Determination Lyapunov exponents in deterministic dynamical systems

MaRDI QIDQ1298203zbMATH OpenFDO

Authors G. Léorat, Michel Delecroix, Dominique Guegan

Publication date 15 September 1999

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

\(p\)-adic functionconsistencyergodic dynamical systemlogistic functionLyapunov exponentnearest neighbor methodnonparametric estimate.

Mathematics Subject Classification ID

Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Review text

The goal of this paper is to estimate the Lyapunov exponent of the ergodic dynamical system determined by the equation \(x_t=\phi(x_{t-1})\) from observations \(x_1,\dots,x_n\). The authors propose two different estimates of the map \(\phi\) and its derivative based on the nearest neighbor method, prove the consistency of estimates and use them to construct the estimates of Lyapunov exponents. The proposed methodology is justified by simulations in two cases of the logistic function and \(p\)-adic map.

Recommendations

• scientific article; zbMATH DE number 5979102
• Lyapunov exponents of stochastic dynamical systems
• Determining zero Lyapunov exponents in continuous time dynamical systems.
• On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
• Estimating the Lyapunov exponents of discrete systems
• Computation of Lyapunov characteristic exponents for continuous dynamical systems
• scientific article; zbMATH DE number 3944973
• scientific article; zbMATH DE number 4081444
• On the Numerical Solution of Semilinear Parabolic Problems in Multicomponent Structures with Volterra Operators in the Transmission Conditions and in the Boundary Conditions
• scientific article; zbMATH DE number 4073486

Cited in

(13)

• Determining Lyapunov exponents from a time series
• Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
• Consistent Lyapunov exponent estimation for one-dimensional dynamical systems
• Monotonicity, J-algebra of Potapov and Lyapunov exponents
• A neuro-fuzzy based model for accurate estimation of the Lyapunov exponents of an unknown dynamical system
• Statistical Tests for Lyapunov Exponents of Deterministic Systems
• scientific article; zbMATH DE number 709518 (Why is no real title available?)
• Estimating physical invariant measures and space averages of dynamical systems indicators
• Convergence of the Eckmann and Ruelle algorithm for the estimation of Liapunov exponents
• Distribution of the estimated lyapunov exponents from noisy chaotic time series
• scientific article; zbMATH DE number 5070007 (Why is no real title available?)
• Estimating the Lyapunov exponents of discrete systems
• Quantifying chaos: a tale of two maps

This page was built for publication: Determination Lyapunov exponents in deterministic dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1298203)