Calculation of Lyapunov exponents avoiding spurious elements

DOI10.1016/0167-2789(91)90082-KMaRDI QIDQ808497zbMATH OpenOpenAlexFDO

Authors Ruedi Stoop, Jürgen Parisi

Publication date 1991

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-2789(91)90082-k

zbMATH Keywords

Lyapunov exponents from time series

Mathematics Subject Classification ID

Attractors and repellers of smooth dynamical systems and their topological structure (37C70) Applications of dynamical systems (37N99) Software, source code, etc. for problems pertaining to global analysis (58-04)

Review text

An approach for estimating Lyapunov exponents from time series is discussed. Assuming knowledge of the integral dimension of the attractor imagined behind the time series, the approach proceeds by modifying the usual approximations of the tangent map from the time series (for a given embedding dimension) as follows. Only a certain number - corresponding to the dimension of the attractor - of leading singular values are kept. All further singular values are set zero by force at each step. This both avoids `spurious exponents' and speeds up calculations. The performance of the method is illustrated by applying it to simulated data.

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Cites work

• A possible scheme for classifying phase transitions in the generalized entropy spectrum of a nonhyperbolic system
• The Lyapunov dimension of strange attractors

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(15)

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