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Lyap: A fortran 90 program to compute the Lyapunov exponents of a dynamical system from a time series

✍ Scribed by Fabio Sattin

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 435 KB
Volume: 107
Category: Article
ISSN: 0010-4655
DOI: 10.1016/s0010-4655(97)00124-0

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✦ Synopsis

The program presented computes all the Lyapunov exponents of an unknown dynamical system from a time series. The method used is based on a fitting of the time series with an analytical function through a least square minimizatior, after which the Lyapunov exponents are determined from the stability of the trajectories calculated using this analytical function.

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