Localization for a Matrix-valued Anderson Model

We study localization properties for a class of one-dimensional, matrix-valued, continuous, random Schrödinger operators, acting on $L^2(\mathbb R)\otimes \mathbb C^NWe study localization properties for a class of one-dimensional, matrix-valued, continuous, random Schr?dinger operators, acting on , for arbitrary N ≥ 1. We prove that, under suitable assumptions on the Fürstenberg group of these operators, valid on an interval , they exhibit localization properties on I, both in the spectral and dynamical sense. After looking at the regularity properties of the Lyapunov exponents and of the integrated density of states, we prove a Wegner estimate and apply a multiscale analysis scheme to prove localization for these operators. We also study an example in this class of operators, for which we can prove the required assumptions on the Fürstenberg group. This group being the one generated by the transfer matrices, we can use, to prove these assumptions, an algebraic result on generating dense Lie subgroups in semisimple real connected Lie groups, due to Breuillard and Gelander. The algebraic methods used here allow us to handle with singular distributions of the random parameters.      

Quantum Lyapunov Exponents

We show that it is possible to associate univocally with each given solution of the time-dependent Schrödinger equation a particular phase flow (quantum flow) of a non-autonomous dynamical system. This fact allows us to introduce a definition of chaos in quantum dynamics (quantum chaos), which is based on the classical theory of chaos in dynamical systems. In such a way we can introduce quantities which may be appelled quantum Lyapunov exponents. Our approach applies to a non-relativistic quantum-mechanical system of n charged particles; in the present work numerical calculations are performed only for the hydrogen atom. In the computation of the trajectories we first neglect the spin contribution to chaos, then we consider the spin effects in quantum chaos. We show how the quantum Lyapunov exponents can be evaluated and give several numerical results which describe some properties found in the present approach. Although the system is very simple and the classical counterpart is regular, the most non-stationary solutions of the corresponding Schrödinger equation are chaotic according to our definition.     

Non-Gaussian Fluctuations of Local Lyapunov Exponents at Intermittency

In intermittent dynamical systems, the distributions of local Lyapunov exponents are markedly non-Gaussian and tend to be asymmetric and fat-tailed. A comparative analysis of the different time-scales in intermittency provides a heuristic explanation for the origin of the exponential tails, for which we also obtain an analytic expression deriving from a more quantitative theory. Application is made to several examples of discrete dynamical systems displaying intermittent dynamics.     

Finite-Time Lyapunov Exponents for Products of Random Transformations

I show how continuous products of random transformations constrained by a generic group structure can be studied by using Iwasawa's decomposition into angular, diagonal, and shear degrees of freedom. In the case of a Gaussian process a set of variables, adapted to the Iwasawa decomposition and still having a Gaussian distribution, is introduced and used to compute the statistics of the finite-time Lyapunov spectrum of the process. The variables also allow to show the exponential freezing of the shear degrees of freedom, which contain information about the Lyapunov eigenvectors.     

On the Validity of the Conjugate Pairing Rule for Lyapunov Exponents

For Hamiltonian systems subject to an external potential which in the presence of a thermostat will reach a nonequilibrium stationary state Dettmann and Morriss proved a strong conjugate pairing rule (SCPR) for pairs of Lyapunov exponents in the case of isokinetic (IK) stationary states which have a given kinetic energy. This SCPR holds for all initial phases of the system, all times t, and all numbers of particles N. This proof was generalized by Wojtkowski and Liverani to include hard interparticle potentials. A geometrical reformulation of those results is presented. The present paper proves numerically, using periodic orbits for the Lorentz gas, that SCPR cannot hold for isoenergetic (IE) stationary states which have a given total internal energy. In that case strong evidence is obtained for CPR to hold for large N and t, where it can be conjectured that the larger N, the smaller t will be. This suffices for statistical mechanics.     

