The upper semicontinuity of senior generalized Lyapunov exponents of systems of differential equations

We study the generalized Lyapunov exponents, i.e., the Lyapunov exponents in a more general scale, and apply them for studying the asymptotics of the growth of solutions to differential systems. We obtain necessary and sufficient conditions for the upper semicontinuity of the senior generalized Lyapunov exponents in a class of systems of differential equations.     

Solution and dynamics analysis of a fractional‐order hyperchaotic system

Numerical solution and chaotic behaviors of the fractional‐order simplified Lorenz hyperchaotic system are investigated in this paper. The solution of the fractional‐order hyperchaotic system is obtained by employing Adomian decomposition method. Lyapunov characteristic exponents algorithm for the fractional‐order chaotic system is designed. Dynamics of the fractional‐order hyperchaotic system are analyzed by means of bifurcation diagrams, Lyapunov characteristic exponents, C₀ complexity, and chaos diagram. It shows that this system has rich dynamical behaviors, and it is more complex when the fractional order q is small. It lays a foundation for the practical application of the fractional‐order hyperchaotic systems. Copyright © 2015 John Wiley & Sons, Ltd.     

Lyapunov exponent,Liao perturbation and persistence Dedicated to the Memory of Professor Shantao Liao at the Centenary of His Birth

Consider a C~1 vector field together with an ergodic invariant probability that has ? nonzero Lyapunov exponents. Using orthonormal moving frames along a generic orbit we construct a linear system of ?differential equations which is a linearized Liao standard system. We show that Lyapunov exponents of this linear system coincide with all the nonzero exponents of the given vector field with respect to the given ergodic probability. Moreover, we prove that these Lyapunov exponents have a persistence property meaning that a small perturbation to the linear system(Liao perturbation) preserves both the sign and the value of the nonzero Lyapunov exponents.     

A note on phase synchronization in coupled chaotic fractional order systems

The dynamic behaviors of fractional order systems have received increasing attention in recent years. This paper addresses the reliable phase synchronization problem between two coupled chaotic fractional order systems. An active nonlinear feedback control scheme is constructed to achieve phase synchronization between two coupled chaotic fractional order systems. We investigated the necessary conditions for fractional order Lorenz, Lü and Rössler systems to exhibit chaotic attractor similar to their integer order counterpart. Then, based on the stability results of fractional order systems, sufficient conditions for phase synchronization of the fractional models of Lorenz, Lü and Rössler systems are derived. The synchronization scheme that is simple and global enables synchronization of fractional order chaotic systems to be achieved without the computation of the conditional Lyapunov exponents. Numerical simulations are performed to assess the performance of the presented analysis.     

Stability criterion for a class of nonlinear fractional differential systems

Stability analysis of nonlinear fractional differential systems has been an open problem since the 1990s of the last century. Apparently, Lyapunov’s second method seems to be invalid for nonlinear fractional differential systems (equations). In this paper, we are concerned with this open problem and have solved it partly. Based on Lyapunov’s second method, a novel stability criterion for a class of nonlinear fractional differential system is derived. Our result is simple, global and theoretically rigorous. The conditions to guarantee the stability of the nonlinear fractional differential system are convenient for testing. Compared with the stability criteria in the literature, our criterion is straightforward and suitable for application. Several examples are provided to illustrate the applications of our result.     

On the perron sign change effect for Lyapunov characteristic exponents of solutions of differential systems

The Perron effect is the effect in which the characteristic Lyapunov exponents of solutions of a differential system change sign from negative to positive when passing to a perturbed system. We show that this effect is realized on all nontrivial solutions of two two-dimensional systems: an original linear system with negative characteristic exponents and a perturbed system with small perturbations of arbitrary order m > 1 in a neighborhood of the origin, all of whose nontrivial solutions have positive characteristic exponents. We compute the exact positive value of the characteristic exponents of solutions of the two-dimensional nonlinear Perron system with small second-order perturbations, which realizes only a partial Perron effect.     

Lyapunov regularity of impulsive differential equations

For linear impulsive differential equations, we give a simple criterion for the existence of a nonuniform exponential dichotomy, which includes uniform exponential dichotomies as a very special case. For this we introduce the notion of Lyapunov regularity for a linear impulsive differential equation, in terms of the so-called regularity coefficient. The theory is then used to show that if the Lyapunov exponents are nonzero, then there is a nonuniform exponential behavior, which can be expressed in terms of the Lyapunov exponents of the differential equation and of the regularity coefficient. We also consider the particular case of nonuniform exponential contractions when there are only negative Lyapunov exponents. Having this relation in mind, it is also of interest to provide alternative characterizations of Lyapunov regularity, and particularly to obtain sharp lower and upper bound for the regularity coefficient. In particular, we obtain bounds expressed in terms of the matrices defining the impulsive linear system, and we obtain characterizations in terms of the exponential growth rate of volumes. In addition we establish the persistence of the stability of a linear impulsive differential equation under sufficiently small nonlinear perturbations.     

Generic invariant measures for iterated systems of interval homeomorphisms

Archiv der Mathematik - It is well known that iterated function systems generated by orientation preserving homeomorphisms of the unit interval with positive Lyapunov exponents at its ends admit a...     

On the coincidence of asymptotic characteristics of a linear triangular differential system and the diagonal approximation system

We analyze the coincidence of the exact extreme movability boundaries of Lyapunov exponents of a linear triangular differential system with the respective movability boundaries of Lyapunov exponents of the diagonal approximation system in various classes of perturbations of their coefficient matrices.     

