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Local Lyapunov Exponents

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eBook details

  • Title: Local Lyapunov Exponents
  • Author : Wolfgang Siegert
  • Release Date : January 17, 2008
  • Genre: Mathematics,Books,Science & Nature,
  • Pages : * pages
  • Size : 10751 KB

Description

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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