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We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative matrices. The method is based on using special positive homogeneous functionals on $R^{d}_+,$ which gives iterative lower and upper bounds for…

最优化与控制 · 数学 2012-01-17 Vladimir Yu. Protasov , Raphael M. Jungers

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…

动力系统 · 数学 2022-01-19 Marius Lemm , David Sutter

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…

动力系统 · 数学 2022-07-20 Rob Sturman , Jean-Luc Thiffeault

We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence…

概率论 · 数学 2014-12-01 Sophie Hautphenne , Guy Latouche

We present an analytical-numerical method providing robust upper estimates for the topological entropy or, more generally, uniform volume growth exponents of differentiable mappings. By introducing varying metrics, we simplify the analysis…

动力系统 · 数学 2025-03-17 Mikhail Anikushin , Andrey Romanov

For products $P_N$ of $N$ random matrices of size $d \times d$, there is a natural notion of finite $N$ Lyapunov exponents $\{\mu_i\}_{i=1}^d$. In the case of standard Gaussian random matrices with real, complex or real quaternion elements,…

数学物理 · 物理学 2015-06-16 Peter J. Forrester

The problems that we consider in this paper are as follows. Let $A_1, \ldots, A_k$ be square matrices (over reals). Let $W=w(A_1, \ldots, A_k)$ be a random product of $n$ matrices. What is the expected absolute value of the largest (in the…

群论 · 数学 2026-05-04 Nadya Nabahi , Vladimir Shpilrain

We study the top Lyapunov exponents of random products of positive $2 \times 2$ matrices and obtain an efficient algorithm for its computation. As in the earlier work of Pollicott, the algorithm is based on the Fredholm theory of…

动力系统 · 数学 2020-01-08 Natalia Jurga , Ian Morris

We describe an approach for finding upper bounds on an ODE dynamical system's maximal Lyapunov exponent among all trajectories in a specified set. A minimization problem is formulated whose infimum is equal to the maximal Lyapunov exponent,…

动力系统 · 数学 2023-08-15 Hans Oeri , David Goluskin

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…

动力系统 · 数学 2025-06-02 Maxime Breden , Hugo Chu , Jeroen S. W. Lamb , Martin Rasmussen

In this work we present a theoretical and numerical study of the behaviour of the maximum Lyapunov exponent for a generic coupled-map-lattice in the weak-coupling regime. We explain the observed results by introducing a suitable…

chao-dyn · 物理学 2007-05-23 F. Cecconi , A. Politi

In this paper we study ergodic optimization problems for subadditive sequences of functions on a topological dynamical system. We prove that for $t\rightarrow \infty$ any accumulation point of a family of equilibrium states is a maximizing…

动力系统 · 数学 2020-05-15 Reza Mohammadpour

According to a previous conjecture, spatial and temporal Lyapunov exponents of chaotic extended systems can be obtained from derivatives of a suitable function: the entropy potential. The validity and the consequences of this hypothesis are…

chao-dyn · 物理学 2009-10-30 Stefano Lepri , Antonio Politi , Alessandro Torcini

For differentiable dynamical systems with dominated splittings, we give upper estimates on the measure-theoretic tail entropy in terms of Lyapunov exponents. As our primary application, we verify the upper semi-continuity of metric entropy…

动力系统 · 数学 2019-01-08 Yongluo Cao , Gang Liao , Zhiyuan You

An explicit relation between the dimensional loss ($\Delta D$), entropy production and transport is established under thermal gradients, relating the microscopic and macroscopic behaviors of the system. The extensivity of $\Delta D$ in…

混沌动力学 · 物理学 2007-05-23 Kenichiro Aoki , Dimitri Kusnezov

Positive Lyapunov exponents measure the asymptotic exponential divergence of nearby trajectories of a dynamical system. Not only they quantify how chaotic a dynamical system is, but since their sum is an upper bound for the entropy by the…

混沌动力学 · 物理学 2009-08-24 M. S. Baptista , F. Moukam Kakmeni , Gianluigi Del Magno , M. S. Hussein

We analyze the top Lyapunov exponent of the product of sequences of two by two matrices that appears in the analysis of several statistical mechanics models with disorder: for example these matrices are the transfer matrices for the nearest…

概率论 · 数学 2022-09-01 Giambattista Giacomin , Rafael L. Greenblatt

Nowadays the Lyapunov exponents and Lyapunov dimension have become so widespread and common that they are often used without references to the rigorous definitions or pioneering works. It may lead to a confusion since there are at least two…

混沌动力学 · 物理学 2016-03-07 N. V. Kuznetsov , T. A. Alexeeva , G. A. Leonov

We discuss several techniques for the evaluation of the generalised Lyapunov exponents which characterise the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorithm that performs importance sampling…

混沌动力学 · 物理学 2011-12-22 J. Vanneste

A new order parameter approximation to Random Boolean Networks (RBN) is introduced, based on the concept of Boolean derivative. A statistical argument involving an annealed approximation is used, allowing to measure the order parameter in…

adap-org · 物理学 2009-10-31 Bartolo Luque , Ricard V. Sole
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