力学系と線形代数 Dynamical Systems and Linear Algebra (Graduate Studies in Mathematics)

Colonius, Fritz/ Kliemann, Wolfgang

American Mathematical Society（2014/10発売）

• 製本 Hardcover:ハードカバー版／ページ数 291 p.
• 言語 ENG
• 商品コード 9780821883198
• DDC分類 512.5

Full Description

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 {R}^d 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.