The largest Lyapunov exponent of an ergodic Hamiltonian system is the rate of exponential growth of the norm of a typical vector in the tangent space. For an N-particle Hamiltonian system with a smooth Hamiltonian of the type p(2)+V(q), the evolution of tangent vectors is governed by the Hessian matrix V of the potential. Ergodicity implies that the Lyapunov exponent is independent of initial c...

The main objective of this article is to analyse the dynamics of Burgers equation on the unit interval, driven by multiplicative white noise. It is shown that the solution field of the stochastic Burgers equation generates a smooth perfect and locally compacting cocycle on the energy space L2([0, 1],R). Using multiplicative ergodic theory techniques, we compute the discrete non-random Lyapunov ...

In this report the Krylov subspace methods are reviewed and some applications in linear system theory and modern control theory are introduced. A modiication to the Arnoldi-based method to solve the Lyapunov matrix equation is also proposed.