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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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