Noise-induced unstable dimension variability and transition to chaos in random dynamical systems

Ying-Cheng Lai, Z H Liu, L Billings, I B Schwartz

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39 Citations (Scopus)


Results are reported concerning the transition to chaos in random dynamical systems. In particular, situations are considered where a periodic attractor coexists with a nonattracting chaotic saddle, which can be expected in any periodic window of a nonlinear dynamical system. Under noise, the asymptotic attractor of the system can become chaotic, as characterized by the appearance of a positive Lyapunov exponent. Generic features of the transition include the following: (1) the noisy chaotic attractor is necessarily nonhyperbolic as there are periodic orbits embedded in it with distinct numbers of unstable directions (unstable dimension variability), and this nonhyperbolicity develops as soon as the attractor becomes chaotic; (2) for systems described by differential equations, the unstable dimension variability destroys the neutral direction of the flow in the sense that there is no longer a zero Lyapunov exponent after the noisy attractor becomes chaotic; and (3) the largest Lyapunov exponent becomes positive from zero in a continuous manner, and its scaling with the variation of the noise amplitude is algebraic. Formulas for the scaling exponent are derived in all dimensions. Numerical support using both low- and high-dimensional systems is provided.

Original languageEnglish
Article number026210
Number of pages17
JournalPhysical Review. E, Statistical, Nonlinear and Soft Matter Physics
Issue number2
Publication statusPublished - 19 Feb 2003


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