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Local Lyapunov Exponents [electronic resource] : Sublimiting Growth Rates of Linear Random Differential Equations / by Wolfgang Siegert.

Por: Tipo de material: TextoTextoSeries Lecture Notes in Mathematics ; 1963 | 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 soporte:
  • online resource
ISBN:
  • 9783540859642
Trabajos contenidos:
  • SpringerLink (Online service)
Tema(s): Formatos físicos adicionales: Sin títuloClasificación CDD:
  • 515.39 23
  • 515.48 23
Clasificación LoC:
  • QA313
Recursos en línea:
Contenidos:
Springer eBooksResumen: 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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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.

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