Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations (Lecture Notes in Mathematics, 1963) - Softcover

Siegert, Wolfgang

Softcover

ISBN 10: 3540859632 ISBN 13: 9783540859635

Publisher: Springer, 2008

Synopsis

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.

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From the Back Cover

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.

Edition details

• Publisher: Springer
• Publication date: 2008
• Language: English
• ISBN 10: 3540859632
• ISBN 13: 9783540859635
• Binding: Paperback
• Number of pages: 263