Dynamical systems and linear algebra
- Providence : American Mathematical Society, 2014
- xv, 284 p. : ill., 24 cm.
- Graduate studies in mathematics ; v.158 .
Includes bibliographical references and index.
This book provides n 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.
9781470437299
Topological dynamics Vector bundle Attractor Chain components Eigenvalues Floquet theory Algebras Linear Matrix theory Jordan block Lyapunov spaces Metric dynamical system Subadditive ergodic theorem Multiplicative Ergodic Theorem Periodic matrix Probability theory