Lyapunov exponents for Hamiltonian systems under small Lévy-type perturbations
This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian Lévy-type noise with bounded jumps. In a suitable moving frame, the linearization of such a system can be regarded as a small perturbation of a nilpotent linear system. The Lyapunov ex...
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Veröffentlicht in: | Chaos (Woodbury, N.Y.) N.Y.), 2021-08, Vol.31 (8), p.081101-081101 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian Lévy-type noise with bounded jumps. In a suitable moving frame, the linearization of such a system can be regarded as a small perturbation of a nilpotent linear system. The Lyapunov exponent is then estimated by taking a Pinsky–Wihstutz transformation and applying the Khas’minskii formula, under appropriate assumptions on smoothness, ergodicity, and integrability. Finally, two examples are presented to illustrate our results. |
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ISSN: | 1054-1500 1089-7682 |
DOI: | 10.1063/5.0058716 |