title: Generalized Lyapunov exponents of the random harmonic oscillator: cumulant expansion approach.
abstract: The cumulant expansion is used to estimate generalized Lyapunov exponents of the random-frequency harmonic oscillator. Three stochastic processes are considered: Gaussian white noise, Ornstein-Uhlenbeck, and Poisson shot noise. In some cases, nontrivial numerical difficulties arise. These are mostly solved by implementing an appropriate importance-sampling Monte Carlo scheme. We analyze the relation between random-frequency oscillators and many-particle systems with pairwise interactions like the Lennard-Jones gas.
authors.affiliation: Centro Brasileiro de Pesquisas Físicas (CBPF), Rua Dr. Xavier Sigaud 150, 22290-180 Rio de Janeiro, Brazil. vallejos@cbpf.br
authors.forename: Raúl O
authors.initials: RO
authors.lastname: Vallejos
authors.forename: Celia
authors.initials: C
authors.lastname: Anteneodo
mesh_terms: D003198:Computer Simulation; D015233:Models, Statistical; D009991:Oscillometry / Q000379:methods*