Statistics of finite-time Lyapunov exponents in the Ulam map
Anteneodo, Celia
arXiv, 0309065 / Harvested from arXiv
The statistical properties of finite-time Lyapunov exponents at the Ulam point of the logistic map are investigated. The exact analytical expression for the autocorrelation function of one-step Lyapunov exponents is obtained, allowing the calculation of the variance of exponents computed over time intervals of length $n$. The variance anomalously decays as $1/n^2$. The probability density of finite-time exponents noticeably deviates from the Gaussian shape, decaying with exponential tails and presenting $2^{n-1}$ spikes that narrow and accumulate close to the mean value with increasing $n$. The asymptotic expression for this probability distribution function is derived. It provides an adequate smooth approximation to describe numerical histograms built for not too small $n$, where the finiteness of bin size trimmes the sharp peaks.
Publié le : 2003-09-24
Classification:  Nonlinear Sciences - Chaotic Dynamics,  Condensed Matter - Statistical Mechanics,  Mathematical Physics
@article{0309065,
     author = {Anteneodo, Celia},
     title = {Statistics of finite-time Lyapunov exponents in the Ulam map},
     journal = {arXiv},
     volume = {2003},
     number = {0},
     year = {2003},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0309065}
}
Anteneodo, Celia. Statistics of finite-time Lyapunov exponents in the Ulam map. arXiv, Tome 2003 (2003) no. 0, . http://gdmltest.u-ga.fr/item/0309065/