English
Related papers

Related papers: A differential algorithm for the Lyapunov spectrum

200 papers

Polyhedral Lyapunov functions can approximate any norm arbitrarily well. Because of this, they are used to study the stability of linear time varying and linear parameter varying systems without being conservative. However, the…

Optimization and Control · Mathematics 2021-03-08 Dimitris Kousoulidis , Fulvio Forni

A general indicator of the presence of chaos in a dynamical system is the largest Lyapunov exponent. This quantity provides a measure of the mean exponential rate of divergence of nearby orbits. In this paper, we show that the so-called…

Chaotic Dynamics · Physics 2014-01-28 F. L. Dubeibe , L. D. Bermudez-Almanza

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

The statistical properties of finite-time Lyapunov exponents at the Ulam point of the logistic map are investigated. The exact analytical expression for the autocorrelation function of one-step Lyapunov exponents is obtained, allowing the…

Chaotic Dynamics · Physics 2009-11-10 Celia Anteneodo

We provide algorithms for computing a Lyapunov function for a class of systems where the state trajectories are constrained to evolve within a closed convex set. The dynamical systems that we consider comprise a differential equation which…

Optimization and Control · Mathematics 2020-10-09 Marianne Souaiby , Aneel Tanwani , Didier Henrion

This article deals with the stability analysis of a drilling system which is modelled as a coupled ordinary differential equation / string equation. The string is damped at the two boundaries but leading to a stable open-loop system. The…

Optimization and Control · Mathematics 2019-04-22 Matthieu Barreau , Alexandre Seuret , Frédéric Gouaisbaut

We study the regularity of the entropy spectrum of the Lyapunov exponents for hyperbolic maps on surfaces. It is well-known that the entropy spectrum is a concave upper semi-continuous function which is analytic on the interior of the set…

Dynamical Systems · Mathematics 2019-10-15 Pavel Javornik , Joseph Winter , Christian Wolf

We compute the diffusion coefficient and the Lyapunov exponent for a diffusive intermittent map by means of cycle expansion of dynamical zeta functions. The asymptotic power law decay of the coefficients of the relevant power series are…

chao-dyn · Physics 2009-10-30 Carl P. Dettmann , Per Dahlqvist

The phase space trajectories of many body systems charateristic of simple fluids are highly unstable. We quantify this instability by a set of Lyapunov exponents, which are the rates of exponential divergence, or convergence, of initial…

Chaotic Dynamics · Physics 2007-05-23 Harald A. Posch , Christina Forster

The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a…

Systems and Control · Computer Science 2019-09-23 Suat Gumussoy , Murad Abu-Khalaf

Techniques are developed for decoupling dissipative differential equations. The approach considered is based upon obtaining a sufficient gap in the time dependent linear portion of the equation that corresponds to the linear variational…

Numerical Analysis · Mathematics 2015-12-01 Yu-Min Chung , Andrew J. Steyer , Erik S. Van Vleck

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…

Optimization and Control · Mathematics 2012-12-27 Nikolai Krivulin

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…

Dynamical Systems · Mathematics 2019-12-24 Yacine Chitour , Nicola Guglielmi , Mario Sigalotti , Vladimir Protasov

This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong…

Dynamical Systems · Mathematics 2016-03-18 Hua Shao , Yuming Shi , Hao Zhu

We prove that the Lyapunov exponents of random products in a (real or complex) matrix group depends continuously on the matrix coefficients and probability weights. More generally, the Lyapunov exponents of the random product defined by any…

Dynamical Systems · Mathematics 2023-05-11 Artur Avila , Alex Eskin , Marcelo Viana

We introduce a simple quantum generalization of the spectrum of classical Lyapunov exponents. We apply it to the SYK and XXZ models, and study the Lyapunov growth and entropy production. Our numerical results suggest that a black hole is…

Quantum Physics · Physics 2019-04-15 Hrant Gharibyan , Masanori Hanada , Brian Swingle , Masaki Tezuka

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

Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…

Statistics Theory · Mathematics 2026-03-19 Cecilie Olesen Recke , Niels Richard Hansen

Brains process information through the collective dynamics of large neural networks. Collective chaos was suggested to underlie the complex ongoing dynamics observed in cerebral cortical circuits and determine the impact and processing of…

Chaotic Dynamics · Physics 2020-06-04 Rainer Engelken , Fred Wolf , L. F. Abbott

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