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

Author(s)

    • Siegert, Wolfgang

Bibliographic Information

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

Wolfgang Siegert

(Lecture notes in mathematics, 1963)

Springer, c2009

  • : pbk

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Note

Bibliography: p. 239-251

Includes index

Description and Table of Contents

Description

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.

Table of Contents

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.

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Details

  • NCID
    BA87999362
  • ISBN
    • 9783540859635
  • LCCN
    2008934460
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Berlin
  • Pages/Volumes
    ix, 254 p.
  • Size
    24 cm
  • Subject Headings
  • Parent Bibliography ID
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