Local Lyapunov exponents computed from observed data (Q1322790): Difference between revisions

The Lyapunov exponents of a dynamical system quantify the growth or decay of infinitesimal perturbations to orbits of that system, the long-time growth rates refer to invariants of the dynamical system (standard exponents, named global). The paper develops the authors' earlier introduced notion [ibid. 1, No. 2, 175-199 (1991; Zbl 0797.58053)] of local Lyapunov exponents, which determine how a perturbation to a system orbit will grow in a finite time. The local exponents are shown to be derivable from observations of a scalar data set (e.g. a reconstruction of the dynamics from an experimental signal enters the scene). In several examples like Hénon map, Lorenz system, Ikeda map, it is demonstrated that the method allows one to accurately reproduce results determined when the dynamics is known beforehand.