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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations

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

Siegert, Wolfgang

Paperback

Series: Lecture Notes in Mathematics, Book 1963

General Mathematics

ISBN10: 3540859632
ISBN13: 9783540859635
Publisher: Springer
Published: Nov 13 2008
Pages: 254
Weight: 0.90
Height: 0.60 Width: 6.10 Depth: 9.20
Language: English

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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