Semicontinuity of Majorants and Minorants of Lyapunov’s Exponents as Functions of Complex Parameter

A parametric family of linear differential systems with continuous coefficients bounded on the semi-axis and analytically dependent on a complex parameter is considered. It is established that the majorant (minorant) of the Lyapunov exponent considered as a function of the parameter is upper (lower) semicontinuous.     

Invariant measures for parabolic IFS with overlaps and random continued fractions

We study parabolic iterated function systems (IFS) with overlaps on the real line. An ergodic shift-invariant measure with positive entropy on the symbolic space induces an invariant measure on the limit set of the IFS. The Hausdorff dimension of this measure equals the ratio of entropy over Lyapunov exponent if the IFS has no ``overlaps.' We focus on the overlapping case and consider parameterized families of IFS, satisfying a transversality condition. Our main result is that the invariant measure is absolutely continuous for a.e. parameter such that the entropy is greater than the Lyapunov exponent. If the entropy does not exceed the Lyapunov exponent, then their ratio gives the Hausdorff dimension of the invariant measure for a.e. parameter value, and moreover, the local dimension of the exceptional set of parameters can be estimated. These results are applied to a family of random continued fractions studied by R. Lyons. He proved singularity above a certain threshold; we show that this threshold is sharp and establish absolute continuity for a.e. parameter in some interval below the threshold.

     

Evaluation of the largest Lyapunov exponent in dynamical systems with time delay

The method of estimation of the largest Lyapunov exponents for dynamical systems with time delay has been developed. This method can be applied both for flows and discrete maps. Our approach is based on the phenomenon of synchronization of identical systems coupled by linear negative feedback mechanism (flows) and exponential perturbation (maps). The existence of linear dependence of the largest Lyapunov exponent on the coupled parameter allows the precise estimation of this exponent.     

Polytope Lyapunov Functions for Stable and for Stabilizable LSS

We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in relatively high dimensions. The same technique is also extended for stabilizability of positive systems by evaluating a polytope concave Lyapunov function (“antinorm”) in the cone. The method is based on a suitable discretization of the underlying continuous system and provides both a lower and an upper bound for the Lyapunov exponent. The absolute error in the Lyapunov exponent computation is estimated from above and proved to be linear in the dwell time. The practical efficiency of the new method is demonstrated in several examples and in the list of numerical experiments with randomly generated matrices of dimensions up to 10 (for general linear systems) and up to 100 (for positive systems). The development of the method is based on several theoretical results proved in the paper: the existence of monotone invariant norms and antinorms for positively irreducible systems, the equivalence of all contractive norms for stable systems and the linear convergence theorem.     

Maps serving the combined coupling for use in environmental models and their behaviour in the presence of dynamical noise

Many physical, biological as well as the environmental problems, can be described by the dynamics of driven coupled oscillators. In order to study their behaviour as a function of coupling strength and nonlinearity, we considered dynamics of two maps serving the combined coupling (diffusive and linear) in the above fields. Firstly, we have considered a logistic difference equation on extended domain that is a part of the maps, that is discussed using its bifurcation diagram, Lyapunov exponent, sample as well as the permutation entropy. Secondly we have performed the dynamical analysis of the coupled maps using Lyapunov exponent and cross sample entropy in dependence on two coupling parameters. Further, we investigated how dynamical noise can affects the structure of their bifurcation diagrams. It was done (i) by the noise entering in two specific ways, that disturbs either the logistic parameter on extended domain or (ii) by an additive “shock” to the state variables. Finally, we demonstrated the effect of forcing by parametric noise, introduced in all maps’ parameter, on Lyapunov exponent of coupled maps.     

A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems

This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic max-plus linear systems. Our approach allows for an efficient simulation of bounds for the Lyapunov exponent. We provide sufficient conditions for the convergence of the bounds. In particular, a perfect sampling scheme for the Lyapunov exponent is established. We illustrate the effectiveness of our bounds with an application to (real-life) railway systems.     

Robust global exponential synchronization of general Lur’e chaotic systems subject to impulsive disturbances and time delays

In this paper, we aim to study the robust global exponential synchronization problem for a general class of Lur’e chaotic systems subject to time delays and impulsive disturbances. Furthermore, we also provide an estimation of the maximum Lyapunov exponent. By using the Lyapunov function method and linear matrix inequality (LMI) technique, sufficient conditions for the robust global exponential synchronization and estimation of its maximum Lyapunov exponent are obtained for the class of Lur’e chaotic systems with and without time delays, respectively. Furthermore, by applying the M-matrix theory, some of these sufficient conditions are shown to be expressible in forms of fairly simple algebraic conditions. For illustration, several examples are solved by using the sufficient conditions obtained.     

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.     

Chaos control by harmonic excitation with proper random phase

Chaos control may have a dual function: to suppress chaos or to generate it. We are interested in a kind of chaos control by exerting a weak harmonic excitation with random phase. The dual function of chaos control in a nonlinear dynamic system, whether a suppressing one or a generating one, can be realized by properly adjusting the level of random phase and determined by the sign of the top Lyapunov exponent of the system response. Two illustrative examples, a Duffing oscillator subject to a harmonic parametric control and a driven Murali-Lakshmanan-Chua (MLC) circuit imposed with a weak harmonic control, are presented here to show that the random phase plays a decisive role for control function. The method for computing the top Lyapunov exponent is based on Khasminskii's formulation for linearized systems. Then, the obtained results are further verified by the Poincare map analysis on dynamical behavior of the system, such as stability, bifurcation and chaos. Both two methods lead to fully consistent results.     

