Perturbation methods for Lyapunov exponents

被引:15
作者
Wihstutz, V [1 ]
机构
[1] Univ N Carolina, Dept Math, Charlotte, NC 28223 USA
来源
STOCHASTIC DYNAMICS | 1999年
关键词
D O I
10.1007/0-387-22655-9_9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In order to investigate the long term behavior of a linear dynamical system under the impact of multiplicative mean zero noise, the top Lyapunov exponent associated with the system is studied with its dependence upon the noise intensity and other parameters of the (mostly 2-dimensional) systems. The perturbation methods, most singular, are surveyed systematically, which yield (a) asymptotic expansions of the Lyapunov exponents in terms of small and large intensities of different kinds of noise; (b) a comparison of white and real noise and (c) a characterization of stabilizing noise.
引用
收藏
页码:209 / 239
页数:31
相关论文
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