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The objective of this paper is to study detectability, observability and related Lyapunov-type theorems of linear discrete-time time-varying stochastic systems with multiplicative noise. Some new concepts such as uniform detectability,…

Optimization and Control · Mathematics 2015-09-16 Weihai Zhang , Wei Xing Zheng , Bor-Sen Chen

The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…

Systems and Control · Computer Science 2016-07-12 Omar Zakary , Mostafa Rachik

Instabilities in 1D spatially extended systems are studied with the aid of both temporal and spatial Lyapunov exponents. A suitable representation of the spectra allows a compact description of all the possible disturbances in tangent…

chao-dyn · Physics 2009-10-28 Stefano Lepri , Antonio Politi , Alessandro Torcini

This Letter demonstrates for chaotic maps (logistic, classical and quantum standard maps (SMs)) that the exponential growth rate ($\Lambda$) of the out-of-time-ordered four-point correlator (OTOC) is equal to the classical Lyapunov exponent…

Chaotic Dynamics · Physics 2022-08-31 Miguel A P Reynoso , Guilherme J Delben , Martin Schlesinger , Marcus W Beims

We conjecture a sharp bound on the rate of growth of chaos in thermal quantum systems with a large number of degrees of freedom. Chaos can be diagnosed using an out-of-time-order correlation function closely related to the commutator of…

High Energy Physics - Theory · Physics 2016-09-21 Juan Maldacena , Stephen H. Shenker , Douglas Stanford

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…

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

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…

General Mathematics · Mathematics 2024-07-12 Brandon Le

We use results on Virasoro conformal blocks to study chaotic dynamics in CFT$_2$ at large central charge c. The Lyapunov exponent $\lambda_L$, which is a diagnostic for the early onset of chaos, receives $1/c$ corrections that may be…

High Energy Physics - Theory · Physics 2016-01-26 A. Liam Fitzpatrick , Jared Kaplan

We investigate chaos in mixed-phase-space Hamiltonian systems using time series of the finite- time Lyapunov exponents. The methodology we propose uses the number of Lyapunov exponents close to zero to define regimes of ordered…

Chaotic Dynamics · Physics 2015-06-16 R. M. da Silva , C. Manchein , M. W. Beims , E. G. Altmann

We develop an extension of the fast method of angles for hyperbolicity verification in chaotic systems with an arbitrary number of time-delay feedback loops. The adopted method is based on the theory of covariant Lyapunov vectors and…

Chaotic Dynamics · Physics 2017-09-13 Pavel V. Kuptsov , Sergey P. Kuznetsov

We consider the relation between relaxation time and the largest Lyapunov exponent in a system of two coupled oscillators, one of them being harmonic. It has been found that in a rather broad region of parameter space, contrary to the…

Chaotic Dynamics · Physics 2009-11-11 P. K. Papachristou , E. Mavrommatis , V. Constantoudis , F. Diakonos , J. Wambach

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

We consider a finite family of invertible $2 \times 2$ real matrices and a transitive Markov shift on the index set. Let $\lambda$ be the top Lyapunov exponent for random matrix products driven by the Markov shift. We prove that, if the…

Dynamical Systems · Mathematics 2026-04-15 Nima Alibabaei

Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…

Functional Analysis · Mathematics 2012-06-26 A. G. Ramm , V. Volpert

In the current work we demonstrate the principal possibility of prediction of the response of the largest Lyapunov exponent of a chaotic dynamical system to a small constant forcing perturbation via a linearized relation, which is computed…

Dynamical Systems · Mathematics 2017-02-28 Rafail V. Abramov

Using direct numerical simulation we study the behavior of the maximal Lyapunov exponent in thin-layer turbulence, where one dimension of the system is constrained geometrically. Such systems are known to exhibit transitions from fully…

Fluid Dynamics · Physics 2021-06-02 Daniel Clark , Andres Armua , Calum Freeman , Daniel J. Brener , Arjun Berera

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…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

We investigate functions that are exact solutions to chaotic dynamical systems. A generalization of these functions can produce truly random numbers. For the first time, we present solutions to random maps. This allows us to check,…

Chaotic Dynamics · Physics 2009-11-07 J. A. Gonzalez , L. I. Reyes , L. E. Guerrero