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-int...
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| المؤلف الرئيسي: | |
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| التنسيق: | كتاب |
| منشور في: |
Springer
2017
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://repository.vnu.edu.vn/handle/VNU_123/31961 |
| الوسوم: |
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| الملخص: | 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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