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We investigate two salient chaotic features, namely Lyapunov exponent and butterfly velocity, for an asymptotically Lifshitz black hole background with arbitrary dynamical critical exponent. These features are computed using three methods:…
In Part II of this paper, we concentrate our analysis on the price dynamical model with the moving average rules developed in Part I of this paper. By decomposing the excessive demand function, we reveal that it is the interplay between…
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 concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump…
This paper presents an analysis approach to finite-time attraction in probability concerns with nonlinear systems described by nonlinear random differential equations (RDE). RDE provide meticulous physical interpreted models for some…
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…
We continue our study of the parabolic Anderson equation $\partial u/\partial t = \kappa\Delta u + \gamma\xi u$ for the space-time field $u\colon\,\Z^d\times [0,\infty)\to\R$, where $\kappa \in [0,\infty)$ is the diffusion constant,…
We study the Lyapunov instability of a two-dimensional fluid composed of rigid diatomic molecules, with two interaction sites each, and interacting with a WCA site-site potential. We compute full spectra of Lyapunov exponents for such a…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
We study distributed differentiation, where agents in a networked system estimate the average of local time-varying signals and their derivatives under mild assumptions on the agents' signals and their first and second derivatives. Existing…
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 study the phenomenon of lack of reversibility in molecular dynamics algorithms for the case of Wilson's lattice QCD. We demonstrate that the classical equations of motion that are employed in these algorithms are chaotic in nature. The…
We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…
We first study the discrete Schr\"odinger equations with analytic potentials given by a class of transformations. It is shown that if the coupling number is large, then its logarithm equals approximately to the Lyapunov exponents. When the…
Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate…
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…
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…
We study the influence of disorder on propagation of waves in one-dimensional structures. Transmission properties of the process governed by the Schr\"{o}dinger equation with the white noise potential can be expressed through the Lyapunov…
We compute semi-analytic and numerical estimates for the largest Lyapunov exponent in a many-particle system with long-range interactions, extending previous results for the Hamiltonian Mean Field model with a cosine potential. Our results…