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arXiv · 2403.05085

Unifying Lyapunov exponents with probabilistic uncertainty quantification

Liam Blake·John Maclean·Sanjeeva Balasuriya
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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.

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Liam Blake, John Maclean, Sanjeeva Balasuriya. 2024-03-08. Unifying Lyapunov exponents with probabilistic uncertainty quantification. https://arxiv.org/abs/2403.05085

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