Related papers: Lyapunov exponents and Oseledets decomposition in …
This is the third part in a series of papers concerned with principal Lyapunov exponents and principal Floquet subspaces of positive random dynamical systems in ordered Banach spaces. The current part focuses on applications of general…
The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…
We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…
We establish (i) stability of Lyapunov exponents and (ii) convergence in probability of Oseledets spaces for semi-invertible matrix cocycles, subjected to small random perturbations. The first part extends results of Ledrappier and Young to…
This is the second part in a series of papers concerned with principal Lyapunov exponents and principal Floquet subspaces of positive random dynamical systems in ordered Banach spaces. The current part focuses on applications of general…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
We compute Lyapunov vectors (LVs) corresponding to the largest Lyapunov exponents in delay-differential equations with large time delay. We find that characteristic LVs, and backward (Gram-Schmidt) LVs, exhibit long-range correlations,…
The Lyapunov exponents of locally constant GL(2;C)-cocycles over Bernoulli shifts depend continuously on the cocycle and on the invariant probability. The Oseledets decomposition also depends continuously on the cocycle, in measure.
For non-autonomous linear stochastic differential equations (SDEs), we establish that the top Lyapunov exponent is continuous if the coefficients "almost" uniformly converge. For autonomous SDEs, assuming the existence of invariant measures…
In this work, we present a comprehensive study of the relationship among uniform Lyapunov exponents, the Liouville trace formula, and adapted metrics for cocycles in Hilbert spaces. First, we prove that uniform Lyapunov exponents can be…
Delay differential equations (DDEs) are infinite-dimensional systems, so even a scalar, unforced nonlinear DDE can exhibit chaos. Lyapunov exponents are indicators of chaos and can be computed by comparing the evolution of infinitesimally…
We consider an abstract space of measurable linear cocycles and we assume the availability in this space of some appropriate uniform large deviation type estimates. Under these hypotheses we establish the continuity of the Oseledets…
We prove that, for semi-invertible continuous cocycles, continuity of Lyapunov exponents is equivalent to continuity, in measure, of Oseledets subspaces.
We consider the top Lyapunov exponent associated to a dissipative linear evolution equation posed on a separable Hilbert or Banach space. In many applications in partial differential equations, such equations are often posed on a scale of…
In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to trajectories that stay within a bounded domain for asymptotically long times. This is motivated by the desire to characterize local dynamical…
We consider nonautonomous cyclic systems of delay differential equations with variable delay. Under suitable feedback assumptions, we define an (integer valued) Lyapunov functional related to the number of sign changes of the coordinate…
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…
The probability distribution of finite-time Lyapunov exponents provides an important characterization of dynamical attractors. We study such distributions for strange nonchaotic attractors (SNAs) created through several different mechanisms…