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Predictability in the large: an extension of the concept of Lyapunov exponent

E Aurell-+, G Boffetta++, A Crisanti§, G Paladin and A Vulpiani||

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We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of three-dimensional turbulence at high Reynolds numbers by introducing a finite-size Lyapunov exponent which measures the growth rate of finite-size perturbations. For sufficiently small perturbations this quantity coincides with the usual Lyapunov exponent. When the perturbation is still small compared to large-scale fluctuations, but large compared to fluctuations at the smallest dynamically active scales, the finite-size Lyapunov exponent is inversely proportional to the square of the perturbation size. Our results are supported by numerical experiments on shell models. We find that intermittency corrections do not change the scaling law of predictability. We also discuss the relation between the finite-size Lyapunov exponent and information entropy.


PACS

47.27.Jv High-Reynolds-number turbulence

05.45.-a Nonlinear dynamics and nonlinear dynamical systems

MSC

76F20 Dynamical systems approach to turbulence (See also 37-XX)

37M25 Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy)

Subjects

Fluid dynamics

Statistical physics and nonlinear systems

Dates

Issue 1 (7 January 1997)

Received 8 July 1996, in final form 10 September 1996



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