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arXiv · 1707.00708

Cycle-expansion method for the Lyapunov exponent, susceptibility, and higher moments

Abstract

Lyapunov exponents characterize the chaotic nature of dynamical systems by quantifying the growth rate of uncertainty associated with the imperfect measurement of initial conditions. Finite-time estimates of the exponent, however, experience fluctuations due to both the initial condition and the stochastic nature of the dynamical path. The scale of these fluctuations is governed by the Lyapunov susceptibility, the finiteness of which typically provides a sufficient condition for the law of large numbers to apply. Here, we obtain a formally exact expression for this susceptibility in terms of the Ruelle dynamical zeta function for one-dimensional systems. We further show that, for systems governed by sequences of random matrices, the cycle expansion of the zeta function enables systematic computations of the Lyapunov susceptibility and of its higher-moment generalizations. The method is here applied to a class of dynamical models that maps to static disordered spin chains with interactions stretching over a varying distance, and is tested against Monte Carlo simulations.

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BibTeXRIS

Patrick Charbonneau, Yue Li, Henry D. Pfister, Sho Yaida. 2017-09-20. Cycle-expansion method for the Lyapunov exponent, susceptibility, and higher moments. https://doi.org/10.1103/physreve.96.032129

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