Related papers: Important Notes on Lyapunov Exponents
The problem of formulating self-consistent local and global stability exponents is shown to require global separation of variables. Posing the separation of variable problem, we see that many such separations are possible, but only one is…
We construct a continuous linear cocycle over an expanding base dynamics for which the Lyapunov exponents of all ergodic invariant probability measures are small, except for one measure whose Lyapunov exponents are away from zero. The…
We study the variation of Lyapunov exponents of simple dynamical systems near attractor-widening and attractor-merging crises. The largest Lyapunov exponent has universal behaviour, showing abrupt variation as a function of the control…
Cyclicity and instability inherent in the economy can manifest themselves in irregular fluctuations, including chaotic ones, which significantly reduces the accuracy of forecasting the dynamics of the economic system in the long run. We…
Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…
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…
In the dynamical systems approach to describing turbulent or otherwise chaotic flows, an important quantity is the Lyapunov exponents and vectors that characterize the strange attractor of the flow. In particular, knowledge of the Lyapunov…
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…
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…
It is shown that the asymptotic spectra of finite-time Lyapunov exponents of a variety of fully chaotic dynamical systems can be understood in terms of a statistical analysis. Using random matrix theory we derive numerical and in particular…
In latter days the technique of attractors dimension estimate of Lorenz type systems is actively developed. In this work the Lyapunov dimension of attractors of the Tigan and Yang systems is estimated.
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,…
Strange nonchaotic attractors (SNA) arise in quasiperiodically driven systems in the neighborhood of a saddle node bifurcation whereby a strange attractor is replaced by a periodic (torus) attractor. This transition is accompanied by Type-I…
The concept of Lyapunov exponent has long occupied a central place in the theory of Anderson localisation; its interest in this particular context is that it provides a reasonable measure of the localisation length. The Lyapunov exponent…
It has been recently realized that for abundant dynamical systems on a compact manifold, the set of points for which Lyapunov exponents fail to exist, called the Lyapunov irregular set, has positive Lebesgue measure. In the present paper,…
A generalization of the Lorenz equations is proposed where the variables take values in a Lie algebra. The finite dimensionality of the representation encodes the quantum fluctuations, while the non-linear nature of the equations can…
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 are essential tools in dynamical systems, as they allow the stability analysis of equilibrium points without the need to explicitly solve the system's equations. Despite their importance, no systematic method exists for…
In this paper we analyze local structure of several chaotic attractors recently suggested in literature as pseudohyperbolic. The absence of tangencies and thus the presence of the pseudohyperbolicity is verified using the method of angles…
The dependence of the Lyapunov exponent on the closeness parameter, $\epsilon$, in tangent bifurcation systems is investigated. We study and illustrate two averaging procedures for defining Lyapunov exponents in such systems. First, we…