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Lyapunov exponents (LEs) are key indicators of chaos in dynamical systems. In general relativity the classical definition of LE meets difficulty because it is not coordinate invariant and spacetime coordinates lose their physical meaning as…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Xin Wu , Tian-yi Huang

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…

Dynamical Systems · Mathematics 2019-07-16 Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

In this note, a novel methodology that can extract a number of analysis results for linear time-invariant systems (LTI) given only a single trajectory of the considered system is proposed. The superiority of the proposed technique relies on…

Systems and Control · Electrical Eng. & Systems 2021-09-22 Hassan Abdelraouf , Fahad Albalawi , Eric Feron

The classical approach for studying atmospheric variability is based on defining a background state and studying the linear stability of the small fluctuations around such a state. Weakly non-linear theories can be constructed using higher…

Atmospheric and Oceanic Physics · Physics 2016-01-20 Sebastian Schubert , Valerio Lucarini

In this article we study if a Deep Learning technique can be used to obtain an approximated value of the Lyapunov exponents of a dynamical system. Moreover, we want to know if Machine Learning techniques are able, once trained, to provide…

Dynamical Systems · Mathematics 2024-06-25 Carmen Mayora-Cebollero , Ana Mayora-Cebollero , Álvaro Lozano , Roberto Barrio

We introduce a data-driven method and shows its skills for spatiotemporal prediction of high-dimensional chaotic dynamics and turbulence. The method is based on a finite-dimensional approximation of the Koopman operator where the…

Fluid Dynamics · Physics 2019-09-04 Mohammad Amin Khodkar , Pedram Hassanzadeh , Athanasios Antoulas

Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…

Statistics Theory · Mathematics 2023-11-16 Philipp Dettling , Mathias Drton , Mladen Kolar

We introduce a new class of quadratic functions based on a hierarchy of linear time-varying (LTV) dynamical systems. These quadratic functions in the higher order space can be also seen as a non-homogeneous polynomial Lyapunov functions for…

Systems and Control · Electrical Eng. & Systems 2024-01-25 Hassan Abdelraouf , Eric Feron , Jeff S. Shamma

A general indicator of the presence of chaos in a dynamical system is the largest Lyapunov exponent. This quantity provides a measure of the mean exponential rate of divergence of nearby orbits. In this paper, we show that the so-called…

Chaotic Dynamics · Physics 2014-01-28 F. L. Dubeibe , L. D. Bermudez-Almanza

We use recent advances in the machine learning area known as 'reservoir computing' to formulate a method for model-free estimation from data of the Lyapunov exponents of a chaotic process. The technique uses a limited time series of…

Chaotic Dynamics · Physics 2018-01-17 Jaideep Pathak , Zhixin Lu , Brian R. Hunt , Michelle Girvan , Edward Ott

Despite the existence of formal guarantees for learning-based control approaches, the relationship between data and control performance is still poorly understood. In this paper, we propose a Lyapunov-based measure for quantifying the…

Systems and Control · Electrical Eng. & Systems 2021-08-02 Armin Lederer , Alexandre Capone , Thomas Beckers , Jonas Umlauft , Sandra Hirche

We conduct direct numerical simulations to investigate the synchronization of Kolmogorov flows in a periodic box, with a focus on the mechanisms underlying the asymptotic evolution of infinitesimal velocity perturbations, also known as…

Fluid Dynamics · Physics 2025-01-28 Jian Li , Wenwen Si , Yi Li

The goal of this paper is twofold. In the first part we discuss a general approach to determine Lyapunov exponents from ensemble- rather than time-averages. The approach passes through the identification of locally stable and unstable…

Chaotic Dynamics · Physics 2009-11-11 Antonio Politi , Francesco Ginelli , Serhiy Yanchuk , Yuri Maistrenko

This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical…

Dynamical Systems · Mathematics 2021-11-10 Miki U Kobayashi , Kengo Nakai , Yoshitaka Saiki , Natsuki Tsutsumi

The equations of complex dynamical systems may not be identified by expert knowledge, especially if the underlying mechanisms are unknown. Data-driven discovery methods address this challenge by inferring governing equations from…

Machine Learning · Computer Science 2026-02-05 Amit K. Chakraborty , Hao Wang , Pouria Ramazi

The sensitivity of trajectories over finite time intervals t to perturbations of the initial conditions can be associated with a finite-time Lyapunov exponent lambda, obtained from the elements M_{ij} of the stability matrix M. For globally…

Disordered Systems and Neural Networks · Physics 2007-05-23 H. Schomerus , M. Titov

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 describe methods of estimating the entire Lyapunov spectrum of a spatially extended system from multivariate time-series observations. Provided that the coupling in the system is short range, the Jacobian has a banded structure and can…

Chaotic Dynamics · Physics 2009-10-31 R. Carretero-González , S. Ørstavik , J. Stark

A method for determining the dimension and state space geometry of inertial manifolds of dissipative extended dynamical systems is presented. It works by projecting vector differences between reference states and recurrent states onto local…

Chaotic Dynamics · Physics 2012-09-12 Hongliu Yang , Guenter Radons

Despite the prominent importance of the Lyapunov exponents for characterizing chaos, it still remains a challenge to measure them for large experimental systems, mainly because of the lack of recurrences in time series analysis. Here we…

Chaotic Dynamics · Physics 2018-12-20 Taro P. Shimizu , Kazumasa A. Takeuchi