English
Related papers

Related papers: Maximal Lyapunov exponent at Crises

200 papers

In Part II of this paper, we concentrate our analysis on the price dynamical model with the moving average rules developed in Part I of this paper. By decomposing the excessive demand function, we reveal that it is the interplay between…

Trading and Market Microstructure · Quantitative Finance 2016-11-18 Li-Xin Wang

We give lower and upper bounds on both the Lyapunov exponent and generalised Lyapunov exponents for the random product of positive and negative shear matrices. These types of random products arise in applications such as fluid stirring…

Dynamical Systems · Mathematics 2022-07-20 Rob Sturman , Jean-Luc Thiffeault

By tracking the divergence of two initially close trajectories in phase space in an Eulerian approach to forced turbulence, the relation between the maximal Lyapunov exponent $\lambda$, and the Reynolds number $Re$ is measured using direct…

Fluid Dynamics · Physics 2018-01-31 A. Berera , R. D. J. G. Ho

For general dissipative dynamical systems we study what fraction of solutions exhibit chaotic behavior depending on the dimensionality $d$ of the phase space. We find that a system of $d$ globally coupled ODE's with quadratic and cubic…

Disordered Systems and Neural Networks · Physics 2017-02-07 Iaroslav Ispolatov , Michael Doebeli , Sebastian Allende , Vaibhav Madhok

We study one-dimensional, continuum Bernoulli-Anderson models with general single-site potentials and prove positivity of the Lyapunov exponent away from a discrete set of critical energies. The proof is based on F\"urstenberg's Theorem.…

Mathematical Physics · Physics 2014-12-31 David Damanik , Robert Sims , Gunter Stolz

A kinetic approach is adopted to describe the exponential growth of a small deviation of the initial phase space point, measured by the largest Lyapunov exponent, for a dilute system of hard disks, both in equilibrium and in a uniform shear…

Chaotic Dynamics · Physics 2015-06-26 R. van Zon , H. van Beijeren

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

Macroscopic systems subjected to injection and dissipation of energy can exhibit complex spatiotemporal behaviors as result of dissipative self-organization. Here, we report a one and two dimensional pattern forming set up, which exhibits a…

Pattern Formation and Solitons · Physics 2016-08-24 Marcel G. Clerc , Gregorio González-Cortés , Vincent Odent , Mario Wilson

Fluids cooled to the liquid-vapor critical point develop system-spanning fluctuations in density that transform their visual appearance. Despite the rich phenomenology of this critical point, there is not currently an explanation of the…

Statistical Mechanics · Physics 2020-10-09 Moupriya Das , Jason R. Green

We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times,…

Dynamical Systems · Mathematics 2011-06-21 Tomasz Stachowiak , Marek Szydlowski

We study the problem of estimating the maximal Lyapunov exponent of dominated cocycles. In particular we are concerned with cocycles over Gibbs states on shifts of finite type for which both the function defining the cocycle and the…

Dynamical Systems · Mathematics 2021-05-13 Mark Piraino

The coexistence of infinitely many attractors is called extreme multistability in dynamical systems. In coupled systems, this phenomenon is closely related to partial synchrony and characterized by the emergence of a conserved quantity. We…

Chaotic Dynamics · Physics 2015-06-11 Chittaranjan Hens , Syamal K. Dana , Ulrike Feudel

We show that long chaotic transients dominate the dynamics of randomly diluted networks of pulse-coupled oscillators. This contrasts with the rapid convergence towards limit cycle attractors found in networks of globally coupled units. The…

Disordered Systems and Neural Networks · Physics 2009-11-10 Alexander Zumdieck , Marc Timme , Theo Geisel , Fred Wolf

We examine the effective field theory (EFT) of maximal chaos through the lens of Krylov complexity and the Universal Operator Growth Hypothesis. We test the relationship between two measures of quantum chaos: out-of-time-ordered correlators…

High Energy Physics - Theory · Physics 2026-03-16 Saskia Demulder , Maria Knysh , Andrew Rolph

Lyapunov exponents of a dynamical system are a useful tool to gauge the stability and complexity of the system. This paper offers a definition of Lyapunov exponents for a sequence of free linear operators. The definition is based on the…

Probability · Mathematics 2008-11-29 Vladislav Kargin

The time-averaged Lyapunov exponents support a mechanistic description of the chaos generated in and by nonlinear dynamical systems. The exponents are ordered from largest to smallest with the largest one describing the exponential growth…

Statistical Mechanics · Physics 2017-03-09 William Graham Hoover , Carol Griswold Hoover

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

The effect of rapid oscillations, related to large dispersion terms, on the dynamics of dissipative evolution equations is studied for the model examples of the 1D complex Ginzburg-Landau and the Kuramoto-Sivashinsky equations. Three…

Analysis of PDEs · Mathematics 2016-01-05 Anna Kostianko , Edriss Titi , Sergey Zelik

Random neural networks are dynamical descriptions of randomly interconnected neural units. These show a phase transition to chaos as a disorder parameter is increased. The microscopic mechanisms underlying this phase transition are unknown,…

Mathematical Physics · Physics 2013-03-18 Gilles Wainrib , Jonathan Touboul

We consider the effect of volume fluctuations on cumulants of the net baryon number. Based on a general formalism, we derive universal expressions for the net baryon number cumulants in the presence of volume fluctuations with an arbitrary…

High Energy Physics - Phenomenology · Physics 2016-03-03 V. Skokov , B. Friman , K. Redlich