Local Lyapunov exponents : sublimiting growth rates of linear random differential equations / Siegert, Wolfgang.
Tác giả : Siegert, Wolfgang.
Nhà xuất bản : Springer
Năm xuất bản : 2009
Số phân loại : 515.35
Chủ đề : 1. Mathematics and Statistics ; Lyapunov exponents ; Differential equations.. 2. Book.
Thông tin chi tiết
Tóm tắt : | 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. |
Thông tin dữ liệu nguồn
Thư viện | Ký hiệu xếp giá | Dữ liệu nguồn |
---|---|---|
Đại học quốc gia Hà Nội |
|
https://repository.vnu.edu.vn/handle/VNU_123/31961 |