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. INDICE: Introduction.- 1. Linear differential systems with parameter excitation.- 2. Locality and time scales of the underlying non-degenerate system.- 3. Exit probabilities for degenerate systems.- 4. Local Lyapunov exponents.- Bibliography.- Index.

• ISBN: 978-3-540-85963-5
• Editorial: Springer
• Encuadernacion: Rústica
• Páginas: 240
• Fecha Publicación: 01/10/2008
• Nº Volúmenes: 1
• Idioma: Inglés