A quantitative dichotomy for Lyapunov exponents of non-dissipative SDEs with an application to electrodynamics
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866913373436772352 |
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| author | Bedrossian, Jacob Wu, Chi-Hao |
| author_facet | Bedrossian, Jacob Wu, Chi-Hao |
| contents | In this paper we derive a quantitative dichotomy for the top Lyapunov exponent of a class of non-dissipative SDEs on a compact manifold in the small noise limit. Specifically, we prove that in this class, either the Lyapunov exponent is zero for all noise strengths, or it is positive for all noise strengths and that the decay of the exponent in the small-noise limit cannot be faster than linear in the noise parameter. As an application, we study the top Lyapunov exponent for the motion of a charged particle in randomly-fluctuating magnetic fields, which also involves an interesting geometric control problem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_00220 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A quantitative dichotomy for Lyapunov exponents of non-dissipative SDEs with an application to electrodynamics Bedrossian, Jacob Wu, Chi-Hao Probability Analysis of PDEs Dynamical Systems In this paper we derive a quantitative dichotomy for the top Lyapunov exponent of a class of non-dissipative SDEs on a compact manifold in the small noise limit. Specifically, we prove that in this class, either the Lyapunov exponent is zero for all noise strengths, or it is positive for all noise strengths and that the decay of the exponent in the small-noise limit cannot be faster than linear in the noise parameter. As an application, we study the top Lyapunov exponent for the motion of a charged particle in randomly-fluctuating magnetic fields, which also involves an interesting geometric control problem. |
| title | A quantitative dichotomy for Lyapunov exponents of non-dissipative SDEs with an application to electrodynamics |
| topic | Probability Analysis of PDEs Dynamical Systems |
| url | https://arxiv.org/abs/2406.00220 |