High precision numerical estimation of the largest Lyapunov exponent
โ Scribed by Bong Jo Kim; Geon Ho Choe
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 646 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1007-5704
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โฆ Synopsis
A numerical algorithm for estimating the largest Lyapunov exponent of a chaotic attractor is presented. The method makes use of the minimal time for two trajectories to diverge beyond a given distance from each other. We define the nth divergence speed Gรฐnร and show that, for an appropriate range of n, the largest Lyapunov exponent can be approximated by Gรฐnร.
๐ SIMILAR VOLUMES
The aim of this paper is to illustrate how the stability of a stochastic dynamic system is measured using the Lyapunov exponents. Specifically, we use a feedforward neural network to estimate these exponents as well as asymptotic results for this estimator to test for unstable (chaotic) dynamics. Th
The Lyapunov exponent is a means of quantitatively evaluating the orbit instability of a dynamical system. In calculating the Lyapunov exponent by measuring the time series from a dynamical system, it is necessary to input the time series data into a computer system using an A-D converter. However,