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Finite-time Lyapunov exponents of generic chaotic dynamical systems fluctuate in time. These fluctuations are due to the different degree of stability across the accessible phase-space. A recent numerical study of spatially-extended systems…
A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…
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,…
Space-time directional Lyapunov exponents are introduced. They describe the maximal velocity of propagation to the right or to the left of fronts of perturbations in a frame moving with a given velocity. The continuity of these exponents as…
We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…
The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…
We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…
Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and 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…
Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…
In this paper we consider a model for the diffusion of a population in a strip-shaped field, where the growth of the species is governed by a Fisher-KPP equation and which is bounded on one side by a road where the species can have a…
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…
In this work we study travelling wave solutions to bistable reaction diffusion equations on bi-infinite $k$-ary trees in the continuum regime where the diffusion parameter is large. Adapting the spectral convergence method developed by…
Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear…
The predictability problem for systems with different characteristic time scales is investigated. It is shown that even in simple chaotic dynamical systems, the leading Lyapunov exponent is not sufficient to estimate the predictability…
We study periodic wind-tree models, unbounded planar billiards with periodically located rectangular obstacles. For a class of rational parameters we show the existence of completely periodic directions, and recurrence; for another class of…
A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…
Localization of acoustic waves in a one dimensional water duct containing many randomly distributed air filled blocks is studied. Both the Lyapunov exponent and its variance are computed. Their statistical properties are also explored…
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…
It is frequently asserted that in a chaotic system two initially close points will separate at an exponential rate governed by the largest global Lyapunov exponent. Local Lyapunov exponents, however, are more directly relevant to…