F. Cecconi et A. Politi, An analytic estimate of the maximum Lyapunov exponent in products of tridiagonal random matrices, J PHYS A, 32(44), 1999, pp. 7603-7621
In this work we present a theoretical and numerical study of the behaviour
of the maximum Lyapunov exponent in products of random tridiagonal matrices
in the limit of small coupling and small fluctuations. Such a problem is d
irectly motivated by the investigation of coupled-map lattices in a regime-
where the chaotic properties are quite robust and yet a complete understand
ing has still not been reached. We derive some approximate analytic express
ions by introducing a suitable continuous-time formulation of the evolution
equation. As st first result, we show that the perturbation of the Lyapuno
v exponent due to the coupling depends only on a single scaling parameter w
hich, in the case of strictly positive multipliers, is the ratio of the cou
pling strength with the variance of local multipliers. An explicit expressi
on for the Lyapunov exponent is obtained by mapping the original problem on
to a chain of nonlinear Langevin equations, which are eventually reduced to
a single stochastic-equation. The probability distribution of this dynamic
al equation provides an excellent description for the behaviour of the Lyap
unov exponent. Finally, multipliers with random signs are also considered,
finding: that the Lyapunov exponent again depends on a single scaling param
eter, which, however, has a different expression.