loading

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