Lyapunov analysis: from dynamical systems theory to applications

The study of deterministic laws of evolution has characterized the development of science since Newton’s times. Chaos, namely the manifestation of irregular and unpredictable dynamics (not random but look random [1]), entered the debate on determinism at the end of the 19th century with the discovery of sensitivity to initial conditions, meaning that small infinitesimal differences in the initial state might lead to dramatic differences at later times. Poincaré [2, 3] was the first to realize that solutions of the three-body problem are generically highly sensitive to initial conditions. At about the same time, this property was recognized in geodesic flows with negative curvature by Hadamard [4]. One of the first experimental observations of chaos, as understood much later, was when irregular noise was heard by Van der Pol in 1927 [5] while studying a periodically forced nonlinear oscillator. Nevertheless, it was only with the advent of digital computing that chaos started to attract the interest of the wider scientific community. After the pioneering investigation of ergodicity in a chain of nonlinear oscillators by Fermi, Pasta and Ulam in 1955 [6], it was in the early 1960s that the numerical studies of Lorenz [7] and Hénon and Heiles [8] revealed that irregular and unpredictable motions are a generic feature of low-dimensional nonlinear deterministic systems. The existence and onset of chaos was then rigorously analyzed in several systems. While an exhaustive list of such mathematical proofs is beyond the scope of this preface, one should mention the contributions of Kolmogorov [9, 10], Chirikov [11], Smale [12], Ruelle and Takens [13], Li and Yorke [14] and Feigenbaum [15]. The characteristic Lyapunov exponents introduced by Oseledets in 1968 [16] are the fundamental quantities for measuring the sensitivity to initial conditions. Oseledets’ work generalized the concept of Lyapunov stability to irregular trajectories building upon earlier studies of Birkhoff [17], von Neumann [18], Krylov [19]3 and Asonov and Sinai [20] on ergodic theory. Lyapunov exponents quantify exponential sensitivity to initial conditions and provide direct access to the entropy production in ergodic systems via the Pesin theory [21].