The Finite-Time Expected Deviation Exponent for Continuous Dynamical Systems

摘要

In this paper, we introduce a concept called the finite-time expected deviation exponent (FTEDE), which measures the expected separation rate of a particle with another initially infinitesimally close but randomly sampled particle over a finite time period. The proposed FTEDE can be viewed as a stochastic version of the traditional finite-time Lyapunov exponent (FTLE) and is also a useful tool to measure the chaotic behaviors of continuous dynamical systems.