Dynamical systems and linear algebra
This book provides an introduction to the interplay between linear algebra and dynamical systems in continuous time and in discrete time. It first reviews the autonomous case for one matrix A via induced dynamical systems in Rd and on Grassmannian manifolds. Then the main nonautonomous approaches are presented for which the time dependency of A(t) is given via skew-product flows using periodicity, or topological (chain recurrence) or ergodic properties (invariant measures). The authors develop …
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- Full title :Dynamical systems and linear algebra / by Fritz Colonius, Wolfgang Kliemann.
Summary
This book provides an introduction to the interplay between linear algebra and dynamical systems in continuous time and in discrete time. It first reviews the autonomous case for one matrix A via induced dynamical systems in Rd and on Grassmannian manifolds. Then the main nonautonomous approaches are presented for which the time dependency of A(t) is given via skew-product flows using periodicity, or topological (chain recurrence) or ergodic properties (invariant measures). The authors develop generalizations of (real parts of) eigenvalues and eigenspaces as a starting point for a linear algebra for classes of time-varying linear systems, namely periodic, random, and perturbed (or controlled) systems. The book presents for the first time in one volume a unified approach via Lyapunov exponents to detailed proofs of Floquet theory, of the properties of the Morse spectrum, and of the multiplicative ergodic theorem for products of random matrices. The main tools, chain recurrence and Morse decompositions, as well as classical ergodic theory are introduced in a way that makes the entire material accessible for beginning graduate students.
Read More ↓Edition Statements
- Publication Date:2014.
Publication Statements
- Publisher(s):American mathematical Society
- Place of Publication:Providence
- Language:eng
- Publication Date:2014.
The Physical Object
- Description:xv, 284 s. : : illustrations.
Edition Identifiers
- ISBN:9780821883198, 0821883194
- oclc:ocn943041270
- Dewey Decimal:512.5
Table of Contents
Part 1. Matrices and linear dynamical systems -- 1. Autonomous linear differential and difference equations -- 2. Linear dynamical systems in Rd -- 3. Chain transitivity for dynamical systems -- 4. Linear systems in projective space -- 5. Linear systems on Grassmannians -- Part 2. Time-varying matrices and linear skew product systems -- 6. Lyapunov exponents and linear skew product systems -- 7. Periodic linear differential and difference equations -- 8. Morse decompositions of dynamical systems -- 9. Topological linear flows -- 10. Tools from ergodic theory -- 11. Random linear dynamical systems.
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