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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

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

We consider orthogonally invariant probability measures on $\mathrm{GL}_n(\mathbb{R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices to the Lyapunov exponents of random matrix products independently drawn…

Dynamical Systems · Mathematics 2022-08-23 Diego Armentano , Gautam Chinta , Siddhartha Sahi , Michael Shub

We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative matrices. The method is based on using special positive homogeneous functionals on $R^{d}_+,$ which gives iterative lower and upper bounds for…

Optimization and Control · Mathematics 2012-01-17 Vladimir Yu. Protasov , Raphael M. Jungers

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…

Mathematical Physics · Physics 2020-12-24 David Sutter , Omar Fawzi , Renato Renner

An integral formula is given representing the generalized principal Lyapunov estimate for random linear parabolic PDEs. As an application, an upper estimate of the exponent is obtained.

Dynamical Systems · Mathematics 2017-09-14 Janusz Mierczyński , Wenxian Shen

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

We present an analytical-numerical method providing robust upper estimates for the topological entropy or, more generally, uniform volume growth exponents of differentiable mappings. By introducing varying metrics, we simplify the analysis…

Dynamical Systems · Mathematics 2025-03-17 Mikhail Anikushin , Andrey Romanov

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…

adap-org · Physics 2009-10-31 Bartolo Luque , Ricard V. Sole

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…

Dynamical Systems · Mathematics 2020-01-08 Natalia Jurga , Ian Morris

The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing scenarios where the Lyapunov exponent is strictly positive is a fundamental challenge that is relevant in many applications. In this work we…

Dynamical Systems · Mathematics 2022-01-19 Marius Lemm , David Sutter

In this article, we consider the ergodic optimization of the top Lyapunov exponent. We prove that there is a unique maximising measure of top Lyapunov expoent for typical matrix cocyles. By using the results we obtain, we prove that in any…

Dynamical Systems · Mathematics 2021-12-24 Wanshan Lin , Xueting Tian

In a recent paper [Asymptotic of the largest Floquet multiplier for cooperative matrices Annales de la Facult\'e des Sciences de Toulouse, Tome XXXI, no 4 (2022)] P. Carmona gives an asymptotic formulae for the top Lyapunov exponent of a…

Dynamical Systems · Mathematics 2023-10-25 Michel Benaïm , Claude Lobry , Tewfik Sari , Édouard Strickler

We derive a series summation formula for the average logarithm norm of the action of a matrix on the projective space. This formula is shown to be useful to evaluate some Lyapunov exponents of random $\SL$-matrix cocycles, which include a…

Dynamical Systems · Mathematics 2012-07-25 A. T. Baraviera , P. Duarte

We present a simple proof of monotonicity for cooperative systems of linear ordinary differential equations, without having recourse to approximation by strongly cooperative systems.

Classical Analysis and ODEs · Mathematics 2013-04-25 Janusz Mierczyński

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…

chao-dyn · Physics 2009-10-22 Salman Habib , Robert D. Ryne

This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…

Dynamical Systems · Mathematics 2021-08-25 Ying Chao , Pingyuan Wei , Jinqiao Duan

It is proved that for the top Lyapunov exponent of a random matrix system of the form $\{A D(\omega)\}$, where $A$ is a nonnegative matrix and $D(\omega)$ is a diagonal matrix with positive diagonal entries, is bounded from below by the top…

Dynamical Systems · Mathematics 2017-05-09 Janusz Mierczyński

For differentiable dynamical systems with dominated splittings, we give upper estimates on the measure-theoretic tail entropy in terms of Lyapunov exponents. As our primary application, we verify the upper semi-continuity of metric entropy…

Dynamical Systems · Mathematics 2019-01-08 Yongluo Cao , Gang Liao , Zhiyuan You
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