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arXiv · 1111.5831

Generalized Lyapunov exponents of the random harmonic oscillator: cumulant expansion approach

Raul Vallejos·Celia Anteneodo
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Abstract

The cumulant expansion is used to estimate generalized Lyapunov exponents of the random-frequency harmonic oscillator. Three stochastic processes are considered: Gaussian white noise, Ornstein-Uhlenbeck, and Poisson shot noise. In some cases, nontrivial numerical difficulties arise. These are mostly solved by implementing an appropriate importance-sampling Montecarlo scheme. We analyze the relation between random-frequency oscillators and many-particle systems with pairwise interactions like the Lennard-Jones gas.

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Raul Vallejos, Celia Anteneodo. 2011-11-24. Generalized Lyapunov exponents of the random harmonic oscillator: cumulant expansion approach. https://doi.org/10.1103/physreve.85.021124

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