Local Lyapunov exponents : sublimiting growth rates of linear random differential equations / / Wolfgang Siegert

• Autore: Siegert Wolfgang
• 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
• Serie: Lecture notes in mathematics (Springer-Verlag) ; ; 1963.