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

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.

by "Nielsen BookData"

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:
  • FREE : Lyapunov exponents
• Parent Bibliography ID:
  • BA00146586