Wolfgang Siegert
Local Lyapunov Exponents
Sublimiting Growth Rates of Linear Random Differential Equations
Paperback Engels 2008 2009e druk 9783540859635Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9783540859635
Taal:Engels
Bindwijze:paperback
Aantal pagina's:254
Uitgever:Springer Berlin Heidelberg
Druk:2009
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Inhoudsopgave
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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