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Finite-size Lyapunov exponent for Levy processes
1Department of Civil Engineering, Purdue University, West Lafayette, Indiana 47907, USA.
Abstract:
The finite-size Lyapunov exponent (FSLE) is the exponential rate at which two particles separate from a distance of r to a x r (a>1) and provides a measure of dispersive mixing in chaotic systems. It is shown analytically that for particle trajectories governed by symmetric alpha -stable Levy motion, the FSLE is proportional to the diffusion coefficient and inversely proportional to r(alpha). This power law provides an easy method to determine the parameters for Levy processes and hence has applications to superdiffusion in the atmospheric, oceanic, and terrestrial sciences.
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