Variation of Lyapunov exponents on a strange attractor

Summary We introduce the idea of local Lyapunov exponents which govern the way small perturbations to the orbit of a dynamical system grow or contract after afinite number of steps,L, along the orbit. The distributions of these exponents over the attractor is an invariant of the dynamical system; namely, they are independent of the orbit or initial conditions. They tell us the variation of predictability over the attractor. They allow the estimation of extreme excursions of perturbations to an orbit once we know the mean and moments about the mean of these distributions. We show that the variations about the mean of the Lyapunov exponents approach zero asL and argue from our numerical work on several chaotic systems that this approach is asL ^–v. In our examplesv 0.5–1.0. The exponents themselves approach the familiar Lyapunov spectrum in this same fashion.     

A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem

We present a formula for the Lyapunov exponents of the flow of a nonlinear stochastic system. (These exponents characterise the asymptotic behaviour of the derivative flow, and negative exponents are associated with clustering of the flow). This formula is analogous to that of Khas'minskii, who deals with a linear system. We use this fojoruila to show that if we have an ordinary dynamical system which is Lyapunov stable (i.e. all the exponents are negative) then so are certain stochastic perturbations of it.     

Lyapunov exponents of free operators

Lyapunov exponents of a dynamical system are a useful tool to gauge the stability and complexity of the system. This paper offers a definition of Lyapunov exponents for a sequence of free linear operators. The definition is based on the concept of the extended Fuglede-Kadison determinant. We establish the existence of Lyapunov exponents, derive formulas for their calculation, and show that Lyapunov exponents of free variables are additive with respect to operator product. We illustrate these results using an example of free operators whose singular values are distributed by the Marchenko-Pastur law, and relate this example to C.M. Newman's “triangle” law for the distribution of Lyapunov exponents of large random matrices with independent Gaussian entries. As an interesting by-product of our results, we derive a relation between the extended Fuglede-Kadison determinant and Voiculescu's S-transform.     

Global Symplectic Polynomial Approximation of Area-Preserving Maps

Different methods are proposed and tested for transforming a nonlinear differential system, and more particularly a Hamiltonian one, into a map without having to integrate the whole orbit as in the well known Poincaré map technique . We construct a synthetic map, based on a global fitting, which satisfies the symplectic condition. Taking the Standard Map as a model problem we point our attention on methods suitable for comparing the model map and its synthetic counterpart. We test the agreement of the fitting on finer scales through the visual representation, the computation of the rotation number and the measure of the local distribution of the Lyapunov characteristic exponents. Comparing these results with those obtained by Froeschlé and Petit using a method based on Taylor interpolation, we show that the symplectic character is a crucial condition for the recovering of the finest details of a dynamical system. On the other hand the global character of our method makes the generalization to any system of differential equations difficult.     

Multifractal and Multi-Multifractal of One-Dimensional Expanding Markov Maps

In measure theory, one is interested in local behaviours, for example in local dimensions, local entropies or local Lyapunov exponents. It has been relevant to study dynamical systems where one can develop further the study of multifractal and multi-multifractal, particularly when there exist strange attractors or repellers. Multifractal and multi-multifractal refer to a notion of size, which emphasizes the local variations of different values coming from the theory of dynamical systems and generated by the dimension theory of invariant measures. This paper gives some part of the literature in this field. Many results are already known, but the large deviations approach allows us to reprove these results and to obtain quite easily results concerning extremal points and extremal measures.     

A hybrid method for computing Lyapunov exponents

In this paper we propose a numerical method for computing all Lyapunov coefficients of a discrete time dynamical system by spatial integration. The method extends an approach of Aston and Dellnitz (Comput Methods Appl Mech Eng 170:223–237, 1999) who use a box approximation of an underlying ergodic measure and compute the first Lyapunov exponent from a spatial average of the norms of the Jacobian for the iterated map. In the hybrid method proposed here, we combine this approach with classical QR-oriented methods by integrating suitable R-factors with respect to the invariant measure. In this way we obtain approximate values for all Lyapunov exponents. Assuming somewhat stronger conditions than those of Oseledec’ multiplicative theorem, these values satisfy an error expansion that allows to accelerate convergence through extrapolation. W.-J. Beyn and A. Lust was supported by CRC 701 ‘Spectral Analysis and Topological Methods in Mathematics’. The paper is mainly based on the PhD thesis [27] of A. Lust.     

The evolution of a novel four-dimensional autonomous system: Among 3-torus, limit cycle, 2-torus, chaos and hyperchaos

In this paper, a novel four-dimensional autonomous system in which each equation contains a quadratic cross-product term is constructed. It exhibits extremely rich dynamical behaviors, including 3-tori (triple tori), 2-tori (quasi-periodic), limit cycles (periodic), chaotic and hyperchaotic attractors. In particular, we observe 3-torus phenomena, which have been rarely reported in four-dimensional autonomous systems in previous work. With the parameter r varying in quite a wide range, the evolution process of the system begins from 3-tori, and after going through a series of periodic, quasi-periodic and chaotic attractors in so many different shapes coming into being alternately, it evolves into hyperchaos, finally it degenerates to periodic attractor. Moreover, when the system is hyperchaotic, its two positive Lyapunov exponents are much larger than those of the hyperchaotic systems already reported, especially the largest Lyapunov exponents. We also observe a chaotic attractor of a very special shape. The complex dynamical behaviors of the system are further investigated by means of Lyapunov exponents spectrum, bifurcation diagram and phase portraits.     

