Multiscaling of noise-induced parametric instability.
We describe the statistical properties of growth rates of a linear oscillator driven by a parametric noise. We show that in general the fluctuations of local Lyapunov exponents are non-Gaussian and demonstrate multiscaling. Analytical calculations of the generalized Lyapunov exponents are complemented with approximative and numerical results; this allows us to identify the parameter range where the deviations from the Gaussian statistics become important.
Zillmer
R
R
Department of Physics, Potsdam University, Potsdam, Germany. rzillmer@stat.physik.uni-potsdam.de
Pikovsky
A
A