Partial Hyperbolicity, Lyapunov Exponents and Stable Ergodicity

We present some results and open problems about stable ergodicity of partially hyperbolic diffeomorphisms with non-zero Lyapunov exponents. The main tool is local ergodicity theory for non-uniformly hyperbolic systems.     

Unified Description on Behavior of Lyapunov Exponent for 1-D Anderson Model Near Band Center

We investigate the behavior for the Lyapunov exponent around the band center in one-dimensional Anderson model with weak disorder. Using a parametrization method we derive the corresponding differential equation and solve the associated invariant distribution. We obtain the coe?cient for the leading correction term for small energy in band center anomaly. A high precision Pade′ approximation formula is applied to fully amend the anomalous behavior of Lyapunov exponent near band center.     

A Novel Measure Inspired by Lyapunov Exponents for the Characterization of Dynamics in State-Transition Networks

The combination of network sciences, nonlinear dynamics and time series analysis provides novel insights and analogies between the different approaches to complex systems. By combining the considerations behind the Lyapunov exponent of dynamical systems and the average entropy of transition probabilities for Markov chains, we introduce a network measure for characterizing the dynamics on state-transition networks with special focus on differentiating between chaotic and cyclic modes. One important property of this Lyapunov measure consists of its non-monotonous dependence on the cylicity of the dynamics. Motivated by providing proper use cases for studying the new measure, we also lay out a method for mapping time series to state transition networks by phase space coarse graining. Using both discrete time and continuous time dynamical systems the Lyapunov measure extracted from the corresponding state-transition networks exhibits similar behavior to that of the Lyapunov exponent. In addition, it demonstrates a strong sensitivity to boundary crisis suggesting applicability in predicting the collapse of chaos.     

Space-Time Directional Lyapunov Exponents for Cellular Automata

Space-time directional Lyapunov exponents are introduced. They describe the maximal velocity of propagation to the right or to the left of fronts of perturbations in a frame moving with a given velocity. The continuity of these exponents as function of the velocity and an inequality relating them to the directional entropy is proved.     

Long-Time-Tail Effects on Lyapunov Exponents of a Random, Two-Dimensional Field-Driven Lorentz Gas

We study the Lyapunov exponents for a moving, charged particle in a two-dimensional Lorentz gas with randomly placed, nonoverlapping hard-disk scatterers in a thermostatted electric field, . The low-density values of the Lyapunov exponents have been calculated with the use of an extended Lorentz–Boltzmann equation. In this paper we develop a method to extend theses results to higher density, using the BBGKY hierarchy equations and extending them to include the additional variables needed for calculation of the Lyapunov exponents. We then consider the effects of correlated collision sequences, due to the so-called ring events, on the Lyapunov exponents. For small values of the applied electric field, the ring terms lead to nonanalytic, field-dependent contributions to both the positive and negative Lyapunov exponents which are of the form ~ ²ln~, where ~ is a dimensionless parameter proportional to the strength of the applied field. We show that these nonanalytic terms can be understood as resulting from the change in the collision frequency from its equilibrium value due to the presence of the thermostatted field, and that the collision frequency also contains such nonanalytic terms.     

Systematic Density Expansion of the Lyapunov Exponents for a Two-Dimensional Random Lorentz Gas

We study the Lyapunov exponents of a two-dimensional, random Lorentz gas at low density. The positive Lyapunov exponent may be obtained either by a direct analysis of the dynamics, or by the use of kinetic theory methods. To leading orders in the density of scatterers it is of the form A ₀ñln ñ+B ₀ñ, where A ₀ and B ₀ are known constants and ñ is the number density of scatterers expressed in dimensionless units. In this paper, we find that through order (ñ²), the positive Lyapunov exponent is of the form A ₀ñln ñ+B ₀ñ+A ₁ñ²ln ñ +B ₁ñ². Explicit numerical values of the new constants A ₁ and B ₁ are obtained by means of a systematic analysis. This takes into account, up to O(ñ²), the effects of all possible trajectories in two versions of the model; in one version overlapping scatterer configurations are allowed and in the other they are not.     