Perturbative Test of Single Parameter Scaling for 1<Emphasis Type="Italic">D</Emphasis> Random Media

Products of random matrices associated to one-dimensional random media satisfy a central limit theorem assuring convergence to a gaussian centered at the Lyapunov exponent. The hypothesis of single parameter scaling states that its variance is equal to the Lyapunov exponent. We settle discussions about its validity for a wide class of models by proving that, away from anomalies, single parameter scaling holds to lowest order perturbation theory in the disorder strength. However, it is generically violated at higher order. This is explicitly exhibited for the Anderson model.Communicated by Yosi Avronsubmitted 15/03/04, accepted 23/04/04     

具有时滞特性种群增长模型的混沌控制

研究一类具有时滞离散种群增长模型的混沌控制问题.首先通过绘制分岔图和系统的Lyapunov指数图验证了系统在一定参数条件下表现为混沌状态,然后对此离散系统的Lyapunov指数进行配置,保证了系统正Lyapunov指数变为预设的负Lyapunov指数,最后设计控制器,数值仿真结果不仅验证其配置的有效性,而且保证能将系统快速地稳定到期望点上.     

Anti-control of continuous-time dynamical systems

Based on two basic characteristics of continuous-time autonomous chaotic systems, namely being globally bounded while having a positive Lyapunov exponent, this paper develops a universal and practical anti-control approach to design a general continuous-time autonomous chaotic system via Lyapunov exponent placement. This self-unified approach is verified by mathematical analysis and validated by several typical systems designs with simulations. Compared to the common trial-and-error methods, this approach is semi-analytical with feasible guidelines for design and implementation. Finally, using the Shilnikov criteria, it is proved that the new approach yields a heteroclinic orbit in a three-dimensional autonomous system, therefore the resulting system is indeed chaotic in the sense of Shilnikov.     

Analytical expression for zero Lyapunov exponent of chaotic noised oscillators

This paper is devoted to the analytical formula for zero Lyapunov exponent describing the dynamics of interacting chaotic systems with noise. The deduced analytical prediction is in a good agreement with the value of zero Lyapunov exponent obtained numerically for two unidirectionally coupled Rössler oscillators. We have shown that this good agreement is observed for a wide diapason of the values of the control parameters.     

Effect of random parameter switching on commensurate fractional order chaotic systems

The paper explores the effect of random parameter switching in a fractional order (FO) unified chaotic system which captures the dynamics of three popular sub-classes of chaotic systems i.e. Lorenz, Lu and Chen's family of attractors. The disappearance of chaos in such systems which rapidly switch from one family to the other has been investigated here for the commensurate FO scenario. Our simulation study show that a noise-like random variation in the key parameter of the unified chaotic system along with a gradual decrease in the commensurate FO is capable of suppressing the chaotic fluctuations much earlier than that with the fixed parameter one. The chaotic time series produced by such random parameter switching in nonlinear dynamical systems have been characterized using the largest Lyapunov exponent (LLE) and Shannon entropy. The effect of choosing different simulation techniques for random parameter FO switched chaotic systems have also been explored through two frequency domain and three time domain methods. Such a noise-like random switching mechanism could be useful for stabilization and control of chaotic oscillation in many real-world applications.     

Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients

In this article, we study the problem of estimating the pathwise Lyapunov exponent for linear stochastic systems with multiplicative noise and constant coefficients. We present a Lyapunov type matrix inequality that is closely related to this problem, and show under what conditions we can solve the matrix inequality. From this we can deduce an upper bound for the Lyapunov exponent. In the converse direction, it is shown that a necessary condition for the stochastic system to be pathwise asymptotically stable can be formulated in terms of controllability properties of the matrices involved.     

Lyapunov exponents of nilpotent Itô systems with random coefficients

The paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differential equation. The matrix coefficients are assumed to be functions of an independent recurrent Markov process, and the system is a small perturbation of a nilpotent system. The main result gives the asymptotic behavior of the top Lyapunov exponent as the perturbation parameter tends to zero. This generalizes a result of Pinsky and Wihstutz for the constant coefficient case.     

Hybrid feedback stabilization of quasilinear systems in the plane

We apply Artstein's hybrid feedback algorithm to stabilize quasilinear dynamical systems with complex multipliers in the plane. We study only the case of incomplete observation when ordinary feedback controls do not work. The main results of the paper state that Artstein's procedure provides an arbitrary rate of asymptotic convergence/divergence of solutions. In other words, we prove the complete controllability from below of the upper Lyapunov exponent and the uniform upper Lyapunov exponent for the quasilinear systems in question.     

一簇Lorenz映射的混沌行为的符号动力学分析

首先从符号动力学的角度论证了一簇Lorenz映射且有的混沌性质:稠密的周期轨道,周期的集合,拓扑熵,几乎所有(关于Lebesgue测度)的点的Lyapunov指数;并从揉序列的分析给出了该簇映射的拓扑熵的一个下界及Lyapunov指数的一个下界与上界,在很大程度上反应了Lorenz系统的复杂程度.其次仍从符号动力学的角度论证了更一般的Lorenz映射,通过设立参数空间,穷尽了Lorenz映射中函数为直线段的所有情况,并得出同前述Lorenz映射相似的且较为复杂的性质.