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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

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.

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.

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.