English
Related papers

Related papers: Long-run growth rate in a random multiplicative mo…

200 papers

The Lyapunov exponents for Anderson localization are studied in a one dimensional disordered system. A random Gaussian potential with the power law decay $\sim 1/|x|^q$ of the correlation function is considered. The exponential growth of…

Statistical Mechanics · Physics 2015-05-13 Alexander Iomin

We compute the Lyapunov exponent, generalized Lyapunov exponents and the diffusion constant for a Lorentz gas on a square lattice, thus having infinite horizon. Approximate zeta functions, written in terms of probabilities rather than…

chao-dyn · Physics 2009-10-28 Per Dahlqvist

The author studied the growth of the amplitude in a Mathieu-like equation with multiplicative white noise. The approximate value of the exponent at the extremum on parametric resonance regions was obtained theoretically by introducing the…

Statistical Mechanics · Physics 2017-12-12 Masamichi Ishihara

In a roughening process, the growth exponent $\beta$ describes how the roughness $w$ grows with the time $t$: $w\sim t^{\beta}$. We determine the exponent $\beta$ of a growth process generated by the spatiotemporal patterns of the one…

Statistical Mechanics · Physics 2015-06-24 A. P. F. Atman , J. G. Moreira

Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…

Statistical Mechanics · Physics 2025-10-15 Virgile Troude , Didier Sornette

A distinct feature of Hermitian quantum chaotic dynamics is the exponential increase of certain out-of-time-order-correlation (OTOC) functions around the Ehrenfest time with a rate given by a Lyapunov exponent. Physically, the OTOCs…

High Energy Physics - Theory · Physics 2024-06-17 Antonio M. García-García , Jacobus J. M. Verbaarschot , Jie-ping Zheng

The scaling behaviour of the Lyapunov exponent near the transition to chaos via type-III intermittency is determined for a generic map. A critical exponent $\beta$ expressing the scaling of the Lyapunov exponent as a function of both, the…

Chaotic Dynamics · Physics 2007-10-02 M. G. Cosenza , O. Alvarez-Llamoza , G. A. Ponce

We give an exponential upper bound on the probabilitywith which the denominator of the $n$th convergent in the regular continued fraction expansion stays away from the mean $\frac{n\pi^2}{12\log2}$. The exponential rate is best possible,…

Dynamical Systems · Mathematics 2020-10-28 Hiroki Takahasi

We examine two analytical characterisation of the metastable behavior of a Markov chain. The first one expressed in terms of its transition probabilities, and the second one in terms of its large deviations rate functional. Consider a…

Probability · Mathematics 2022-07-07 L. Bertini , D. Gabrielli , C. Landim

This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the…

Optimization and Control · Mathematics 2014-07-30 Angelia Nedich , Ji Liu

We propose an efficient method to compute Lyapunov exponents and Lyapunov eigenvectors of long-range interacting many-particle systems, whose dynamics is described by the Vlasov equation. We show that an expansion of a distribution function…

Plasma Physics · Physics 2015-05-13 R. Paškauskas , G. De Ninno

We consider a coupled system of two singularly perturbed reaction-diffusion equations, with two small parameters $0< \epsilon \le \mu \le 1$, each multiplying the highest derivative in the equations. The presence of these parameters causes…

Numerical Analysis · Mathematics 2015-03-19 Jens Markus Melenk , Christos Xenophontos , Lisa Oberbroeckling

The parametric instability contribution to the largest Lyapunov exponent (LLE) is derived for a mean-field Hamiltonian model, with attractive long-range interactions. This uses a recent Riemannian approach to describe Hamiltonian chaos with…

chao-dyn · Physics 2009-10-31 M. C. Firpo

We study sporadic randomness by means of a non-extensive form of Lyapunov coefficient. We recover from a different perspective the same conclusion as that of an earlier work, namely, that the ordinary Pesin theorem applies (P.Gaspard and…

Statistical Mechanics · Physics 2007-05-23 Massimiliano Ignaccolo , Paolo Grigolini

We collect some applications of the variational formula established by Schr\"oder (1988) and Rue\ss (2013) for the quenched Lyapunov exponent of Brownian motion in stationary and ergodic nonnegative potential. We show for example that the…

Probability · Mathematics 2016-03-27 Johannes Rueß

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability…

Probability · Mathematics 2022-03-15 Richard Aoun , Pierre Mathieu , Cagri Sert

Due to the second principle of thermodynamics, the time dependence of entropy for all kinds of systems under all kinds of physical circumstances always thrives interest. The logistic map $x_{t+1}=1-a x_t^2 \in [-1,1]\;(a\in [0,2])$ is…

Statistical Mechanics · Physics 2023-05-02 Constantino Tsallis , Ernesto P. Borges

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

We investigate prethermalization by studying the statistical properties of the time-dependent largest Lyapunov exponent $\Lambda(t)$ for unitary-circuit maps upon approaching integrability. We follow the evolution of trajectories for…

Chaotic Dynamics · Physics 2025-01-15 Xiaodong Zhang , Gabriel M. Lando , Barbara Dietz , Sergej Flach

We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…

Probability · Mathematics 2026-01-07 Sayan Banerjee , Amarjit Budhiraja , Dilshad Imon