Namespaces
Variants
Actions

Difference between revisions of "Characteristic exponent"

From Encyclopedia of Mathematics
Jump to: navigation, search
(Importing text file)
 
m (tex encoded by computer)
 
Line 1: Line 1:
 +
<!--
 +
c0216401.png
 +
$#A+1 = 7 n = 0
 +
$#C+1 = 7 : ~/encyclopedia/old_files/data/C021/C.0201640 Characteristic exponent
 +
Automatically converted into TeX, above some diagnostics.
 +
Please remove this comment and the {{TEX|auto}} line below,
 +
if TeX found to be correct.
 +
-->
 +
 +
{{TEX|auto}}
 +
{{TEX|done}}
 +
 
The same as a [[Lyapunov characteristic exponent|Lyapunov characteristic exponent]].
 
The same as a [[Lyapunov characteristic exponent|Lyapunov characteristic exponent]].
  
The characteristic exponents of a linear system of ordinary differential equations with periodic coefficients are the quotients on division of the natural logarithms of the [[Multipliers|multipliers]] of the system by the period of the coefficients of the system. In this case the Lyapunov characteristic exponents of the system are equal to the real parts of the characteristic exponents of this system. An equivalent definition is: A number <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c021/c021640/c0216401.png" /> is called a characteristic exponent of a linear system of ordinary differential equations with periodic coefficients if this system has a complex solution of the form <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c021/c021640/c0216402.png" />, where the vector function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c021/c021640/c0216403.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c021/c021640/c0216404.png" />, is periodic in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c021/c021640/c0216405.png" /> with the same period, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c021/c021640/c0216406.png" />, and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c021/c021640/c0216407.png" />.
+
The characteristic exponents of a linear system of ordinary differential equations with periodic coefficients are the quotients on division of the natural logarithms of the [[Multipliers|multipliers]] of the system by the period of the coefficients of the system. In this case the Lyapunov characteristic exponents of the system are equal to the real parts of the characteristic exponents of this system. An equivalent definition is: A number $  \alpha $
 +
is called a characteristic exponent of a linear system of ordinary differential equations with periodic coefficients if this system has a complex solution of the form $  [  \mathop{\rm exp} ( \alpha t)] y ( t) $,  
 +
where the vector function $  y $,  
 +
$  y ( t) \not\equiv 0 $,  
 +
is periodic in $  t $
 +
with the same period, $  t \in \mathbf R $,  
 +
and $  \alpha \in \mathbf C $.
  
 
The expression  "characteristic exponent of a solution of a system of ordinary differential equationscharacteristic exponent of a solution of a system of ordinary differential equations"  also occurs when the system in question is non-linear. By this expression one means a characteristic exponent of the system of equations in variations of the given system along a given solution, where in turn the term  "characteristic exponent"  can be understood in the sense of 1) or 2).
 
The expression  "characteristic exponent of a solution of a system of ordinary differential equationscharacteristic exponent of a solution of a system of ordinary differential equations"  also occurs when the system in question is non-linear. By this expression one means a characteristic exponent of the system of equations in variations of the given system along a given solution, where in turn the term  "characteristic exponent"  can be understood in the sense of 1) or 2).
 
 
  
 
====Comments====
 
====Comments====
 
  
 
====References====
 
====References====
 
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  V.V. Nemytskii,  V.V. Stepanov,  "Qualitative theory of differential equations" , Princeton Univ. Press  (1960)  (Translated from Russian)</TD></TR></table>
 
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  V.V. Nemytskii,  V.V. Stepanov,  "Qualitative theory of differential equations" , Princeton Univ. Press  (1960)  (Translated from Russian)</TD></TR></table>

Latest revision as of 16:43, 4 June 2020


The same as a Lyapunov characteristic exponent.

The characteristic exponents of a linear system of ordinary differential equations with periodic coefficients are the quotients on division of the natural logarithms of the multipliers of the system by the period of the coefficients of the system. In this case the Lyapunov characteristic exponents of the system are equal to the real parts of the characteristic exponents of this system. An equivalent definition is: A number $ \alpha $ is called a characteristic exponent of a linear system of ordinary differential equations with periodic coefficients if this system has a complex solution of the form $ [ \mathop{\rm exp} ( \alpha t)] y ( t) $, where the vector function $ y $, $ y ( t) \not\equiv 0 $, is periodic in $ t $ with the same period, $ t \in \mathbf R $, and $ \alpha \in \mathbf C $.

The expression "characteristic exponent of a solution of a system of ordinary differential equationscharacteristic exponent of a solution of a system of ordinary differential equations" also occurs when the system in question is non-linear. By this expression one means a characteristic exponent of the system of equations in variations of the given system along a given solution, where in turn the term "characteristic exponent" can be understood in the sense of 1) or 2).

Comments

References

[a1] V.V. Nemytskii, V.V. Stepanov, "Qualitative theory of differential equations" , Princeton Univ. Press (1960) (Translated from Russian)
How to Cite This Entry:
Characteristic exponent. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Characteristic_exponent&oldid=12440
This article was adapted from an original article by V.M. Millionshchikov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article