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Local Lyapunov Exponents by Wolfgang Siegert
Local Lyapunov Exponents by Wolfgang Siegert
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Local Lyapunov Exponents

Sublimiting Growth Rates of Linear Random Differential Equations
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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.
Release date NZ
November 13th, 2008
Audience
  • Professional & Vocational
Illustrations
IX, 254 p.
Pages
254
Dimensions
156x234x14
ISBN-13
9783540859635
Product ID
2709684

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