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Rigorous enclosure of Lyapunov exponents of stochastic flows

Authors :
Breden, Maxime
Chu, Hugo
Lamb, Jeroen S. W.
Rasmussen, Martin
Publication Year :
2024

Abstract

We develop a powerful and general method to provide arbitrarily accurate rigorous upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the ergodicity of diffusion processes. We do not require any structural assumptions on the stochastic system and work under mild hypoellipticity conditions outside of perturbative regimes. Therefore, our method allows for the treatment of systems that were so far inaccessible from existing mathematical tools. We demonstrate our method to exhibit the chaotic nature of three non-Hamiltonian systems. Finally, we show that our approach is robust to continuation methods to produce bounds on Lyapunov exponents for large parameter regions.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2411.07064
Document Type :
Working Paper