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|a 9783540859642
|9 978-3-540-85964-2
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|a 10.1007/978-3-540-85964-2
|2 doi
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|a QA313
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|a MAT034000
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|a 515.39
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|a 515.48
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|a Siegert, Wolfgang.
|e author.
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|a Local Lyapunov Exponents
|b Sublimiting Growth Rates of Linear Random Differential Equations /
|c by Wolfgang Siegert.
|h [electronic resource] :
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2009.
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|a IX, 254 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|a online resource
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|a text file
|b PDF
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|a Lecture Notes in Mathematics,
|v 1963
|x 0075-8434 ;
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|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.
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|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.
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|a Mathematics.
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|a Differentiable dynamical systems.
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|a Global analysis.
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|a Differential Equations.
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|a Differential equations, partial.
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|a Genetics
|x Mathematics.
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|a Mathematics.
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|a Dynamical Systems and Ergodic Theory.
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|a Global Analysis and Analysis on Manifolds.
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|a Ordinary Differential Equations.
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|a Partial Differential Equations.
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|a Game Theory, Economics, Social and Behav. Sciences.
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|a Genetics and Population Dynamics.
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783540859635
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|a Lecture Notes in Mathematics,
|v 1963
|x 0075-8434 ;
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|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-85964-2
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|a ZDB-2-SMA
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|a ZDB-2-LNM
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|a Mathematics and Statistics (Springer-11649)
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