Related papers: Prediction Errors and Local Lyapunov Exponents
For a smooth expanding circle map, we show that the empirical distribution of Lyapunov exponents of periodic points of any fixed period is close to normal, with an error that decreases as the period grows. This establishes a version of the…
We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…
We study the spatiotemporal dynamics of random spatially distributed noninfinitesimal perturbations in one-dimensional chaotic extended systems. We find that an initial perturbation of finite size $\epsilon_0$ grows in time obeying the…
We present a general formalism for computing the largest Lyapunov exponent and its fluctuations in spatially extended systems described by diffusive fluctuating hydrodynamics, thus extending the concepts of dynamical system theory to 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.…
In this paper, we give a quantitative estimate for the sum of the first $N$ Lyapunov exponents for random perturbations of a natural class $2N$-dimensional volume-preserving systems exhibiting strong hyperbolicity on a large but…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
The character of the time-asymptotic evolution of physical systems can have complex, singular behavior with variation of a system parameter, particularly when chaos is involved. A perturbation of the parameter by a small amount $\epsilon$…
The predictability problem in the inverse energy cascade of two-dimensional turbulence is addressed by means of high resolution direct numerical simulations. The analysis is done in terms of the finite size Lyapunov exponent (FSLE) which is…
The relation among reliable computation time, Tc, float-point precision, K, and the Lyapunov exponent, {\lambda}, is obtained as Tc= (lnB/{\lambda})K+C, where B is the base of the float-point system and C is a constant dependent only on the…
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such systems seem stochastic when analyzed with linear techniques. However, uncovering the deterministic structure is important because it allows…
We study the largest Lyapunov exponent $\lambda$ and the finite size effects of a system of N fully-coupled classical particles, which shows a second order phase transition. Slightly below the critical energy density $U_c$, $\lambda$ shows…
We numerically study the distribution function of the conductivity (transmission) in the one-dimensional tight-binding Anderson model in the region of fluctuation states. We show that while single parameter scaling in this region is not…
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…
Some issues which are relevant for the recent state in climate modeling have been considered. A detailed overview of literature related to this subject is given. The concept in modeling of climate, as a complex system, seen through Godel's…
Using a multi-scaled, chaotic flow known as the KS model of turbulence, we investigate the dependence of Lyapunov exponents on various characteristics of the flow. We show that the KS model yields a power law relation between the Reynolds…
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…
We investigate the predictability aspects of rotating turbulent flows through extensive numerical simulations of a shell model of rotating turbulence. In particular, we measure the large-scale predictability time and find that it increases…
Reliable prediction of large chaotic sytems in the short to middle time range is of interest in a number of fields, including climate, ecology, seismology, and economics. In this paper, results from chaos theory, and statistical theory are…
This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…