带跳的非线性随机微分方程的Lyapunov指数的估计

本文研究了带跳的非线性随机微分方程Lyapunov指数的估计,在适当的条件下,确定其Lyapunov指数q的值．对于给定的步长h,考虑此微分系统的Euler离散化模型,给出了的理论误差估计.     

Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

We introduce a concept of adjoint equation and Lyapunov regularity of a stochastic differential algebraic Equation (SDAE) of index 1. The notion of adjoint SDAE is introduced in a similar way as in the deterministic differential algebraic equation case. We prove a multiplicative ergodic theorem for the adjoint SDAE and the adjoint Lyapunov spectrum. Employing the notion of adjoint equation and Lyapunov spectrum of an SDAE, we are able to define Lyapunov regularity of SDAEs. Some properties and an example of a metal oxide semiconductor field-effect transistor ring oscillator under thermal noise are discussed.     

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.     

动力系统实测数据的Lyapunov指数的矩阵算法

Lyapunov指数l是定量描述混沌吸引子的重要指标,自从1985年Wolf提出Lyapunov指数l的轨线算法以来,如何准确、快速地计算正的、最大的Lyapunov指数l_max便成为人们关注的问题,虽有不少成功计算的报导,但一般并不公开交流.在Zuo Bingwu理论算法的基础上,给出了Lyapunov指数l的具体的矩阵算法,并与Wolf的算法进行了比较,计算结果表明:算法能快速、准确地计算(主要是正的、最大的)Lyapunov指数l_max.并对Lyapunov指数l的大小所反应的吸引子的特性进行了分析,并得出了相应的结论.     

Switching systems with dwell time: Computing the maximal Lyapunov exponent

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete–continuous) linear switching systems on graphs, in which some modes correspond to discrete actions and some others correspond to continuous-time evolutions. Each discrete action has its own positive weight which accounts for its time-duration. We develop a theory of stability for the mixed systems; in particular, we prove the existence of an invariant Lyapunov norm for mixed systems on graphs and study its structure in various cases, including discrete-time systems for which discrete actions have inhomogeneous time durations. This allows us to adapt recent methods for the joint spectral radius computation (Gripenberg’s algorithm and the Invariant Polytope Algorithm) to compute the Lyapunov exponent of mixed systems on graphs.     

Geometric Integration Methods that Preserve Lyapunov Functions

We consider ordinary differential equations (ODEs) with a known Lyapunov function V. To ensure that a numerical integrator reflects the correct dynamical behaviour of the system, the numerical integrator should have V as a discrete Lyapunov function. Only second-order geometric integrators of this type are known for arbitrary Lyapunov functions. In this paper we describe projection-based methods of arbitrary order that preserve any given Lyapunov function. AMS subject classification (2000) 65L05, 65L06, 65L20, 65P40     

Delay independent stability of linear switching systems with time delay

We consider a switching system with time delay composed of a finite number of linear delay differential equations (DDEs). Each DDE consists of a sum of a linear ODE part and a linear DDE part. We study two particular cases: (a) all the ODE parts are stable and (b) all the ODE parts are unstable and determine conditions for delay independent stability. For case (a), we extend a standard result of linear DDEs via the multiple Lyapunov function and functional methods. For case (b) the standard DDE result is not directly applicable, however, we are able to obtain uniform asymptotic stability using the single Lyapunov function and functional methods.     

一类一维混沌映射的拓扑条件

20世纪中期以来,人们在物理、天文、气象等领域中发现了大量的混沌现象.这些新发现引发了近几十年来对混沌现象的研究.由于它的困难程度和在解决实际问题中的巨大价值,对混沌现象的研究成为动力系统乃至数学中的一个长期的前沿和热点研究方向.混沌现象最本质的特征是初值敏感性,保证有初值敏感性的一个充分条件是系统具有正Lyapunov指数.因此研究系统是否具有正Lyapunov指数成为研究系统是否出现混沌的重要方法.从拓扑角度给出了一类一维映射出现混沌现象的充分条件.从拓扑的角度来研究,将加深对此类映射出现混沌的机理的认识.研究此类映射,最重要的是研究临界点、临界点轨道及它们的相互关系.我们采用临界点的逆像建立拓扑工具,使用这一拓扑工具分析临界点轨道与临界点的复杂关系,研究临界点逆轨道的运动形态、相应开集的拓扑特征,进而导出系统出现混沌的拓扑特征及它与Lyapunov指数之间的关系.     

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.     

Positive Lyapunov exponents for a class of ergodic orthogonal polynomials on the unit circle

Consider ergodic orthogonal polynomials on the unit circle whose Verblunsky coefficients are given by αn(ω)=λV(Tnω), where T is an expanding map of the circle and V is a C¹ function. Following the formalism of [Jean Bourgain, Wilhelm Schlag, Anderson localization for Schrödinger operators on Z with strongly mixing potentials, Comm. Math. Phys. 215 (2000) 143-175; Victor Chulaevsky, Thomas Spencer, Positive Lyapunov exponents for a class of deterministic potentials, Comm. Math. Phys. 168 (1995) 455-466], we show that the Lyapunov exponent γ(z) obeys a nice asymptotic expression for λ>0 small and z∈∂D?{±1}. In particular, this yields sufficient conditions for the Lyapunov exponent to be positive. Moreover, we also prove large deviation estimates and Hölder continuity for the Lyapunov exponent.     

