Lyapunov exponents for complex systems with delayed feedback. (Q1419355)

Numerical schemes of Lyapunov exponents calculations for the investigation of nonlinear delayed feedback in complex systems using nonlinear differential equations with delayed variables, are developed. Two methods are explored. The first one is based on the successive multiplication of Jacobian matrices corresponding to discrete transformations obtained from delay differential equations and calculation of the eigenvalues for the obtained matrix. A minimization of multiplication operations due to the decomposition of Jacobian matrices into linear and nonlinear matrix operators and to using a cyclic unit shift operation is implemented; the expression for the resulting matrix elements is obtained modulo operations with indices. The second approach is based on the successive orthogonalization of the multiplied matrices by using the QR-decomposition. In this approach, Lyapunov exponents are calculated using ergodic properties of the investigated deterministic chaotic process. A detailed comparison of the direct multiplication method and the approach with the successive QR-decomposition is performed and a formula for fast estimation of the first exponent based on ergodic properties of the investigated phenomena is derived. These methods can be applied to the investigation of nonlinear phenomena of different nature.