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We present a heuristic derivation of the maximal Lyapunov exponent $\gamma$ of homogeneous turbulence which yields two new relations, a sweeping relation and the scaling of the uncertainty field's integral length $L_{\Delta}$. These…

Fluid Dynamics · Physics 2025-07-29 Jin Ge , Joran Rolland , John Christos Vassilicos

We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in…

Dynamical Systems · Mathematics 2014-06-24 Nicola Guglielmi , Linda Laglia , Vladimir Protasov

In the present paper we give a positive answer to some questions posed by Viana on the existence of positive Lyapunov exponents for Hamiltonian linear differential systems. We prove that there exists an open and dense set of Hamiltonian…

Dynamical Systems · Mathematics 2014-07-02 Mario Bessa , Paulo Varandas

The linear Lyapunov equation of a covariance matrix parametrizes the equilibrium covariance matrix of a stochastic process. This parametrization can be interpreted as a new graphical model class, and we show how the model class behaves…

Machine Learning · Statistics 2020-05-22 Gherardo Varando , Niels Richard Hansen

The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic…

Optimization and Control · Mathematics 2012-12-27 N. K. Krivulin

The Lyapunov spectrum corresponding to a periodic orbit for a two dimensional many particle system with hard core interactions is discussed. Noting that the matrix to describe the tangent space dynamics has the block cyclic structure, the…

Chaotic Dynamics · Physics 2015-06-26 Tooru Taniguchi , Carl P. Dettmann , Gary. P. Morriss

We study the singular values and Lyapunov exponents of non-stationary random matrix products subject to small, absolutely continuous, additive noise. Consider a fixed sequence of matrices of bounded norm. Independently perturb the matrices…

Probability · Mathematics 2025-12-22 Sam Bednarski , Jonathan DeWitt , Anthony Quas

We present an analysis of one-dimensional models of dynamical systems that possess 'coherent structures'; global structures that disperse more slowly than local trajectory separation. We study cocycles generated by expanding interval maps…

Dynamical Systems · Mathematics 2011-02-16 Gary Froyland , Simon Lloyd , Anthony Quas

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

We compute Lyapunov spectra for Coulombic and gravitational versions of the one-dimensional systems of parallel sheets with periodic boundary conditions. Exact time evolution of tangent-space vectors are derived and are utilized toward…

Chaotic Dynamics · Physics 2016-05-20 Pankaj Kumar , Bruce N. Miller

An analytical expression for the maximal Lyapunov exponent $\lambda_1$ in generalized Fermi-Pasta-Ulam oscillator chains is obtained. The derivation is based on the calculation of modulational instability growth rates for some unstable…

Statistical Mechanics · Physics 2016-08-31 Thierry Dauxois , Stefano Ruffo , Alessandro Torcini

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…

Chaotic Dynamics · Physics 2009-10-31 Jean-Luc Thiffeault , Allen H. Boozer

We study the class of transitive skew-products associated with iterated function systems of circle diffeomorphisms. We can approximate any transitive skew-product by maps in this class that have a robustly zero Lyapunov exponent. In…

Dynamical Systems · Mathematics 2026-04-21 Pablo G. Barrientos , Joel Angel Cisneros

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…

Optimization and Control · Mathematics 2018-06-13 Adrien Taylor , Bryan Van Scoy , Laurent Lessard

This works investigates the Lyapunov-Oseledets spectrum of transfer operator cocycles associated to one-dimensional random paired tent maps depending on a parameter $\epsilon$, quantifying the strength of the \emph{leakage} between two…

Dynamical Systems · Mathematics 2021-01-19 Cecilia González-Tokman , Anthony Quas

This paper is concerned with the study of random (Bernoulli and Markovian) product of matrices on a compact space of symbols. We establish the analyticity of the maximal Lyapunov exponent as a function of the transition probabilities, thus…

Dynamical Systems · Mathematics 2026-01-22 Artur Amorim , Marcelo Durães , Aline Melo

We establish some conditions under which $\text{GL}(d,\mathbb{R})$-valued cocycles over a subshift of finite type, equipped with an equilibrium state, exhibit exponential asymptotics for the spectral radius. Specifically, we show that the…

Dynamical Systems · Mathematics 2026-03-26 Nicolas Martinez Ramos

It is proven that the inverse localization length of an Anderson model on a strip of width $L$ is bounded above by $L/\lambda^2$ for small values of the coupling constant $\lambda$ of the disordered potential. For this purpose, a formalism…

Mathematical Physics · Physics 2016-10-28 Hermann Schulz-Baldes

Many applications, such as systems of interacting particles in physics, require the simulation of diffusion processes with singular coefficients. Standard Euler schemes are then not convergent, and theoretical guarantees in this situation…

Probability · Mathematics 2026-01-26 Tim Johnston , Pierre Monmarché

The transfer matrix method is applied to finite quasi-1D disordered samples attached to perfect leads. The model is described by structured band matrices with random and regular entries. We investigate numerically the level spacing…

Disordered Systems and Neural Networks · Physics 2009-10-31 T. Kottos , F. M. Izrailev , A. Politi
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