Smooth Ergodic Theory Of Random Dynamical Systems

Download or read book Smooth Ergodic Theory of Random Dynamical Systems written by Pei-Dong Liu and published by Springer. This book was released on 2006-11-14 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book studies ergodic-theoretic aspects of random dynam- ical systems, i.e. of deterministic systems with noise. It aims to present a systematic treatment of a series of recent results concerning invariant measures, entropy and Lyapunov exponents of such systems, and can be viewed as an update of Kifer's book. An entropy formula of Pesin's type occupies the central part. The introduction of relation numbers (ch.2) is original and most methods involved in the book are canonical in dynamical systems or measure theory. The book is intended for people interested in noise-perturbed dynam- ical systems, and can pave the way to further study of the subject. Reasonable knowledge of differential geometry, measure theory, ergodic theory, dynamical systems and preferably random processes is assumed.

Download or read book Random Dynamical Systems written by Ludwig Arnold and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.

Download or read book Smooth Ergodic Theory of Random Dynamical Systems written by Pei-Dong Liu and published by . This book was released on 2014-01-15 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ergodic Theory of Random Transformations written by Yuri Kifer and published by Birkhäuser. This book was released on 2012-06-02 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ergodic theory of dynamical systems i.e., the qualitative analysis of iterations of a single transformation is nowadays a well developed theory. In 1945 S. Ulam and J. von Neumann in their short note [44] suggested to study ergodic theorems for the more general situation when one applies in turn different transforma tions chosen at random. Their program was fulfilled by S. Kakutani [23] in 1951. 'Both papers considered the case of transformations with a common invariant measure. Recently Ohno [38] noticed that this condition was excessive. Ergodic theorems are just the beginning of ergodic theory. Among further major developments are the notions of entropy and characteristic exponents. The purpose of this book is the study of the variety of ergodic theoretical properties of evolution processes generated by independent applications of transformations chosen at random from a certain class according to some probability distribution. The book exhibits the first systematic treatment of ergodic theory of random transformations i.e., an analysis of composed actions of independent random maps. This set up allows a unified approach to many problems of dynamical systems, products of random matrices and stochastic flows generated by stochastic differential equations.

Download or read book Introduction to Smooth Ergodic Theory written by Luís Barreira and published by American Mathematical Society. This book was released on 2023-05-19 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first comprehensive introduction to smooth ergodic theory. It consists of two parts: the first introduces the core of the theory and the second discusses more advanced topics. In particular, the book describes the general theory of Lyapunov exponents and its applications to the stability theory of differential equations, the concept of nonuniform hyperbolicity, stable manifold theory (with emphasis on absolute continuity of invariant foliations), and the ergodic theory of dynamical systems with nonzero Lyapunov exponents. A detailed description of all the basic examples of conservative systems with nonzero Lyapunov exponents, including the geodesic flows on compact surfaces of nonpositive curvature, is also presented. There are more than 80 exercises. The book is aimed at graduate students specializing in dynamical systems and ergodic theory as well as anyone who wishes to get a working knowledge of smooth ergodic theory and to learn how to use its tools. It can also be used as a source for special topics courses on nonuniform hyperbolicity. The only prerequisite for using this book is a basic knowledge of real analysis, measure theory, differential equations, and topology, although the necessary background definitions and results are provided. In this second edition, the authors improved the exposition and added more exercises to make the book even more student-oriented. They also added new material to bring the book more in line with the current research in dynamical systems.

Download or read book Topological Dynamics of Random Dynamical Systems written by Nguyen Dinh Cong and published by Oxford University Press. This book was released on 1997 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first systematic treatment of the theory of topological dynamics of random dynamical systems. A relatively new field, the theory of random dynamical systems unites and develops the classical deterministic theory of dynamical systems and probability theory, finding numerous applications in disciplines ranging from physics and biology to engineering, finance and economics. This book presents in detail the solutions to the most fundamental problems of topological dynamics: linearization of nonlinear smooth systems, classification, and structural stability of linear hyperbolic systems. Employing the tools and methods of algebraic ergodic theory, the theory presented in the book has surprisingly beautiful results showing the richness of random dynamical systems as well as giving a gentle generalization of the classical deterministic theory.

Download or read book Mathematics of Complexity and Dynamical Systems written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2011-10-05 with total page 1885 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Complexity and Dynamical Systems is an authoritative reference to the basic tools and concepts of complexity, systems theory, and dynamical systems from the perspective of pure and applied mathematics. Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of collective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures. These systems are often characterized by extreme sensitivity to initial conditions as well as emergent behavior that are not readily predictable or even completely deterministic. The more than 100 entries in this wide-ranging, single source work provide a comprehensive explication of the theory and applications of mathematical complexity, covering ergodic theory, fractals and multifractals, dynamical systems, perturbation theory, solitons, systems and control theory, and related topics. Mathematics of Complexity and Dynamical Systems is an essential reference for all those interested in mathematical complexity, from undergraduate and graduate students up through professional researchers.