Lyapunov Exponents of Two Stochastic Lorenz 63 Systems
نویسندگان
چکیده
منابع مشابه
T . Lyapunov Exponents for Stochastic
Primary audience. Ph.D. students and advanced M.S. students interested in stochastic processes. General Course Description. A basic course which introduces the topic of stochastic partial di¤erential equations (SPDEs) via some simple examples that are amenable to detailed calculations, focusing mainly on parabolic equations. The prerequisite for the course being only a graduate course in probab...
متن کاملLyapunov exponents of hybrid stochastic heat equations
Stabilization of (ordinary) stochastic differential equations (SDEs) by noise has been studied extensively in the past few years, e.g., Arnold et al. [1], Has’minskii [6], Mao and Yuan [10], Pardoux and Wihstutz [11, 12], Scheutzow [15]. Recently, there are also many works focusing on such phenomena for stochastic partial differential equations (SPDEs), e.g., Kwiecinska [7] and Kwiecinska [9] d...
متن کاملOn finite-size Lyapunov exponents in multiscale systems On finite-size Lyapunov exponents in multiscale systems
We study the effect of regime switches on finite size Lyapunov exponents (FSLEs) in determining the error growth rates and predictability of multiscale systems. We consider a dynamical system involving slow and fast regimes and switches between them. The surprising result is that due to the presence of regimes the error growth rate can be a non-monotonic function of initial error amplitude. In ...
متن کاملLyapunov Exponents of Second Order Linear Systems
In this paper we describe the maximal and the minimal values of Lyapunov exponents for second order discrete time invariant linear system perturbed by time varying bounded perturbation. The results may be interpreted in terms of generalized spectral radius and applied to obtained formulas for robust stability problem. Key-Words: Time varying discrete linear systems, Lyapunov exponents, robust s...
متن کاملconstruction of vector fields with positive lyapunov exponents
in this thesis our aim is to construct vector field in r3 for which the corresponding one-dimensional maps have certain discontinuities. two kinds of vector fields are considered, the first the lorenz vector field, and the second originally introced here. the latter have chaotic behavior and motivate a class of one-parameter families of maps which have positive lyapunov exponents for an open in...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2019
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-019-02457-3