𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Lyapunov exponents from time series: Variations for an algorithm

✍ Scribed by György Barna

Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
877 KB
Volume
10
Category
Article
ISSN
0884-8173

No coin nor oath required. For personal study only.

✦ Synopsis

There are two basic procedures developed for the calculation of Lyapunov exponents. Although they seem to be almost opposite algorithms, it has been already shown that they can be considered as extreme cases of a single general method. The existing methods are revisited, a variation is presented, and a probabilistic approach is proposed.

📜 SIMILAR VOLUMES

A combined numerical–empirical method to
A combined numerical–empirical method to calculate finite-time Lyapunov exponents from experimental time series with application to vessel capsizing
✍ Leigh McCue; Armin Troesch 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 511 KB

This paper presents a method to calculate finite-time Lyapunov exponents (FTLEs) for experimental time series using numerical simulation to approximate the local Jacobian of the system at each time step. This combined numerical-experimental approach to the calculation of FTLE is applicable to any ph

Lyap: A fortran 90 program to compute th
Lyap: A fortran 90 program to compute the Lyapunov exponents of a dynamical system from a time series
✍ Fabio Sattin 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 435 KB

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