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

Siegert, Wolfgang

 
9783540859635: Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations (Lecture Notes in Mathematics): 1963
Softcover
ISBN 10: 3540859632 ISBN 13: 9783540859635
Verlag: Springer, 2008

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
3540859632
ISBN 13 
9783540859635
Einband
Tapa blanda
Anzahl der Seiten
272
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

Weitere beliebte Ausgaben desselben Titels

9783540873754: Local Lyapunov Exponents

Vorgestellte Ausgabe

ISBN 10:  3540873759 ISBN 13:  9783540873754
Verlag: Springer, 2009
Softcover