Volume 126, Number 4, May 2019
|Number of page(s)||7|
|Published online||19 June 2019|
From integrable to chaotic systems: Universal local statistics of Lyapunov exponents
1 Faculty of Physics, Bielefeld University - Postfach 100131, D-33501 Bielefeld, Germany
2 Faculty of Physics and Applied Computer Science, AGH University of Science and Technology al. Mickiewicza 30, PL-30059 Krakow, Poland
Received: 12 March 2019
Accepted: 13 May 2019
Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random matrix with complex Gaussian elements, the complex Ginibre ensemble. This model allows to explicitly compute the Lyapunov exponents and local correlations amongst them, when the number of factors M becomes large. While the smallest eigenvalues always remain deterministic, which is also the case for many chaotic quantum systems, we identify a critical double scaling limit for the rest of the spectrum. It interpolates between the known deterministic behaviour of the Lyapunov exponents for (or N fixed) and universal random matrix statistics for (or M fixed), characterising chaotic behaviour. After unfolding, this agrees with Dyson's Brownian motion starting from equidistant positions in the bulk and at the soft edge of the spectrum. This universality statement is further corroborated by numerical experiments, multiplying different kinds of random matrices. It leads us to conjecture a much wider applicability in complex systems, that display a transition from deterministic to chaotic behaviour.
PACS: 02.10.Yn – Matrix theory / 02.50.-r – Probability theory, stochastic processes, and statistics / 05.40.-a – Fluctuation phenomena, random processes, noise, and Brownian motion
© EPLA, 2019
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