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We study the total mass of the solution to the parabolic Anderson model on a regular tree with an i.i.d. random potential whose marginal distribution is double-exponential. In earlier work we identified two terms in the asymptotic expansion…

Probability · Mathematics 2023-07-11 Frank den Hollander , Daoyi Wang

The Lyapunov exponents for Anderson localization are studied in a one dimensional disordered system. A random Gaussian potential with the power law decay $\sim 1/|x|^q$ of the correlation function is considered. The exponential growth of…

Statistical Mechanics · Physics 2015-05-13 Alexander Iomin

Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as…

Chaotic Dynamics · Physics 2018-03-14 Alexis Tantet , Valerio Lucarini , Henk A. Dijkstra

Systems of interacting random replicators are studied using generating functional techniques. While replica analyses of such models are limited to systems with symmetric couplings, dynamical approaches as presented here allow specifically…

Disordered Systems and Neural Networks · Physics 2009-11-11 Tobias Galla

Lyapunov exponents of heavy particles and tracers advected by homogeneous and isotropic turbulent flows are investigated by means of direct numerical simulations. For large values of the Stokes number, the main effect of inertia is to…

Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…

Optimization and Control · Mathematics 2014-10-01 Christophe Prieur , Antoine Girard , Emmanuel Witrant

This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…

Dynamical Systems · Mathematics 2014-11-18 Janusz Mierczyński

Reactivity, contractivity, and Lyapunov exponents are powerful tools for studying the stability properties of dynamical systems and have been extensively investigated in the literature for decades. In this paper, we review and extend the…

Dynamical Systems · Mathematics 2025-05-23 Amirhossein Nazerian , Francesco Sorrentino , Zahra Aminzare

We study the regularity of Lyapunov exponents for random linear cocycles taking values in $\Mat_m(\R)$ and driven by i.i.d. processes. Under three natural conditions - finite exponential moments, a spectral gap between the top two Lyapunov…

Dynamical Systems · Mathematics 2025-06-05 Pedro Duarte , Tomé Graxinha

A mathematical model describing the initial stage of the capture into the parametric autoresonance in nonlinear oscillating systems with a dissipation is considered. Solutions with unboundedly growing energy in time at infinity are…

Mathematical Physics · Physics 2015-03-03 Oskar Sultanov

Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…

Probability · Mathematics 2021-08-03 Armand Bernou

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…

Statistical Mechanics · Physics 2022-07-13 Tony Albers , David Müller-Bender , Günter Radons

We consider the statistical properties of a non-falling trajectory in the Whitney problem of an inverted pendulum excited by an external force. In the case when the external force is white noise, we recently found the instantaneous…

Statistical Mechanics · Physics 2020-10-28 Nikolai A. Stepanov , Mikhail A. Skvortsov

A mathematical model of autoresonance in nonlinear systems with combined parametric and external chirped frequency excitation is considered. Solutions with a growing amplitude and a bounded phase mismatch are associated with the…

Mathematical Physics · Physics 2018-04-24 Oskar Sultanov

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

Probability · Mathematics 2025-08-13 Pierre Monmarché , Edouard Strickler

We generalize the concept of convective (or velocity-dependent) Lyapunov exponent $\Lambda(v)$ to an entire spectrum $\Lambda(v,n)$. Our results are supported by the consistency between the outcome of the chronotopic approach [{\it S. Lepri…

Chaotic Dynamics · Physics 2013-11-14 Aurelien Kenfack Jiotsa , Antonio Politi , Alessandro Torcini

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

Probability · Mathematics 2022-11-23 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

Dynamical Systems · Mathematics 2014-11-04 Vladimir Y. Protasov , Raphael M. Jungers

Departing from a system of two non-autonomous amplitude equations, demonstrating hyperbolic chaotic dynamics, we construct a 1D medium as ensemble of such local elements introducing spatial coupling via diffusion. When the length of the…

Chaotic Dynamics · Physics 2013-05-29 Pavel V. Kuptsov , Sergey P. Kuznetsov