For how long time evolution of chaotic or random systems can be predicted

TL;DR

This paper investigates the finite-time predictability of chaotic and random systems, revealing that the duration for which their evolution can be accurately forecasted grows exponentially with increased observation precision, contrary to previous linear assumptions.

Contribution

It introduces a new proof technique demonstrating exponential growth in finite-time prediction intervals for chaotic systems, challenging prior linear growth expectations.

Findings

Finite-time prediction intervals grow exponentially with observation precision.

Transport in chaotic systems exhibits three distinct stages.

The growth rate of predictability is faster than previously thought.

Abstract

Traditionally, Probability theory was dealing with limit theorems where 'limit" means that time tends to infinity. Questions about finite time dynamics (evolution) were always considered as, although important for practical applications, but untreatable rigorously (mathematically). The same attitude was in the theory of strongly chaotic dynamical systems, which evolve similarly to stochastic processes. However, a natural question on dependence of the process of escape on a position of a "hole" in the state (phase) space, which was never asked in mathematical theory of open dynamical systems, opened up a new direction of research, which was dealing with finite time predictions of evolutions of such systems. It turned out, that transport of orbits in the phase space of the "most strongly chaotic" dynamical systems has three different stages. In the first stage there is a hierarchy of the first hitting probabilities, that shows which parts of the phase space the orbits of a system, which is an equilibrium state, will be more likely to visit the first. A principal (and the most important for applications) question was how the length of this interval changes with more refinement observations of the positions of the orbits in the phase space. Surprisingly, it turned out that the length of the time interval, where finite time predictions are possible, increases (rather to be shrinking), which, at the first sight, seems to be natural. However, this increase of the length of the time interval, where finite time predictions are possible, was rather slow (just linear) with respect to the growth of precision (partition of the phase space) of observations. In the present paper it is proved (by totally different technique) that this growth is actually exponential.