Global vector-field reconstruction of nonlinear dynamical systems from a time series with SVD method and validation with Lyapunov exponents

A method for the global vector-field reconstruction of nonlinear dynamical systems from a time series is studied in this paper. It employs a complete set of polynomials and singular value decomposition (SVD) to estimate a standard function which is certtral to the algorithm. Lyapunov exponents and dimension, calculated from the differential equations of a standard system, are used for the validation of the reconstruction. The algorithm is proven to be practical by applying it to a Roessler system.     

A differential algorithm for the Lyapunov spectrum

We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so-called continuous type, where the rate of expansion of perturbations is obtained for all times, and the exponents are reached as the limit at infinity. It does not involve exponentially divergent quantities so there is no need of rescaling or realigning of the solution. We show the algorithm’s advantages and drawbacks using mainly the example of a particle moving between two contracting walls.     

Positive Lyapunov exponents in the Kramers oscillator

The maximum Lyapunov exponent is computed numerically for the double-well oscillator in a heat bath. Positive exponents are found in a wide range of friction coefficients in the low-damping regime.     

Rigorous bounds of the Lyapunov exponents of the one-dimensional random Ising model

We find analytic upper and lower bounds of the Lyapunov exponents of the product of random matrices related to the one-dimensional disordered Ising model, using a deterministic map which transforms the original system into a new one with smaller average couplings and magnetic fields. The iteration of the map gives bounds which estimate the Lyapunov exponents with increasing accuracy. We prove, in fact, that both the upper and the lower bounds converge to the Lyapunov exponents in the limit of infinite iterations of the map. A formal expression of the Lyapunov exponents is thus obtained in terms of the limit of a sequence. Our results allow us to introduce a new numerical procedure for the computation of the Lyapunov exponents which has a precision higher than Monte Carlo simulations.     

Bifurcation structure and Lyapunov exponents of a modulated logistic map

We have studied the bifurcation structure of the logistic map with a time dependant control parameter. By introducing a specific nonlinear variation for the parameter, we show that the bifurcation structure is modified qualitatively as well as quantitatively from the first bifurcation onwards. We have also computed the two Lyapunov exponents of the system and find that the modulated logistic map is less chaotic compared to the logistic map.     

Generalized Lyapunov exponents in high-dimensional chaotic dynamics and products of large random matrices

We study the behavior of the generalized Lyapunov exponents for chaotic symplectic dynamical systems and products of random matrices in the limit of large dimensionsD. For products of random matrices without any particular structure the generalized Lyapunov exponents become equal in this limit and the value of one of the generalized Lyapunov exponents is obtained by simple arguments. On the contrary, for random symplectic matrices with peculiar structures and for chaotic symplectic maps the generalized Lyapunov exponents remains different forD , indicating that high dimensionality cannot always destroy intermittency.     

Regularity of the density of states in the Anderson model on a strip for potentials with singular continuous distributions

We derive regularity properties for the density of states in the Anderson model on a one-dimensional strip for potentials with singular continuous distributions. For example, if the characteristic function is infinitely differentiable with bounded derivatives and together with all its derivatives goes to zero at infinity, we show that the density of states is infinitely differentiable.     

切换系统Lyapunov指数的算法及应用

Lyapunov指数是判定系统非线性行为的重要工具,然而目前的大多算法并不适用于切换系统.在传统Jacobi法的基础上,提出了一种新算法,可以直接计算得到n维切换系统的n个Lyapunov指数.首先,根据切换面处相邻轨线的动态变化规律,从相空间几何推导出切换面处轨线变化的Jacobi矩阵;然后,对该矩阵进行QR分解,从而利用R的对角线元素实现Lyapunov指数的切换补偿;最后,将新算法应用到平面双螺旋混沌系统、Glass网络和航天器供电系统三个实例中,并将计算结果与Poincaré映射方法的计算结果进行比较,对新算法的有效性进行验证.