Local Lyapunov Exponents [electronic resource] : Sublimiting Growth Rates of Linear Random Differential Equations / by Wolfgang Siegert.
Tipo de material:
TextoSeries Lecture Notes in Mathematics, 1963Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009Descripción: IX, 254 p. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783540859642Trabajos contenidos: SpringerLink (Online service)Tema(s): Mathematics | Differentiable dynamical systems | Global analysis | Differential Equations | Differential equations, partial | Genetics -- Mathematics | Mathematics | Dynamical Systems and Ergodic Theory | Global Analysis and Analysis on Manifolds | Ordinary Differential Equations | Partial Differential Equations | Game Theory, Economics, Social and Behav. Sciences | Genetics and Population DynamicsFormatos físicos adicionales: Sin títuloClasificación CDD: 515.39 | 515.48 Clasificación LoC:QA313Recursos en línea: de clik aquí para ver el libro electrónico Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents.
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.
ZDB-2-SMA
ZDB-2-LNM
No hay comentarios en este titulo.