Related papers: Integral representation of Lyapunov exponents
The purpose of this paper is first to give an asymptotic formula for the holomorphic analytic torsion forms of a fibration associated with increasing powers of a given line bundle. Secondly, we generalize this formula, thanks to the theory…
A point source on a plane constantly emits particles which rapidly diffuse and then stick to a growing cluster. The growth probability of a cluster is presented as a sum over all possible scenarios leading to the same final shape. The…
In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean--Vlasov diffusions with super-linear kernels. In this setting, the…
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…
The objective of the research is to develop a general method of constructing Lyapunov functions for non-linear non-autonomous differential inclusions described by ordinary differential equations with parameters. The goal has been attained…
In this paper, an asymptotic stability proof for a class of methods for inexact nonlinear model predictive control is presented. General Q-linearly convergent online optimization methods are considered and an asymptotic stability result is…
We have previously shown that the nonlinear growth of a finite-amplitude perturbation to a basic state given by a baroclinic zonal flow on the $\beta$-plane in a thermal quasigeostrophic reduced-gravity model can be a priori bounded. In…
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…
We consider the growth of the norms of transfer matrices of ergodic discrete Schr\"odinger operators in one dimension. It is known that the set of energies at which the rate of exponential growth is slower than prescribed by the Lyapunov…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
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…
We study the fiber Lyapunov exponents of step skew-product maps over a complete shift of $N$, $N\ge2$, symbols and with $C^1$ diffeomorphisms of the circle as fiber maps. The systems we study are transitive and genuinely nonhyperbolic,…
We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…
The present work analyzes the statistics of finite scale local Lyapunov exponents of pairs of fluid particles trajectories in fully developed incompressible homogeneous isotropic turbulence. According to the hypothesis of fully developed…
In this paper we study the asymptotic behavior of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an…
The nonlinear two-time-scale stochastic approximation is widely studied under conditions of bounded variances in noise. Motivated by recent advances that allow for variability linked to the current state or time, we consider state- and…
The statistical behaviour of a product of independent, identically distributed random matrices in $\text{SL}(2,{\mathbb R})$ is encoded in the generalised Lyapunov exponent $\Lambda$; this is a function whose value at the complex number $2…
In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…
We analyze the two-point motions of iterated function systems on the unit interval generated by expanding and contracting affine maps, where the expansion and contraction rates are determined by a pair $(M,N)$ of integers. This dynamics…
The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing scenarios where the Lyapunov exponent is strictly positive is a fundamental challenge that is relevant in many applications. In this work we…