English

Rigorous enclosure of Lyapunov exponents of stochastic flows

Dynamical Systems 2025-06-02 v3 Numerical Analysis Numerical Analysis Probability

Abstract

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the ergodicity of diffusion processes. We do not require any structural assumptions on the stochastic system and work under mild hypoellipticity conditions and outside of perturbative regimes. Therefore, our method allows for the treatment of systems that were so far out of reach from existing mathematical tools. We demonstrate our method to exhibit the chaotic nature of four different systems. Finally, we show the robustness of our approach by combining it with continuation methods to produce bounds on Lyapunov exponents over large parameter regions.

Keywords

Cite

@article{arxiv.2411.07064,
  title  = {Rigorous enclosure of Lyapunov exponents of stochastic flows},
  author = {Maxime Breden and Hugo Chu and Jeroen S. W. Lamb and Martin Rasmussen},
  journal= {arXiv preprint arXiv:2411.07064},
  year   = {2025}
}

Comments

Addition of the treatment of a conjecture of Baxendale on the Duffing - van der Pol equation