Science/Engineering Local Lyapunov Exponents: Sublimiting Growth Rates of Linear Random Differential Equations (3540859632)

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

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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	Science/Engineering Beyond Partial Differential Equations: On Linear and Quasi-Linear Abstract Hyperbolic Evolution Equations Publisher: SpringerLanguage: EnglishISBN: 3540711287Paperback: 288 pagesData: May 2007Format: PDFDescription: The present volume is self-contained and introduces to the treatment of linear and nonlinear (quasi-linear) abstract evolution equ ...
	Science/Engineering Michael E. Taylor - Partial Differential Equations II: Qualitative Studies of Linear Equations Michael E. Taylor - Partial Differential Equations II: Qualitative Studies of Linear EquationsSpringer \| 1997 \| ISBN: 0387946519 \| Pages: 556 \| DJVU \| 5.48 MBThis is the second of three volumes on partial differential equations. It builds u ...
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