyapunov exponents |
Differential equations | |
Classificazione: | MAT 606f |
SI 850 | |
60F1060H1037H1534F0434C1158J3591B2837N1092D1592D25 | |
Note generali: | Bibliographic Level Mode of Issuance: Monograph |
Nota di bibliografia: | Includes bibliographical references (p. 239-251) and index. |
Nota di contenuto: | Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents. |
Sommario/riassunto: | 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. |
Titolo autorizzato: | Local Lyapunov exponents ![]() |
ISBN: | 3-540-85964-0 |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910484132603321 |
Lo trovi qui: | Univ. Federico II |
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