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We consider a one-dimensional harmonic oscillator with a random frequency, focusing on both the standard and the generalized Lyapunov exponents, $\lambda$ and $\lambda^\star$ respectively. We discuss the numerical difficulties that arise in…

Statistical Mechanics · Physics 2015-05-19 C. Anteneodo , R. O. Vallejos

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 consider a large class of 2D area-preserving diffeomorphisms that are not uniformly hyperbolic but have strong hyperbolicity properties on large regions of their phase spaces. A prime example is the Standard map. Lower bounds for…

Dynamical Systems · Mathematics 2017-01-27 Alex Blumenthal , Jinxin Xue , Lai-Sang Young

The conditional Lyapunov exponent is defined for investigating chaotic synchronization, in particular complete synchronization and generalized synchronization. We find that the conditional Lyapunov exponent is expressed as a formula in…

Chaotic Dynamics · Physics 2017-11-07 Masaru Shintani , Ken Umeno

The sensitive dependence of chaos on parameters is a topic of great interest in the study of integrability and stability of dynamical systems. Previous work has proposed ways to identify the sensitive dependence on parameters by topological…

Lyapunov functions play a vital role in the context of control theory for nonlinear dynamical systems. Besides its classical use for stability analysis, Lyapunov functions also arise in iterative schemes for computing optimal feedback laws…

Optimization and Control · Mathematics 2023-11-03 Tobias Breiten , Bernhard Höveler

We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in…

Dynamical Systems · Mathematics 2014-06-24 Nicola Guglielmi , Linda Laglia , Vladimir Protasov

Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite…

Mathematical Physics · Physics 2014-10-02 Gernot Akemann , Zdzislaw Burda , Mario Kieburg

Lyapunov exponents (LEs) are key indicators of chaos in dynamical systems. In general relativity the classical definition of LE meets difficulty because it is not coordinate invariant and spacetime coordinates lose their physical meaning as…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Xin Wu , Tian-yi Huang

Lyapunov exponents measure the average exponential growth rate of typical linear perturbations in a chaotic system, and the inverse of the largest exponent is a measure of the time horizon over which the evolution of the system can be…

Fluid Dynamics · Physics 2017-11-22 Prakash Mohan , Nicholas Fitzsimmons , Robert D. Moser

We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times,…

Dynamical Systems · Mathematics 2011-06-21 Tomasz Stachowiak , Marek Szydlowski

In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…

Chaotic Dynamics · Physics 2007-05-23 E. Gozzi , M. Reuter

We study two models of Anderson-type random operators on two deterministically coupled continuous strings. Each model is associated with independent, identically distributed four-by-four symplectic transfer matrices, which describe the…

Mathematical Physics · Physics 2007-05-23 Hakim Boumaza , Günter Stolz

We consider products of a i.i.d. sequence in a set $\{f_1,\ldots,f_m\}$ of preserving orientation diffeomorphisms of the circle. we can naturally associate a Lyapunov exponent $\lambda$. Under few assumptions, it is known that $\lambda\leq…

Dynamical Systems · Mathematics 2021-07-01 Dominique Malicet

We analyze the top Lyapunov exponent of the product of sequences of two by two matrices that appears in the analysis of several statistical mechanics models with disorder: for example these matrices are the transfer matrices for the nearest…

Probability · Mathematics 2022-09-01 Giambattista Giacomin , Rafael L. Greenblatt

In this work, we give a rigorous explicit formula for the Lyapunov exponent for some binary infinite products of random $2\times 2$ real matrices. All these products are constructed using only two types of matrices, $A$ and $B$, which are…

chao-dyn · Physics 2009-10-22 R. Lima , M. Rahibe

We discuss several numerical methods for calculating Lyapunov exponents (a quantitative measure of chaos) in systems of ordinary differential equations. We pay particular attention to constrained systems, and we introduce a variety of…

Computational Physics · Physics 2009-09-29 Michael D. Hartl

This paper investigates the behaviour of open billiard systems in high-dimensional spaces. Specifically, we estimate the largest Lyapunov exponent, which quantifies the rate of divergence between nearby trajectories in a dynamical system.…

Dynamical Systems · Mathematics 2023-06-08 Amal Al Dowais

For non-autonomous linear stochastic differential equations (SDEs), we establish that the top Lyapunov exponent is continuous if the coefficients "almost" uniformly converge. For autonomous SDEs, assuming the existence of invariant measures…

Dynamical Systems · Mathematics 2024-10-04 Zhenxin Liu , Lixin Zhang

A recently developed method for the calculation of Lyapunov exponents of dynamical systems is described. The method is applicable whenever the linearized dynamics is Hamiltonian. By utilizing the exponential representation of symplectic…

acc-phys · Physics 2008-02-03 Salman Habib , Robert D. Ryne