Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations /

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: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Series:Lecture Notes in Mathematics, 1963
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-85964-2
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245 1 0 |a Local Lyapunov Exponents  |b Sublimiting Growth Rates of Linear Random Differential Equations /  |c by Wolfgang Siegert.  |h [electronic resource] : 
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505 0 # |a Introduction -- 1. Linear differential systems with parameter excitation -- 2. Locality and time scales of the underlying non-degenerate system -- 3. Exit probabilities for degenerate systems -- 4. Local Lyapunov exponents -- Bibliography -- Index. 
520 # # |a 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. 
650 # 0 |a Mathematics. 
650 # 0 |a Differentiable dynamical systems. 
650 # 0 |a Global analysis. 
650 # 0 |a Differential Equations. 
650 # 0 |a Differential equations, partial. 
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650 1 4 |a Mathematics. 
650 2 4 |a Dynamical Systems and Ergodic Theory. 
650 2 4 |a Global Analysis and Analysis on Manifolds. 
650 2 4 |a Ordinary Differential Equations. 
650 2 4 |a Partial Differential Equations. 
650 2 4 |a Game Theory, Economics, Social and Behav. Sciences. 
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