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We present a survey of the theory of the Lyapunov Characteristic Exponents (LCEs) for dynamical systems, as well as of the numerical techniques developed for the computation of the maximal, of few and of all of them. After some historical…

Chaotic Dynamics · Physics 2010-03-24 Charalampos Skokos

Finite-size scaling is a key tool in statistical physics, used to infer critical behavior in finite systems. Here we use the analogous concept of finite-time scaling to describe the bifurcation diagram at finite times in discrete dynamical…

Adaptation and Self-Organizing Systems · Physics 2018-04-12 Alvaro Corral , Lluis Alseda , Josep Sardanyes

Time-dependent fluid dynamics plays a crucial role in both natural phenomena and industrial applications. Understanding the flow instabilities and transitions within these dynamical systems is essential for predicting and controlling their…

Fluid Dynamics · Physics 2025-06-25 Mengqi Zhang

The scaling behavior of the maximal Lyapunov exponent in chaotic systems with time-delayed feedback is investigated. For large delay times it has been shown that the delay-dependence of the exponent allows a distinction between strong and…

Chaotic Dynamics · Physics 2012-10-15 Thomas Jüngling , Wolfgang Kinzel

We investigate the geometrical structure of instabilities in the two-scales Lorenz 96 model through the prism of Lyapunov analysis. Our detailed study of the full spectrum of covariant Lyapunov vectors reveals the presence of a slow bundle…

Chaotic Dynamics · Physics 2019-05-22 Mallory Carlu , Francesco Ginelli , Valerio Lucarini , Antonio Politi

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Probability · Mathematics 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…

Chaotic Dynamics · Physics 2009-10-20 Roberto Artuso , Cesar Manchein

Lyapunov exponents measure the average exponential growth rate of typical linear perturbations in a chaotic system, and the inverse of the largest exponent is a measure of the time horizon over which the evolution of the system can be…

Fluid Dynamics · Physics 2017-11-22 Prakash Mohan , Nicholas Fitzsimmons , Robert D. Moser

We study statistical inference for small-noise-perturbed multiscale dynamical systems. We prove consistency, asymptotic normality, and convergence of all scaled moments of an appropriately-constructed maximum likelihood estimator (MLE) for…

Probability · Mathematics 2016-06-16 Siragan Gailus , Konstantinos Spiliopoulos

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…

Chaotic Dynamics · Physics 2007-05-23 G. Boffetta , S. Musacchio

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…

Statistical Mechanics · Physics 2015-04-27 Tanguy Laffargue , Peter Sollich , Julien Tailleur , Frédéric van Wijland

This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…

Dynamical Systems · Mathematics 2023-08-11 Vitalii Slynko , Sergey Dashkovskiy , Ivan Atamas

A deterministic multi-scale dynamical system is introduced and discussed as prototype model for relative dispersion in stationary, homogeneous and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and…

Fluid Dynamics · Physics 2017-04-19 Guglielmo Lacorata , Angelo Vulpiani

This work uses the statistical properties of Finite-Time Lyapunov Exponents (FTLEs) to investigate the Intermittent Stickiness Synchronization (ISS) observed in the mixed phase space of high-dimensional Hamiltonian systems. Full Stickiness…

Chaotic Dynamics · Physics 2019-05-22 Rafael M. da Silva , Cesar Manchein , Marcus W. Beims

By interpreting a temporal network as a trajectory of a latent graph dynamical system, we introduce the concept of dynamical instability of a temporal network, and construct a measure to estimate the network Maximum Lyapunov Exponent (nMLE)…

Data Analysis, Statistics and Probability · Physics 2023-05-03 Annalisa Caligiuri , Victor M. Eguiluz , Leonardo di Gaetano , Tobias Galla , Lucas Lacasa

We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…

Statistical Mechanics · Physics 2015-05-13 José Gómez-Ordóñez , José M. Casado , Manuel Morillo , Christoph Honisch , Rudolf Friedrich

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

In this paper, we present an algorithm for stability analysis of systems described by coupled linear Partial Differential Equations (PDEs) with constant coefficients and mixed boundary conditions. Our approach uses positive matrices to…

Optimization and Control · Mathematics 2016-03-28 Evgeny Meyer , Matthew M. Peet

High-dimensional chaotic dynamical systems can exhibit strongly transient features. These are often associated with instabilities that have finite-time duration. Because of the finite-time character of these transient events, their…

Dynamical Systems · Mathematics 2017-06-28 Hessam Babaee , Mohamad Farazmand , George Haller , Themistoklis P. Sapsis

This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…

Dynamical Systems · Mathematics 2017-07-18 Shenglan Yuan , Jianyu Hu , Xianming Liu , Jinqiao Duan