On the influence of noise on the largest Lyapunov exponent of attractors of stochastic dynamic systems

DOI10.1016/S0960-0779(97)00146-XMaRDI QIDQ1809577zbMATH OpenWikidataFDO

Authors Ioannis Andreadis, John Argyris

Publication date 25 April 2000

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0960-0779(97)00146-X

zbMATH Keywords

largest Lyapunov exponentmultiplicative noisestochastic dynamical system

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Review text

This paper deals with an answer to the conjecture proposed by \textit{J. Argyris, I. Andreadis, Cs. Pavlos} and \textit{M. Athanasiou} [ibid. 9, 343-361 (1998; Zbl 0933.37045)]. The authors present a mathematical analysis of the influence of noise to the largest Lyapunov exponent for a stochastic dynamical system. Then extend the results of Argyris, et al. to the case of an additive output noise, either in a discrete or a continuous in time formulation. The authors are going to consider the influence of the multiplicative noise in a forthcoming publication.

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Cites work

• Chaos, fractals, and noise: Stochastic aspects of dynamics.
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• Effects of noise on chaotic one-dimensional maps
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 3461174 (Why is no real title available?)
• scientific article; zbMATH DE number 603374 (Why is no real title available?)
• On the influence of noise on the largest Lyapunov exponent and on the geometric structure of attractors
• The influence of noise on the correlation dimension of chaotic attractors

Cited in

(6)

• On the influence of noise on the Bianchi IX and VIII cosmological models
• On the influence of noise on the largest Lyapunov exponent and on the geometric structure of attractors
• Noise-induced attractor annihilation in the delayed feedback logistic map
• Noise-perturbed quaternionic Mandelbrot sets
• Noise robust estimates of the largest Lyapunov exponent
• On a classification of dynamic systems subject to noise

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