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  • Letter

Non-self-averaging Lyapunov exponent in random conewise linear systems

Théo Dessertaine1,2 and Jean-Philippe Bouchaud2,3

  • 1LadHyX UMR CNRS 7646, Ecole polytechnique, 91128 Palaiseau Cedex, France
  • 2Chair of Econophysics & Complex Systems, Ecole polytechnique, 91128 Palaiseau Cedex, France
  • 3Capital Fund Management, 23 Rue de l'Université, 75007 Paris, France

Phys. Rev. E 105, L052104 – Published 27 May, 2022

DOI: https://doi.org/10.1103/PhysRevE.105.L052104

Abstract

We consider a simple model for multidimensional conewise linear dynamics around cusplike equilibria. We assume that the local linear evolution is either v′=Av or Bv (with A, B independently drawn from a rotationally invariant ensemble of symmetric N×N matrices) depending on the sign of the first component of v. We establish strong connections with the random diffusion persistence problem. When N→∞, we find that the Lyapunov exponent is non-self-averaging, i.e., one can observe apparent stability and apparent instability for the same system, depending on time and initial conditions. Finite N effects are also discussed and lead to cone trapping phenomena.

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