Related papers: Lyapunov Exponents of Free Operators
Positive and negative Lyapunov exponents for a dilute, random, two-dimensional Lorentz gas in an applied field, $\vec{E}$, in a steady state at constant energy are computed to order $E^{2}$. The results are:…
The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic…
Lyapunov exponents of dynamical systems are defined from the rates of divergence of nearby trajectories. For stochastic systems, one typically assumes that these trajectories are generated under the "same noise realization". The purpose of…
We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
For a better understanding of the chaotic behavior of systems of many moving particles it is useful to look at other systems with many degrees of freedom. An interesting example is the high-dimensional Lorentz gas, which, just like a system…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
We study the top Lyapunov exponents of random products of positive $2 \times 2$ matrices and obtain an efficient algorithm for its computation. As in the earlier work of Pollicott, the algorithm is based on the Fredholm theory of…
In 2019 Anthony Quas, Philippe Thieullen and Mohamed Zarrabi introduced the concept of strong fast invertibility for linear cocycles. It relates the growth of volumes between different initial times and, together with a condition on…
This paper studies structured products of real matrices for which the top Lyapunov exponent can be accessed by reducing the dynamics to an amenable generalization of upper triangular matrices. Exploiting prescribed zero patterns (including…
A variant of multiscale analysis for ergodic Schr\"odinger operators is developed. This enables us to prove positivity of Lyapunov exponents given initial scale estimates and an initial Wegner estimate. This is then applied to high…
It is shown how continuous products of random transformations constrained by a generic group structure can be studied by using Iwasawa's decomposition into ``angular'', ``diagonal'' and ``shear'' degrees of freedom. In the case of a…
In this paper, we discuss the Lyapunov exponent definition of chaos and how it can be used to quantify the chaotic behavior of a system. We derive a way to practically calculate the Lyapunov exponent of a one-dimensional system and use it…
The paper provides a new integral formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternion-valued cases. This formula is applied to derive asymptotic expressions for the largest…
Lyapunov exponents characterize the chaotic nature of dynamical systems by quantifying the growth rate of uncertainty associated with the imperfect measurement of initial conditions. Finite-time estimates of the exponent, however,…
The Lyapunov exponent is used to characterize the stability of the dynamic response of the system, and it is often employed to verify if a system is chaotic. Since its discovery in the nineteenth century, various methods have been proposed…
We calculate the Lyapunov exponents describing spatial clustering of particles advected in one- and two-dimensional random velocity fields at finite Kubo numbers Ku (a dimensionless parameter characterising the correlation time of the…
A new order parameter approximation to Random Boolean Networks (RBN) is introduced, based on the concept of Boolean derivative. A statistical argument involving an annealed approximation is used, allowing to measure the order parameter in…
We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…
The statistical behaviour of a product of independent, identically distributed random matrices in $\text{SL}(2,{\mathbb R})$ is encoded in the generalised Lyapunov exponent $\Lambda$; this is a function whose value at the complex number $2…