On the spectrum of discrete time-varying linear systems

In this paper, we investigate the influence of small perturbations of the coefficients of discrete time-varying linear systems on the Lyapunov exponents. For that purpose we introduce the concepts of central exponents of the system and we show that these exponents describe the possible changes in the Lyapunov exponents under small perturbations. Finally, we present several formulas for the central exponents in terms of the transition matrix of the system and the so-called upper sequences. The results are illustrated by numerical examples.     

On the class of proper linear differential systems with unbounded coefficients

Proper linear differential systems (whose coefficients are not necessarily bounded on the half-line) are defined as systems for which there exists a generalized Lyapunov transformation reducing them to a diagonal system with constant coefficients (Basov). We prove that Lyapunov’s original definition of a proper system and the Perron and Vinograd criteria hold for the class of proper systems as well as for the class of proper systems with uniformly bounded coefficients. We show that the Lyapunov properness criterion for a triangular system fails for systems with unbounded coefficients; namely, we construct an improper system with the following properties: the Lyapunov exponents of all nonzero solutions of that system are finite and exact, and for an arbitrary reduction of this system by a generalized Lyapunov transformation to triangular form, its diagonal coefficients have finite exact mean values, whose set with regard of multiplicities is independent of the choice of the transformation. In addition, we show that the main property of proper systems with uniformly bounded coefficients (preservation of conditional exponential stability as well as the dimension of the exponentially stable manifold and the exponent of the asymptotic behavior of solutions under perturbations of higher-order smallness) holds for proper systems with unbounded coefficients as well.     

Dynamical phenomena occurring due to phase volume compression in nonholonomic model of the rattleback

We study numerically the dynamics of the rattleback, a rigid body with a convex surface on a rough horizontal plane, in dependence on the parameters, applying methods used earlier for treatment of dissipative dynamical systems, and adapted here for the nonholonomic model. Charts of dynamical regimes on the parameter plane of the total mechanical energy and the angle between the geometric and dynamic principal axes of the rigid body are presented. Characteristic structures in the parameter space, previously observed only for dissipative systems, are revealed. A method for calculating the full spectrum of Lyapunov exponents is developed and implemented. Analysis of the Lyapunov exponents of the nonholonomic model reveals two classes of chaotic regimes. For the model reduced to a 3D map, the first one corresponds to a strange attractor with one positive and two negative Lyapunov exponents, and the second to the chaotic dynamics of quasi-conservative type, when positive and negative Lyapunov exponents are close in magnitude, and the remaining exponent is close to zero. The transition to chaos through a sequence of period-doubling bifurcations relating to the Feigenbaum universality class is illustrated. Several examples of strange attractors are considered in detail. In particular, phase portraits as well as the Lyapunov exponents, the Fourier spectra, and fractal dimensions are presented.     

Mobility limits of the Lyapunov exponents of linear systems under small average perturbations

Mobility limits of the Lyapunov and central exponents of linear systems of differential equations, under arbitrarily small average linear perturbations are found with the aid of V. M. Millionshchikov's method of rotations. One obtains stability criteria for these exponents with respect to the mentioned perturbations, as well as criteria for the stabilizability or destabilizability of the zero solution.Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 11, pp. 32–73, 1986.     

A criterion for the stability of Lyapunov exponents with respect to perturbations,small in the mean,in the class of regular systems

Expressions for the exact bounds of mobility of the Lyapunov exponents are obtained in terms of the Cauchy operator of a linear system of differential equations in the set of regular systems, endowed with the mean convergence topology.Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 16, pp. 236–241, 1992.     

On the exponential exponents of discrete linear systems

In this paper we introduce the concepts of exponential exponents of discrete linear time varying systems. It is shown that these exponents describe the possible changes in the Lyapunov exponents under perturbation decreasing at infinity at exponential rate. Finally we present formulas for the exponential exponents in terms of the transition matrix of the system.     

On the noncoincidence of two sets of linear systems

We show that the set of linear systems reducible by a generalized Lyapunov transformation to diagonal systems with ordered diagonal does not coincide with the set of linear systems whose Lyapunov exponents are invariant under exponentially decaying perturbations.     

A simple multi-scroll hyperchaotic system

We propose a simple autonomous hyperchaotic system that can generate multi-scroll attractors. The proposed system has a canonical structure, one control parameter, and a switching-type nonlinearity. If multiple breakpoints are added to the system nonlinearity, multi-scroll behavior can be obtained. We numerically demonstrate hyperchaotic behavior of the proposed system, under different nonlinearities, as its control parameter is changed. Furthermore, we study hyperchaos in the proposed system when it assumes a fractional order, and demonstrate that hyperchaotic behavior can be obtained in systems less than fourth order. Throughout the study, hyperchaos is verified by examining the Lyapunov spectrum, where the presence of multiple positive Lyapunov exponents in the spectrum is indicative of hyperchaos.     

Some properties of majorants of Lyapunov exponents for systems with unbounded coefficients

A number of well-known results on majorants of Lyapunov exponents of linear differential systems with bounded coefficients on the half-line (such as their simultaneous attainability in the class of infinitesimal perturbations, belonging to the second Baire class in the compact-open topology, etc.) are generalized to systems with unbounded coefficients.     

Transformation invariance of Lyapunov exponents

Lyapunov exponents represent important quantities to characterize the properties of dynamical systems. We show that the Lyapunov exponents of two different dynamical systems that can be converted to each other by a transformation of variables are identical. Moreover, we derive sufficient conditions on the transformation for this invariance property to hold. In particular, it turns out that the transformation need not necessarily be globally invertible.