Limiting points of stochastic flows

It is known that if the flow of a stochastic differential equation on a compact manifold has only negative Lyapunov exponents, then its limiting behavior can be described by a moving random set σof n points. We study the properties of σ and the associated domains of attraction. For example, we will show that it is supported by a compact set on which the induced flow has only one limiting point. On a d-dimensional sphere, if the support of the stochastic flow contains all the isometries, then n=1 or 2, and in the latter case, the two random points and their domains of attractions are antipodal symmetric     

Hopf bifurcation in an hexagonal governor system with a spring

The complex dynamical behaviors of the hexagonal governor system with a spring are studied in this paper. We go deeper investigating the stability of the equilibrium points in the hexagonal governor system with a spring. These systems have a rich variety of nonlinear behaviors, which are investigated here by numerically integrating the Lagrangian equations of motion. A tiny change in parameters can lead to an enormous difference in the long-term behavior of the system. Hyperchaotic behavior is also observed in cases where two of the Lyapunov exponents are positive, one is zero, and one is negative. The routes to chaos are analyzed using Poincaré maps, which are found to be more complicated than those of nonlinear rotational machines. Periodic and chaotic motions can be clearly distinguished by all of the analytical tools applied here, namely Poincaré sections, bifurcation diagrams, Lyapunov exponents, and Lyapunov dimensions. By studying numerical simulations, it is possible to provide reliable theory and effective numerical method for other systems.     

A stochastic version of center manifold theory

Summary Random dynamical systems arise naturally if the influence of white or real noise on the parameters of a nonlinear determinstic dynamical system is studied. In this situation Lyapunov exponents attached to the linearized flow replace the real parts of the eigenvalues and describe the stability behavior of the linear system. If at least one of them vanishes then it is possible to prove the existence of a stochastic analogue of the deterministic center manifold. The asymptotic behavior of the entire system can then be derived from the lower dimensional system restricted to this stochastic center manifold. A dynamical characterization of the stochastic center manifold is given and approximation results are proved.     

Competitive Lotka-Volterra population dynamics with jumps

This paper considers competitive Lotka-Volterra population dynamics with jumps. The contributions of this paper are as follows. (a) We show that a stochastic differential equation (SDE) with jumps associated with the model has a unique global positive solution; (b) we discuss the uniform boundedness of the pth moment with p>0 and reveal the sample Lyapunov exponents; (c) using a variation-of-constants formula for a class of SDEs with jumps, we provide an explicit solution for one-dimensional competitive Lotka-Volterra population dynamics with jumps, and investigate the sample Lyapunov exponent for each component and the extinction of our n-dimensional model.     

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 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.     

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.     

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.     

Lévy processes in semisimple Lie groups and stability of stochastic flows

We study the asymptotic stability of stochastic flows on compact spaces induced by Levy processes in semisimple Lie groups. It is shown that the Lyapunov exponents can be determined naturally in terms of root structure of the Lie group and there is an open subset whose complement has a positive codimension such that, after a random rotation, each of its connected components is shrunk to a single moving point exponentially under the flow.

     

Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations

Our aim in this article is to establish explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations. We use these formulas to examine the sample-path stability of a linear stochastic differential equations arising in fluid dynamics and of a model of stochastic Hopf bifurcation.     

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.     

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.     

Chaotic motion versus stochastic excitation

Attention is focused on the chaotic behaviour of dynamical systems under stochastic excitation. Characterization techniques associated with Poincare sections, Lyapunov exponents, capacity and information dimensions, power spectra and probability densities are used for a non-linear single-degree-of-freedom system. It is shown that it is virtually impossible to distinguish between chaotic and non-chaotic stochastic motion when a relatively high intensity of the external excitation is involved. While looking for a transition criterion, the algorithmic experience on the subject is increased.     

Continual version of the Perron effect of change of values of the characteristic exponents

We prove the existence of a perturbed two-dimensional system of ordinary differential equations such that its linear approximation has arbitrarily prescribed negative characteristic exponents, the perturbation is of arbitrarily prescribed higher order of smallness in a neighborhood of the origin, all of its nontrivial solutions are infinitely extendible to the right, and the whole set of their Lyapunov exponents is contained in the positive half-line, is bounded, and has positive Lebesgue measure. In the general case, we also obtain explicit representations of the exponents of these solutions via their initial values.     

Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations

We consider the asymptotic behavior of the solutions of a stochastic linear differential equation driven by a finite states Markov process. We consider the sample path Lyapunov exponent λ and the p-moment Lyapunov exponents g(p) for positive p. We derive relations between X and g{p\ which are extensions to our situation of results of Arnold [1] in a different context. Using a Lyapunov function approach, an exact expression forg(2) and estimates for g(p) are obtained, thus leading to upper and lower bounds for λ     

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.     

Flows of stochastic dynamical systems: ergodic theory

We present a version of the Multiplicative Ergodic (Oseledec) Theorem for the flow of a nonlinear stochastic system definedon a smooth compact manifold. This theorem establishes the existence of a Lyapunov spectrum for the flow, which characterises the asymptotic behaviour of the derivative flow. Then we establish the existence of stable manifolds for the flow (on which trajectories cluster) associated with the Lyapunov spectrum. This work is a generalisation of that of Ruelle who deals with ordinary dynamical systems. Finally we give an example of a stochastic system for which the flow is calculated explicitly, and which illustrates the behaviour predicted by the abstract results.     

Simultaneous attainability of central exponents of a linear Hamiltonian system under Hamiltonian perturbations

We show that, for any linear Hamiltonian system, there exists an arbitrarily close (in the uniform metric on the half-line) linear Hamiltonian system whose upper and lower Lyapunov exponents coincide with the upper and lower upper-limit central Vinograd–Millionshchikov exponents, respectively, of the original system and whose upper and lower Perron exponents coincide with the respective lower-limit exponents of the original system.     

Orbital stability index for stochastic systems

The Known concepts of Lyapunov exponent, moment Lyapunov exponents, and stability index for stationary points of stochastic systems are carried over for invariant orbits with nonvanishing diffusion. The obtained geneal results are applied to investiating stochastic stability and stabilization of orbits on the plane. These questions are considered under small diffusion as well.