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Mathematics > Dynamical Systems
Title: Unifying Lyapunov exponents with probabilistic uncertainty quantification
(Submitted on 8 Mar 2024 (v1), last revised 12 Mar 2024 (this version, v2))
Abstract: The Lyapunov exponent is well-known in deterministic dynamical systems as a measure for quantifying chaos and detecting coherent regions in physically evolving systems. In this Letter, we show how the Lyapunov exponent can be unified with stochastic sensitivity (which quantifies the uncertainty of an evolving uncertain system whose initial condition is certain) within a finite time uncertainty quantification framework in which both the dynamics and the initial condition of a continuously evolving $ n $-dimensional state variable are uncertain.
Submission history
From: Sanjeeva Balasuriya [view email][v1] Fri, 8 Mar 2024 06:24:43 GMT (14kb)
[v2] Tue, 12 Mar 2024 23:18:15 GMT (14kb)
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