Lyapunov Exponents

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Local Lyapunov Exponents

Local Lyapunov Exponents
Author :
Publisher : Springer Science & Business Media
Total Pages : 264
Release :
ISBN-10 : 9783540859635
ISBN-13 : 3540859632
Rating : 4/5 (632 Downloads)

Book Synopsis Local Lyapunov Exponents by : Wolfgang Siegert

Download or read book Local Lyapunov Exponents written by Wolfgang Siegert and published by Springer Science & Business Media. This book was released on 2009 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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