Lyapunov exponent

The flow of a dynamical system is defined as a one-parameter family of mappings;

${\displaystyle {\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">F</span></span>}}^{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">t</span></span>}}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">(</span></span>{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">x</span></span>}}_{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">0</span></span>}}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">)</span></span><span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">=</span></span>{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">x</span></span>}}_{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">t</span></span>}}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">,</span></span>}${\ displaystyle F ^ {t} (x_ {0}) = x_ {t},}

Where${\displaystyle \mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">t</span></span>}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">\mapsto </span></span>{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">x</span></span>}}_{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">t</span></span>}}}$ {\ displaystyle t \ mapsto x_ {t}} denotes a trajectory in a dynamic system. Lyapunov exponent can be determined as follows:

${\displaystyle \mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">\lambda </span></span>}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">(</span></span>\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">x</span></span>}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">)</span></span><span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">=</span></span>\underset{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">t</span></span>}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">\to </span></span>\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">\infty </span></span>}}{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">lim</span></span>}\frac{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">one</span></span>}}{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">t</span></span>}}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">\cdot </span></span>\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">ln</span></span>}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;"></span></span><span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">\Vert </span></span>{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">d</span></span>}}_{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">x</span></span>}}{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">F</span></span>}}^{\mathrm{<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">t</span></span>}}<span\; class="mwe-math-element"><span\; class="mwe-math-mathml-inline\; mwe-math-mathml-a11y"\; style="display:\; none;">\Vert </span></span>}${\ displaystyle \ lambda (x) = \ lim _ {t \ to \ infty} {\ tfrac {1} {t}} \ cdot \ ln \ | d_ {x} F ^ {t} \ |}

• For systems that preserve volume, the Lyapunov exponent is not negative.

• If the system has a negative Lyapunov exponent, then all the trajectories converge to a fixed point.