Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations / by Wolfgang Siegert.

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-int...

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Bibliographic Details
Main Author: Siegert, Wolfgang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edition:1st ed. 2009.
Series:Lecture Notes in Mathematics, 1963
Springer eBook Collection.
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Online Access:Click to view e-book
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Summary: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.
Physical Description:IX, 254 p. online resource.
ISBN:9783540859642
ISSN:0075-8434 ;
DOI:10.1007/978-3-540-85964-2