Almost periodic Szeg? cocycles with uniformly positive Lyapunov exponents

We exhibit examples of almost periodic Verblunsky coefficients for which Herman’s subharmonicity argument applies and yields the result that the associated Lyapunov exponents are uniformly bounded away from zero. As an immediate consequence of this result, we obtain examples of almost periodic Verblunsky coefficients for which the associated probability measure on the unit circle is pure point.     

An improved numerical method for balanced truncation for symmetric second-order systems

We consider balanced truncation model order reduction for symmetric second-order systems. The occurring large-scale generalized and structured Lyapunov equations are solved with a specially adapted low-rank alternating directions implicit (ADI) type method. Stopping criteria for this iteration are investigated, and a new result concerning the Lyapunov residual within the low-rank ADI method is established. We also propose a goal-oriented stopping criterion which tries to incorporate the balanced truncation approach already during the ADI iteration. The model reduction approach using the ADI method with different stopping criteria is evaluated on several test systems.     

A Bernoulli toral linked twist map without positive Lyapunov exponents

The presence of positive Lyapunov exponents in a dynamical system is often taken to be equivalent to the chaotic behavior of that system. We construct a Bernoulli toral linked twist map which has positive Lyapunov exponents and local stable and unstable manifolds defined only on a set of measure zero. This is a deterministic dynamical system with the strongest stochastic property, yet it has positive Lyapunov exponents only on a set of measure zero. In fact we show that for any map in a certain class of piecewise linear Bernoulli toral linked twist maps, given any there is a Bernoulli toral linked twist map with positive Lyapunov exponents defined only on a set of measure zero such that is within of in the metric.

     

On a discretization process of fractional-order Logistic differential equation

In this work we introduce a discretization process to discretize fractional-order differential equations. First of all, we consider the fractional-order Logistic differential equation then, we consider the corresponding fractional-order Logistic differential equation with piecewise constant arguments and we apply the proposed discretization on it. The stability of the fixed points of the resultant dynamical system and the Lyapunov exponent are investigated. Finally, we study some dynamic behavior of the resultant systems such as bifurcation and chaos.     

Numerical justification of Leonov conjecture on Lyapunov dimension of Rossler attractor

Exact Lyapunov dimension of attractors of many classical chaotic systems (such as Lorenz, Henon, and Chirikov systems) is obtained. While exact Lyapunov dimension for Rössler system is not known, Leonov formulated the following conjecture: Lyapunov dimension of Rössler attractor is equal to local Lyapunov dimension in one of its stationary points. In the present work Leonov’s conjecture on Lyapunov dimension of various Rössler systems with standard parameters is checked numerically.     

On Stability of Solutions to Quasilinear Periodic Systems of Differential Equations

We consider a quasilinear system of differential equations with periodic coefficients in the linear terms. We obtain estimates for the attraction domain of the zero solution and establish estimates for the decay rate of solutions at infinity. The results are stated in terms of the integrals of the norm of a periodic solution to the Lyapunov differential equation.     

Non-perturbative positive Lyapunov exponent of Schrödinger equations and its applications to skew-shift mapping

We first study the discrete Schrödinger equations with analytic potentials given by a class of transformations. It is shown that if the coupling number is large, then the Lyapunov exponent equals approximately to the logarithm of this coupling number. When the transformation becomes the skew-shift mapping, we prove that the Lyapunov exponent is weak Hölder continuous, and the spectrum satisfies Anderson Localization and contains large intervals. Moreover, all of these conclusions are non-perturbative.     

A probe into the chaotic nature of daily streamflow time series by correlation dimension and largest Lyapunov methods

Two chaotic indicators namely the correlation dimension and the Lyapunov exponent methods are investigated for the daily river flow of Kizilirmak River. A delay time of 60 days used for the reconstruction is chosen after examining the first minimum of the average mutual information of the data. The sufficient embedding dimension is estimated using the false nearest neighbor algorithm, which has a value of 11. Based on these embedding parameters the correlation dimension of the resulting attractor is calculated, as well as the average divergence rate of nearby orbits given by the largest Lyapunov exponent. The presence of chaos in the examined river flow time series is evident with the low correlation dimension (2.4) and the positive value of the largest Lyapunov exponent (0.0061).     

Delay versus age-of-infection - Global stability

We consider an SIR model of disease transmission which has been formulated with delay in order to give a fixed duration of infectiousness. A Lyapunov functional that has worked for similar models does not work here. Instead, the model is shown to be a consequence of an age-of-infection model for which the same class of Lyapunov functionals has worked, resolving the global stability.     

On statistical properties of the lyapunov exponent of the generalized skew tent map

The statistical properties of the Lyapunov exponent of the chaotic generalized skew tent map is studied. Expressions of the mean and the variance of this Lyapunov exponent at each discrete time index are obtained. A sufficient condition for weakly mixing of the chaotic generalized skew tent map is derived, and the asymptotic distribution of its Lyapunov exponent is provided.