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.     

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.     

Local regularity for nonlocal equations with variable exponents

In this paper, we study local regularity properties of minimizers of nonlocal variational functionals with variable exponents and weak solutions to the corresponding Euler–Lagrange equations. We show that weak solutions are locally bounded when the variable exponent p is only assumed to be continuous and bounded. Furthermore, we prove that bounded weak solutions are locally Hölder continuous under some additional assumptions on p. On the one hand, the class of admissible exponents is assumed to satisfy a log-Hölder–type condition inside the domain, which is essential even in the case of local equations. On the other hand, since we are concerned with nonlocal problems, we need an additional assumption on p outside the domain.     

On the error in computing Lyapunov exponents by QR Methods

We consider the error introduced using QR methods to approximate Lyapunov exponents. We give a backward error statement for linear non-autonomous systems, and further discuss nonlinear autonomous problems. In particular, for linear systems we show that one approximates a ``nearby' discontinuous problem where how nearby is measured in terms of local errors and a measure of non-normality. For nonlinear problems we use a type of shadowing result. This work was supported in part under NSF Grants DMS/FRG-0139895 and DMS/FRG-0139824     

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.     

Symmetric Jacobian for local Lyapunov exponents and Lyapunov stability analysis revisited

The stability analysis introduced by Lyapunov and extended by Oseledec provides an excellent tool to describe the character of nonlinear n-dimensional flows by n global exponents if these flows are stationary in time. However, here we discuss two shortcomings: (a) the local exponents fail to indicate the origin of instability where trajectories start to diverge. Instead, their time evolution contains a much stronger chaos than the trajectories, which is only eliminated by integrating over a long time. Therefore, shorter time intervals cannot be characterized correctly, which would be essential to analyse changes of chaotic character as in transients. (b) Although Oseledec uses an n dimensional sphere around a point x to be transformed into an n dimensional ellipse in first order, this local ellipse has not yet been evaluated. The aim of this contribution is to eliminate these two shortcomings. Problem (a) disappears if the Oseledec method is replaced by a frame with a ‘constraint’ as performed by Rateitschak and Klages (RK) [Rateitschak K, Klages R, Lyapunov instability for a periodic Lorentz gas thermostated by deterministic scattering. Phys Rev E 2002;65:036209/1–11]. The reasons why this method is better will be illustrated by comparing different systems. In order to analyze shorter time intervals, integrals between consecutive Poincaré points will be evaluated. The local problem (b) will be solved analytically by introducing the ‘symmetric Jacobian for local Lyapunov exponents’ and its orthogonal submatrix, which enable to search in the full phase space for extreme local separation exponents. These are close to the RK exponents but need no time integration of the RK frame. Finally, four sets of local exponents are compared: Oseledec frame, RK frame, symmetric Jacobian for local Lyapunov exponents and its orthogonal submatrix.     

Error analysis of a hybrid method for computing Lyapunov exponents

In a previous paper (Beyn and Lust in Numer Math 113:357–375, 2009) we suggested a numerical method for computing all Lyapunov exponents of a dynamical system by spatial integration with respect to an ergodic measure. The method extended an earlier approach of Aston and Dellnitz (Comput Methods Appl Mech Eng 170:223–237, 1999) for the largest Lyapunov exponent by integrating the diagonal entries from the $QR$ -decomposition of the Jacobian for an iterated map. In this paper we provide an asymptotic error analysis of the method for the case in which all Lyapunov exponents are simple. We employ Oseledec multiplicative ergodic theorem and impose certain hyperbolicity conditions on the invariant subspaces that belong to neighboring exponents. The resulting error expansion shows that one step of extrapolation is enough to obtain exponential decay of errors.     

Autonomous strange nonchaotic oscillations in a system of mechanical rotators

We investigate strange nonchaotic self-oscillations in a dissipative system consisting of three mechanical rotators driven by a constant torque applied to one of them. The external driving is nonoscillatory; the incommensurable frequency ratio in vibrational-rotational dynamics arises due to an irrational ratio of diameters of the rotating elements involved. It is shown that, when losing stable equilibrium, the system can demonstrate two- or three-frequency quasi-periodic, chaotic and strange nonchaotic self-oscillations. The conclusions of the work are confirmed by numerical calculations of Lyapunov exponents, fractal dimensions, spectral analysis, and by special methods of detection of a strange nonchaotic attractor (SNA): phase sensitivity and analysis using rational approximation for the frequency ratio. In particular, SNA possesses a zero value of the largest Lyapunov exponent (and negative values of the other exponents), a capacitive dimension close to 2 and a singular continuous power spectrum. In general, the results of this work shed a new light on the occurrence of strange nonchaotic dynamics.     

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.     

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.     

Polynomial diffeomorphisms of C2: V. critical points and Lyapunov exponents

There is an invariant measure μ, which is the pluri-complex version of the harmonic measure of the Julia set for polynomial maps of C.In this paper we give an integral formula for the Lyapunov exponents of a polynomial automorphism with respect to μ, analogous to the Brolin-Manning formula polynomial maps of C.Our formula relates the Lyapunov exponents to the value of a Green function at a type of critical point which we define in this paper. We show that these the critical points have a natural dynamical interpretation.