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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…

Dynamical Systems · Mathematics 2024-10-04 Zhenxin Liu , Lixin Zhang

This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…

Dynamical Systems · Mathematics 2021-08-25 Ying Chao , Pingyuan Wei , Jinqiao Duan

We consider the top Lyapunov exponent associated to the advection-diffusion and linearised Navier-Stokes equations on the two-dimensional torus. The velocity field is given by the stochastic Navier-Stokes equations driven by a…

Probability · Mathematics 2024-11-18 Martin Hairer , Sam Punshon-Smith , Tommaso Rosati , Jaeyun Yi

For a one-dimensional discrete Schr\"odinger operator with a weakly coupled potential given by a strongly mixing dynamical system with power law decay of correlations, we derive for all energies including the band edges and the band center…

Mathematical Physics · Physics 2011-01-25 Christian Sadel , Hermann Schulz-Baldes

Motivated by the evolution of a population in a slowly varying random environment, we consider the 1D Anderson model on finite volume, with viscosity $ \kappa > 0 $: $$ \partial_{t} u(t,x) = \kappa \Delta u(t,x) + \xi(t, x) u(t,x), \quad…

Probability · Mathematics 2021-10-01 Tommaso Rosati

Quantitative estimates for the top Lyapunov exponents for systems of stochastic reaction-diffusion equations are proven. The treatment includes reaction potentials with degenerate minima. The proof relies on an asymptotic expansion of the…

Probability · Mathematics 2022-07-21 B. Gess , P. Tsatsoulis

This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong…

Dynamical Systems · Mathematics 2016-03-18 Hua Shao , Yuming Shi , Hao Zhu

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

Let $M$ be a 2$d-$dimensional compact connected Riemannian manifold and $\omega$ be a symplectic form on $M$. In this paper, we prove that a symplectic diffeomorphism, with all Lyapunov exponent zero for almost everywhere, can be $C^1$…

Dynamical Systems · Mathematics 2015-06-18 Chao Liang

This paper discusses the Lyapunov exponent for small particles in a spatially and temporally smooth flow in one dimension. Using a plausible model for the statistics of the velocity gradient in the vicinity of a particle, the Lyapunov…

Fluid Dynamics · Physics 2009-11-17 Michael Wilkinson

It has been recently realized that for abundant dynamical systems on a compact manifold, the set of points for which Lyapunov exponents fail to exist, called the Lyapunov irregular set, has positive Lebesgue measure. In the present paper,…

Dynamical Systems · Mathematics 2022-03-30 Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

In this paper, we study the existence of $n$-dimensional linear stochastic differential equations (SDEs) such that the sign of Lyapunov exponents is changed under an exponentially decaying perturbation. First, we show that the equation with…

Dynamical Systems · Mathematics 2023-01-04 Xianjin Cheng , Zhenxin Liu , Lixin Zhang

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…

Dynamical Systems · Mathematics 2022-08-01 Alex Blumenthal , Sam Punshon-Smith

We put forward a new method for obtaining quantitative lower bounds on the top Lyapunov exponent of stochastic differential equations (SDEs). Our method combines (i) an (apparently new) identity connecting the top Lyapunov exponent to a…

Dynamical Systems · Mathematics 2022-08-04 Jacob Bedrossian , Alex Blumenthal , Sam Punshon-Smith

In this paper, we prove the existence and uniqueness of maximally defined strong solutions to SDEs driven by multiplicative noise on general space-time domains $Q\subset\mathbb{R}_+\times\mathbb{R}^d$, which have continuous paths on the…

Probability · Mathematics 2019-10-10 Chengcheng Ling , Michael Röckner , Xiangchan Zhu

We investigate the dependence of the largest Lyapunov exponent of a $N$-particle self-gravitating ring model at equilibrium with respect to the number of particles and its dependence on energy. This model has a continuous phase-transition…

Statistical Mechanics · Physics 2018-04-04 L. H. Miranda Filho , M. A. Amato , T. M. Rocha Filho

We obtain a local stable manifold theorem for perturbations of nonautonomous linear difference equations possessing a very general type of nonuniform dichotomy, possibly with different growth rates in the uniform and nonuniform parts. We…

Dynamical Systems · Mathematics 2011-05-12 António J. G. Bento , César M. Silva

In this short note, we prove positivity of the Lyapunov exponent for 1D continuum Anderson models by leveraging some classical tools from inverse spectral theory. The argument is much simpler than the existing proof due to…

Spectral Theory · Mathematics 2019-03-08 Valmir Bucaj , David Damanik , Jake Fillman , Vitaly Gerbuz , Tom VandenBoom , Fengpeng Wang , Zhenghe Zhang

The largest Lyapunov exponent $\lambda^+$ for a dilute gas with short range interactions in equilibrium is studied by a mapping to a clock model, in which every particle carries a watch, with a discrete time that is advanced at collisions.…

chao-dyn · Physics 2009-10-30 R. van Zon , H. van Beijeren , Ch. Dellago

We study discontinuity of the Lyapunov exponent. We construct a limit-periodic Schr\"odinger operator, of which the Lyapunov exponent has a positive measure set of discontinuities. We also show that the limit-periodic potentials, whose…

Spectral Theory · Mathematics 2015-03-17 Zheng Gan , Helge Krueger
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