Universal finite-sample effect on the perturbation growth in chaotic dynamical systems.
The finite-sample effect on the growth of moments of the perturbation observed in numerical simulations of chaotic dynamical systems is studied. To numerically estimate the moments, only a limited number of sample trajectories can be utilized, and therefore the moments exhibit pure exponential growth only initially, and give way to relaxed growth thereafter. Such transition is a consequence of the unobservability of rare events in finite sample sets. Using the large-deviation formalism for chaotic time series, we estimate the relaxation time and derive the post-relaxation growth law. We demonstrate that even after the relaxation, each moment still obeys a universal growth law of different type, which reflects physical information on the statistics of chaotic expansion rates.
Nakao
Hiroya
H
Department of Physics, Graduate School of Science, Kyoto University, Kyoto 606-8502, Japan. nakao@ton.scphys.kyoto-u.ac.jp
Kitada
Shuya
S
Mikhailov
Alexander S
AS