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E-Books | Biblioteca da FCTUNL Online | Não Ficção | QA372.SPR FCT 82188 (Browse shelf) | 1 | Available |
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QA372.SPR FCT 81892 A textbook on ordinary differential equations | QA372.SPR FCT 82036 Variational methods in nonlinear field equations | QA372.SPR FCT 82124 New prospects in direct, inverse and control problems for evolution equations | QA372.SPR FCT 82188 Local Lyapunov exponents | QA372.SPR FCT 82302 Il principio di minimo e sue applicazioni alle equazioni funzionali | QA372.SPR FCT 82309 Stability problems | QA372.SPR FCT 82336 Equazioni differenziali non lineari |
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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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