Lyap: A Fortran 90 program to compute the Lyapunov exponents of a dynamical system from a time series

DOI10.1016/S0010-4655(97)00124-0zbMath0938.65151MaRDI QIDQ1967239

Fabio Sattin

Publication date: 20 March 2000

Published in: Computer Physics Communications (Search for Journal in Brave)

zbMATH Keywords

stability; chaos; time series; Lyapunov exponents; dynamical system; least squares minimization

Mathematics Subject Classification ID

37M10: Time series analysis of dynamical systems

37M25: Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.)

65P40: Numerical nonlinear stabilities in dynamical systems

37-04: Software, source code, etc. for problems pertaining to dynamical systems and ergodic theory

Related Items

Lyap

Cites Work

• An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
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