Noise-induced unstable dimension variability and transition to chaos in random dynamical systems

Ying Cheng Lai, Zonghua Liu, Lora Billings, Ira B. Schwartz

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Abstract

Results are reported concerning the transition to chaos in random dynamical systems. In particular, situations are considered where a periodic attractor coexists with a nonattracting chaotic saddle, which can be expected in any periodic window of a nonlinear dynamical system. Under noise, the asymptotic attractor of the system can become chaotic, as characterized by the appearance of a positive Lyapunov exponent. Generic features of the transition include the following: (1) the noisy chaotic attractor is necessarily nonhyperbolic as there are periodic orbits embedded in it with distinct numbers of unstable directions (unstable dimension variability), and this nonhyperbolicity develops as soon as the attractor becomes chaotic; (2) for systems described by differential equations, the unstable dimension variability destroys the neutral direction of the flow in the sense that there is no longer a zero Lyapunov exponent after the noisy attractor becomes chaotic; and (3) the largest Lyapunov exponent becomes positive from zero in a continuous manner, and its scaling with the variation of the noise amplitude is algebraic. Formulas for the scaling exponent are derived in all dimensions. Numerical support using both low- and high-dimensional systems is provided.

Original languageEnglish
Number of pages1
JournalPhysical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
Volume67
Issue number2
DOIs
StatePublished - 1 Jan 2003

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Random Dynamical Systems
Chaotic Attractor
dynamical systems
chaos
Chaos
Unstable
Lyapunov Exponent
Attractor
exponents
Largest Lyapunov Exponent
Nonlinear Dynamical Systems
Scaling Exponent
Zero
Saddle
Periodic Orbits
High-dimensional
scaling
Scaling
Differential equation
Distinct

Cite this

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Noise-induced unstable dimension variability and transition to chaos in random dynamical systems. / Lai, Ying Cheng; Liu, Zonghua; Billings, Lora; Schwartz, Ira B.

In: Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, Vol. 67, No. 2, 01.01.2003.

Research output: Contribution to journalArticleResearchpeer-review

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