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Local Lyapunov Exponents : Sublimiting Growth Rates of Linear Random Differential Equations
- Publication Year :
- 2008
-
Abstract
- 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.
Details
- Language :
- English
- ISBNs :
- 9783540859635 and 9783540859642
- Volume :
- 01963
- Database :
- eBook Index
- Journal :
- Local Lyapunov Exponents : Sublimiting Growth Rates of Linear Random Differential Equations
- Publication Type :
- eBook
- Accession number :
- 2629981