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Local Lyapunov Exponents - Sublimiting Growth Rates of Linear Random Differential Equations (Paperback, 2009 ed.) Loot Price: R1,515
Discovery Miles 15 150
Local Lyapunov Exponents - Sublimiting Growth Rates of Linear Random Differential Equations (Paperback, 2009 ed.): Wolfgang...

Local Lyapunov Exponents - Sublimiting Growth Rates of Linear Random Differential Equations (Paperback, 2009 ed.)

Wolfgang Siegert

Series: Lecture Notes in Mathematics, 1963

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Loot Price R1,515 Discovery Miles 15 150 | Repayment Terms: R142 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Lecture Notes in Mathematics, 1963
Release date: November 2008
First published: 2009
Authors: Wolfgang Siegert
Dimensions: 235 x 155 x 16mm (L x W x T)
Format: Paperback
Pages: 254
Edition: 2009 ed.
ISBN-13: 978-3-540-85963-5
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
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LSN: 3-540-85963-2
Barcode: 9783540859635

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