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arXiv · 1510.01474

Lyapunov exponents of stochastic systems---from micro to macro

Tanguy Laffargue·Julien Tailleur·Frédéric van Wijland
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Abstract

Lyapunov exponents of dynamical systems are defined from the rates of divergence of nearby trajectories. For stochastic systems, one typically assumes that these trajectories are generated under the "same noise realization". The purpose of this work is to critically examine what this expression means. For Brownian particles, we consider two natural interpretations of the noise: intrinsic to the particles or stemming from the fluctuations of the environment. We show how they lead to different distributions of the largest Lyapunov exponent as well as different fluctuating hydrodynamics for the collective density field. We discuss, both at microscopic and macroscopic levels, the limits in which these noise prescriptions become equivalent. We close this paper by providing an estimate of the largest Lyapunov exponent and of its fluctuations for interacting particles evolving with the Dean-Kawasaki dynamics.

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BibTeXRIS

Tanguy Laffargue, Julien Tailleur, Frédéric van Wijland. 2015-10-06. Lyapunov exponents of stochastic systems---from micro to macro. https://doi.org/10.1088/1742-5468%2F2016%2F03%2F034001

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