TY - JOUR A1 - Zillmer, Rüdiger A1 - Ahlers, Volker A1 - Pikovskij, Arkadij T1 - Scaling of Lyapunov exponents of coupled chaotic systems N2 - We develop a statistical theory of the coupling sensitivity of chaos. The effect was first described by Daido [Prog. Theor. Phys. 72, 853 (1984)]; it appears as a logarithmic singularity in the Lyapunov exponent in coupled chaotic systems at very small couplings. Using a continuous-time stochastic model for the coupled systems we derive a scaling relation for the largest Lyapunov exponent. The singularity is shown to depend on the coupling and the systems' mismatch. Generalizations to the cases of asymmetrical coupling and three interacting oscillators are considered, too. The analytical results are confirmed by numerical simulations. Y1 - 2000 ER - TY - JOUR A1 - Zillmer, Rüdiger A1 - Ahlers, Volker A1 - Pikovskij, Arkadij T1 - Stochastic approach to Lapunov exponents in coupled chaotic systems Y1 - 2000 SN - 3-540-41074-0 ER - TY - JOUR A1 - Ahlers, Volker A1 - Zillmer, Rüdiger A1 - Pikovskij, Arkadij T1 - Statistical theory for the coupling sensitivity of chaos Y1 - 2000 SN - 1-563-96915-7 ER - TY - JOUR A1 - Ahlers, Volker A1 - Zillmer, Rüdiger A1 - Pikovskij, Arkadij T1 - Lyapunov exponents in disordered chaotic systems : avoided crossing and level statistics N2 - The behavior of the Lyapunov exponents (LEs) of a disordered system consisting of mutually coupled chaotic maps with different parameters is studied. The LEs are demonstrated to exhibit avoided crossing and level repulsion, qualitatively similar to the behavior of energy levels in quantum chaos. Recent results for the coupling dependence of the LEs of two coupled chaotic systems are used to explain the phenomenon and to derive an approximate expression for the distribution functions of LE spacings. The depletion of the level spacing distribution is shown to be exponentially strong at small values. The results are interpreted in terms of the random matrix theory. Y1 - 2001 ER - TY - THES A1 - Zillmer, Rüdiger T1 - Statistical properties and scaling of the Lyapunov exponents in stochastic systems N2 - Die vorliegende Arbeit umfaßt drei Abhandlungen, welche allgemein mit einer stochastischen Theorie für die Lyapunov-Exponenten befaßt sind. Mit Hilfe dieser Theorie werden universelle Skalengesetze untersucht, die in gekoppelten chaotischen und ungeordneten Systemen auftreten. Zunächst werden zwei zeitkontinuierliche stochastische Modelle für schwach gekoppelte chaotische Systeme eingeführt, um die Skalierung der Lyapunov-Exponenten mit der Kopplungsstärke ('coupling sensitivity of chaos') zu untersuchen. Mit Hilfe des Fokker-Planck-Formalismus werden Skalengesetze hergeleitet, die von Ergebnissen numerischer Simulationen bestätigt werden. Anschließend wird gezeigt, daß 'coupling sensitivity' im Fall gekoppelter ungeordneter Ketten auftritt, wobei der Effekt sich durch ein singuläres Anwachsen der Lokalisierungslänge äußert. Numerische Ergebnisse für gekoppelte Anderson-Modelle werden bekräftigt durch analytische Resultate für gekoppelte raumkontinuierliche Schrödinger-Gleichungen. Das resultierende Skalengesetz für die Lokalisierungslänge ähnelt der Skalierung der Lyapunov-Exponenten gekoppelter chaotischer Systeme. Schließlich wird die Statistik der exponentiellen Wachstumsrate des linearen Oszillators mit parametrischem Rauschen studiert. Es wird gezeigt, daß die Verteilung des zeitabhängigen Lyapunov-Exponenten von der Normalverteilung abweicht. Mittels der verallgemeinerten Lyapunov-Exponenten wird der Parameterbereich bestimmt, in welchem die Abweichungen von der Normalverteilung signifikant sind und Multiskalierung wesentlich wird. N2 - This work incorporates three treatises which are commonly concerned with a stochastic theory of the Lyapunov exponents. With the help of this theory universal scaling laws are investigated which appear in coupled chaotic and disordered systems. First, two continuous-time stochastic models for weakly coupled chaotic systems are introduced to study the scaling of the Lyapunov exponents with the coupling strength (coupling sensitivity of chaos). By means of the the Fokker-Planck formalism scaling relations are derived, which are confirmed by results of numerical simulations. Next, coupling sensitivity is shown to exist for coupled disordered chains, where it appears as a singular increase of the localization length. Numerical findings for coupled Anderson models are confirmed by analytic results for coupled continuous-space Schrödinger equations. The resulting scaling relation of the localization length resembles the scaling of the Lyapunov exponent of coupled chaotic systems. Finally, the statistics of the exponential growth rate of the linear oscillator with parametric noise are studied. It is shown that the distribution of the finite-time Lyapunov exponent deviates from a Gaussian one. By means of the generalized Lyapunov exponents the parameter range is determined where the non-Gaussian part of the distribution is significant and multiscaling becomes essential. KW - Lyapunov-Exponenten KW - Chaos KW - ungeordnete Systeme KW - Lokalisierung KW - stochastische Systeme KW - 'coupling sensitivity' KW - parametrisch erregter Oszillator KW - Lyapunov exponents KW - chaos KW - disordered systems KW - localization KW - stochastic systems KW - coupling sensitivity KW - parametrically excited oscillator Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-0001147 ER - TY - JOUR A1 - Zillmer, Rüdiger A1 - Pikovskij, Arkadij T1 - Continuous approach for the random-field Ising chain N2 - We study the random-field Ising chain in the limit of strong exchange coupling. In order to calculate the free energy we apply a continuous Langevin-type approach. This continuous model can be solved exactly, whereupon we are able to locate the crossover between an exponential and a power-law decay of the free energy with increasing coupling strength. In terms of magnetization, this crossover restricts the validity of the linear scaling. The known analytical results for the free energy are recovered in the corresponding limits. The outcomes of numerical computations for the free energy are presented, which confirm the results of the continuous approach. We also discuss the validity of the replica method which we then utilize to investigate the sample-to-sample fluctuations of the finite size free energy Y1 - 2005 ER -