Determining Lyapunov exponents from a time series

Details Determining Lyapunov exponents from a time series Determining Lyapunov exponents from a time series

Jul 1985

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1985phyd...16..285w&link_type=abstract

Physica D: Nonlinear Phenomena, Volume 16, Issue 3, p. 285-317.

Physics

1153

Scientific paper

We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence of nearby orbits in phase space. A system with one or more positive Lyapunov exponents is defined to be chaotic. Our method is rooted conceptually in a previously developed technique that could only be applied to analytically defined model systems: we monitor the long-term growth rate of small volume elements in an attractor. The method is tested on model systems with known Lyapunov spectra, and applied to data for the Belousov-Zhabotinskii reaction and Couette-Taylor flow.

Affiliated with

Also associated with

No associations

Rating

Determining Lyapunov exponents from a time series does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Determining Lyapunov exponents from a time series, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Determining Lyapunov exponents from a time series will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-1233412