Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate these directions. Though the concept of these vectors has been known for a long time, they became practically computable only recently due to algorithms suggested by Ginelli et al. [Phys. Rev. Lett. 99, 2007, 130601] and by Wolfe and Samelson [Tellus 59A, 2007, 355]. In view of the great interest in covariant Lyapunov vectors and their wide range of potential applications, in this article we summarize the available information related to Lyapunov vectors and provide a detailed explanation of both the theoretical basics and numerical algorithms. We introduce the notion of adjoint covariant Lyapunov vectors. The angles between these vectors and the original covariant vectors are norm-independent and can be considered as characteristic numbers. Moreover, we present and study in detail an improved approach for computing covariant Lyapunov vectors. Also we describe, how one can test for hyperbolicity of chaotic dynamics without explicitly computing covariant vectors.
In this Letter, we show that the analysis of Lyapunov-exponent fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a gaussian approximation for the large-deviation function that quantifies the fluctuation probability. More precisely, a diffusion matrix D (a dynamical invariant itself) is measured and analyzed in terms of its principal components. The application of this method to three (conservative, as well as dissipative) models allows (i) quantifying the strength of the effective interactions among the different degrees of freedom, (ii) unveiling microscopic constraints such as those associated to a symplectic structure, and (iii) checking the hyperbolicity of the dynamics.
Departing from a system of two nonautonomous amplitude equations, demonstrating hyperbolic chaotic dynamics, we construct a one-dimensional medium as an ensemble of such local elements introducing spatial coupling via diffusion. When length of the medium is small, all spatial cells oscillate synchronously, reproducing the local hyperbolic dynamics. This regime is characterized by a single positive Lyapunov exponent. The hyperbolicity survives when the system gets larger in length so that the second Lyapunov exponent passes zero and the oscillations become inhomogeneous in space. However, at a point where the third Lyapunov exponent becomes positive, some bifurcation occur that results in violation of the hyperbolicity due to the emergence of one-dimensional intersections of contracting and expanding tangent subspaces along trajectories on the attractor. Further growth of the length results in the two-dimensional intersections of expanding and contracting subspaces that we classify as a stronger type of the violation. Beyond the point of the hyperbolicity loss, the system demonstrates an extensive spatiotemporal chaos typical for extended chaotic systems: when the length of the system increases the Kaplan-Yorke dimension, the number of positive Lyapunov exponents and the upper estimate for Kolmogorov-Sinai entropy grow linearly, while the Lyapunov spectrum tends to a limiting curve.
An effective numerical method for testing the hyperbolicity of chaotic dynamics is suggested. The method employs ideas of algorithms for covariant Lyapunov vectors but avoids their explicit computation. The outcome is a distribution of a characteristic value which is bounded within the unit interval and whose zero indicates a tangency between expanding and contracting subspaces. To perform the test one has to solve several copies of equations for infinitesimal perturbations whose number is equal to the sum of numbers of positive and zero Lyapunov exponents. Since this number is normally much less than the full phase space dimension, this method provides a fast and memory saving way for numerical hyperbolicity testing.
Pseudohyperbolic attractors are genuine strange chaotic attractors. They do not contain stable periodic orbits and are robust in a sense that such orbits do not appear under variations. The tangent space of these attractors is split into a direct sum of volume expanding and contracting subspaces and these subspaces never have tangencies with each other. Any contraction in the first subspace, if occur, is weaker than contractions in the second one. In this paper we analyze local structure of several chaotic attractors recently suggested in literature as pseudohyperbolic. The absence of tangencies and thus the presence of the pseudohyperbolicity is verified using the method of angles that includes computation of distributions of the angles between the corresponding tangent subspaces. Also we analyze how volume expansion in the first subspace and the contraction in the second one occurs locally. For this purpose we introduce a family of instant Lyapunov exponents. Unlike the well known finite time ones, the instant Lyapunov exponents show expansion or contraction on infinitesimal time intervals. Two types of instant Lyapunov exponents are defined. One is related to ordinary finite time Lyapunov exponents computed in the course of standard algorithm for Lyapunov exponents. Their sums reveal instant volume expanding properties. The second type of instant Lyapunov exponents shows how covariant Lyapunov vectors grow or decay on infinitesimal time. Using both instant and finite time Lyapunov exponents we demonstrate that specific to the pseudohyperbolicity average expanding and contracting properties are typically violated on infinitesimal time. Instantly volumes from the first subspace can sometimes be contacted, directions in the second subspace can sometimes be expanded, and the instant contraction in the first subspace can sometimes be stronger than the contraction in the second subspace.
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