Lyapunov Exponents for the Random Product of Two Shears

被引:0
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作者
Rob Sturman
Jean-Luc Thiffeault
机构
[1] University of Leeds,Department of Applied Mathematics
[2] University of Wisconsin – Madison,Department of Mathematics
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关键词
Random matrix product; Lyapunov exponent; Generalized Lyapunov exponent; 37H15; 37A25; 37D25;
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摘要
We give lower and upper bounds on both the Lyapunov exponent and generalised Lyapunov exponents for the random product of positive and negative shear matrices. These types of random products arise in applications such as fluid stirring devices. The bounds, obtained by considering invariant cones in tangent space, give excellent accuracy compared to standard and general bounds, and are increasingly accurate with increasing shear. Bounds on generalised exponents are useful for testing numerical methods, since these exponents are difficult to compute in practice.
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页码:593 / 620
页数:27
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