Bounds for the characteristic exponents of linear systems
R. A. Smith · Mathematical Proceedings of the Cambridge Philosophical Society · 1965
For an n-vector x = (xi) and n × n matrix A = (aij) with complex elements, let |x|2 = Σi|xi|2,|A|2 = ΣiΣj|aij|2. Also, M(A), m(A) denoteℜλ1,ℜλn, respectively, where λ1,…,λA are the eigenvalues of A arranged so that ℜλ1 ≥ … ≥ ℜλn. Throughout this paper A(t) denotes a matrix whose elements aij(t) are complex valued Lebesgue integrable functions of t in (0, T) for all T > 0. Then M(A(t)), m(A(t)) are also Lebesgue integrable in (0, T) for all T > 0. The characteristic exponent μ of a non-zero solution x(t) of the n × n system of differential equations can be defined, following Perron ((12)), as where ℒ denotes lim sup as t → + ∞. When |A(t)| is bounded in (0,∞), μ is finite; in other cases it could be ± ∞.