Related papers: Lyaupunov Exponents, Path-Integrals and Forms
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
In this paper, locally Lipschitz, regular functions are utilized to identify and remove infeasible directions from set-valued maps that define differential inclusions. The resulting reduced set-valued map is point-wise smaller (in the sense…
The purpose of these notes is to discuss the advances in the theory of Lyapunov exponents of linear $\text{SL}_2(\mathbb{R})$ cocycles over hyperbolic maps. The main focus is around results regarding the positivity of the Lyapunov exponent…
In this paper, a necessary and sufficient condition for the stability of Lyapunov exponents of linear differential system are proved in the sense that the equations satisfy the weaker form of integral separation instead of its classical…
In order to derive a large set of Hamiltonian dynamical systems, but with only first order Lagrangian, we resort to the formulation in terms of Lagrange-Souriau 2-form formalism. A wide class of systems derived in different phenomenological…
Hamiltonian systems of hydrodynamic type occur in a wide range of applications including fluid dynamics, the Whitham averaging procedure and the theory of Frobenius manifolds. In 1+1 dimensions, the requirement of the integrability of such…
A Path-Complete Lyapunov Function is an algebraic criterion composed of a finite number of functions, called its pieces, and a directed, labeled graph defining Lyapunov inequalities between these pieces. It provides a stability certificate…
Proper states' representations are the key to the successful dynamics modeling of chaotic systems. Inspired by recent advances of deep representations in various areas such as natural language processing and computer vision, we propose the…
We show that in generic one-dimensional Hamiltonian lattices the diffusion coefficient of the maximum Lyapunov exponent diverges in the thermodynamic limit. We trace this back to the long-range correlations associated with the evolution of…
We establish a unified theoretical framework that connects classical orthogonal polynomial systems to matrix Lyapunov equations through the fundamental physics of energy dissipation in stochastic dynamical systems. Starting from the energy…
Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…
We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…
We show, using covariant Lyapunov vectors in addition to standard Lyapunov analysis, that there exists a set of collective Lyapunov modes in large chaotic systems exhibiting collective dynamics. Associated with delocalized Lyapunov vectors,…
We study which and how a periodic orbit in phase space links to both the largest Lyapunov exponent and the expectation values of macroscopic variables in a Hamiltonian system with many degrees of freedom. The model which we use in this…
A Lie-Hamilton system is a nonautonomous system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional Lie algebra, a Vessiot-Guldberg Lie algebra,…
We establish a quantitative approximation formula of the Lyapunov exponent of a rational function of degree more than one over an algebraically closed field of characteristic $0$ that is complete with respect to a non-trivial and possibly…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
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.…
We present a new linearly implicit exponential integrator that preserves the polynomial first integrals or Lyapunov functions for the conservative and dissipative stiff equations, respectively. The method is tested by both oscillated…
We introduce an operator description for a stochastic sandpile model with a conserved particle density, and develop a path-integral representation for its evolution. The resulting (exact) expression for the effective action highlights…