OS Stochastische Analysis:Lyapunov exponents in random dynamical systems and how to find and use them

Time
Tuesday, 14. December 2021
17:00 - 18:30

Location
R512

Organizer

Speaker:
Dr. Maximilian Engel (Freie Universität Berlin)

Abstract: This talk aims to give an overview on various notions of Lyapunov exponents (LEs) in random dynamical systems, that is, systems whose evolution in time is governed by laws exhibiting randomness: from finite-time LEs to classical asymptotic LEs and corresponding spectra up to LEs for processes conditioned on staying in bounded domains. We demonstrate how these notions, especially of a first, dominant LE, become relevant in the context of stochastic bifurcations, in finite and infinite dimensions.