نتایج جستجو برای: lyapunov exponent

تعداد نتایج: 33186  

2016
Michael Baumann Remco I. Leine

The maximal Lyapunov exponent of a nonsmooth system is the lower bound for the proportional feedback gain necessary to achieve full state synchronization. In this paper, we prove this statement for the general class of nonsmooth systems in the framework of measure differential inclusions. The results are used to estimate the maximal Lyapunov exponent using chaos synchronization, which is illust...

2001
P. Imkeller G. N. Milstein

Much e ort has been devoted to the stability analysis of stationary points for linear autonomous systems of stochastic di erential equations. Here we introduce the notions of Lyapunov exponent, moment Lyapunov exponent, and stability index for linear nonautonomous systems with periodic coe cients. Most extensively we study these problems for second order conservative systems with small random a...

2000
Mototsugu Shintani Oliver Linton Dominique Guégan Peter Phillips Tadashi Shigoka

A positive Lyapunov exponent is one practical deÞnition of chaos. We develop a formal test for chaos in a noisy system based on the consistent standard errors of the nonparametric Lyapunov exponent estimators. When our procedures are applied to international real output series, the hypothesis of the positive Lyapunov exponent is signiÞcantly rejected in many cases. One possible interpretation o...

2009
Filip Sadlo Alessandro Rigazzi Ronald Peikert

Lagrangian coherent structures play an important role in the analysis of unsteady vector fields because they represent the timedependent analog to vector field topology. Nowadays, they are often obtained as ridges in the finite-time Lyapunov exponent of the vector field. However, one drawback of this quantity is its very high computational cost because a trajectory needs to be computed for ever...

2008
David Damanik

In this paper we introduce a method that allows one to prove uniform local results for one-dimensional discrete Schrödinger operators with Sturmian potentials. We apply this method to the transfer matrices in order to study the Lyapunov exponent and the growth rate of eigenfunctions. This gives uniform vanishing of the Lyapunov exponent on the spectrum for all irrational rotation numbers. For i...

Journal: :Appl. Soft Comput. 2007
Hongbo Liu Ajith Abraham Maurice Clerc

Swarm intelligence (SI) is an innovative distributed intelligent paradigm whereby the collective behaviors of unsophisticated individuals interacting locally with their environment cause coherent functional global patterns to emerge. The intelligence emerges from a chaotic balance between individuality and sociality. The chaotic balances are a characteristic feature of the complex system. This ...

2000
C. Sim

A linear system in two dimensions is studied. The coeecients are 2{periodic on three angles, j ; j = 1; 2; 3; and these angles are linear with respect to time, with incommensurable frequencies. The system has positive Lyapunov coeecients and the rotation number changes in a continuous way when some parameter moves. A lift to T 3 R 2 ; however, is only of class L p ; for any p < 2: (1) where M 2...

2013
Massimo Cencini Angelo Vulpiani

In dynamical systems, the growth of infinitesimal perturbations is well characterized by the Lyapunov exponents. In many situations of interest, however, important phenomena involve finite amplitude perturbations, which are ruled by nonlinear dynamics out of tangent space, and thus cannot be captured by the standard Lyapunov exponents. We review the application of the finite size Lyapunov expon...

2002
M. S. FOFANA

The aim of this paper is to establish a connecting thread through the probabilistic concepts of pth-moment Lyapunov exponents, the integral averaging method, and Hale’s reduction approach for delay dynamical systems. We demonstrate this connection by studying the stability of perturbed deterministic and stochastic differential equations with fixed time delays in the displacement and derivative ...

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