We study Lyapunov vectors (LVs) corresponding to the largest Lyapunov exponents in systems with spatiotemporal chaos. We focus on characteristic LVs and compare the results with backward LVs obtained via successive Gram-Schmidt orthonormalizations. Systems of a very different nature such as coupled-map lattices and the (continuous-time) Lorenz `96 model exhibit the same features in quantitative and qualitative terms. Additionally we propose a minimal stochastic model that reproduces the results for chaotic systems. Our work supports the claims about universality of our earlier results [I. G. Szendro et al., Phys. Rev. E 76, 025202(R) (2007)] for a specific coupled-map lattice.
The spatiotemporal dynamics of Lyapunov vectors (LVs) in spatially extended chaotic systems is studied by means of coupled-map lattices. We determine intrinsic length scales and spatiotemporal correlations of LVs corresponding to the leading unstable directions by translating the problem to the language of scale-invariant growing surfaces. We find that the so-called characteristic LVs exhibit spatial localization, strong clustering around given spatiotemporal loci, and remarkable dynamic scaling properties of the corresponding surfaces. In contrast, the commonly used backward LVs (obtained through Gram-Schmidt orthogonalization) spread all over the system and do not exhibit dynamic scaling due to artifacts in the dynamical correlations by construction.
We use the weight $delta$I, deduced from the estimation of Lyapunov vectors, in order to characterise regions in the kinetic (x, v) space with particles that most contribute to chaoticity. For the paradigmatic model, the cosine Hamiltonian mean field model, we show that this diagnostic highlights the vicinity of the separatrix, even when the latter hardly exists.
Recently, a new algorithm for the computation of covariant Lyapunov vectors and of corresponding local Lyapunov exponents has become available. Here we study the properties of these still unfamiliar quantities for a number of simple models, including an harmonic oscillator coupled to a thermal gradient with a two-stage thermostat, which leaves the system ergodic and fully time reversible. We explicitly demonstrate how time-reversal invariance affects the perturbation vectors in tangent space and the associated local Lyapunov exponents. We also find that the local covariant exponents vary discontinuously along directions transverse to the phase flow.
Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate these directions. Though the concept of these vectors has been known for a long time, they became practically computable only recently due to algorithms suggested by Ginelli et al. [Phys. Rev. Lett. 99, 2007, 130601] and by Wolfe and Samelson [Tellus 59A, 2007, 355]. In view of the great interest in covariant Lyapunov vectors and their wide range of potential applications, in this article we summarize the available information related to Lyapunov vectors and provide a detailed explanation of both the theoretical basics and numerical algorithms. We introduce the notion of adjoint covariant Lyapunov vectors. The angles between these vectors and the original covariant vectors are norm-independent and can be considered as characteristic numbers. Moreover, we present and study in detail an improved approach for computing covariant Lyapunov vectors. Also we describe, how one can test for hyperbolicity of chaotic dynamics without explicitly computing covariant vectors.
Two types of spatiotemporal chaos exhibited by ensembles of coupled nonlinear oscillators are analyzed using independent component analysis (ICA). For diffusively coupled complex Ginzburg-Landau oscillators that exhibit smooth amplitude patterns, ICA extracts localized one-humped basis vectors that reflect the characteristic hole structures of the system, and for nonlocally coupled complex Ginzburg-Landau oscillators with fractal amplitude patterns, ICA extracts localized basis vectors with characteristic gap structures. Statistics of the decomposed signals also provide insight into the complex dynamics of the spatiotemporal chaos.