The matric algorithm of Lyapunov exponent for the experimental data obtained in dynamic analysis

DOI10.1007/BF02459061MaRDI QIDQ1969927zbMATH OpenFDO

Authors Junhai Ma, Yushu Chen, Zengrong Liu

Publication date 1 May 2002

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02459061

zbMATH Keywords

Lyapunov exponentsmatrix algorithmtrajectory algorithm

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Review text

The authors present the matrix algorithm providing calculation of Lyapunov exponent. The authors compare their results with the results of Wolf based on the trajectory algorithm. The results of the calculations indicate that the matrix algorithm has sufficient accuracy. Moreover, the relationship between the character of attractors and the value of Lyapunov exponent is studied.

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Cites work

• An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
• Determining Lyapunov exponents from a time series
• Remark on metric analysis of reconstructed dynamics from chaotic time series

Cited in

(7)

• Study on prediction methods for dynamic systems of nonlinear chaotic time series
• The dynamic renormalization method for finding the maximum Lyapunov exponent of a chaotic attractor
• Matlab code for Lyapunov exponents of fractional-order systems
• A detailed study of the Wolf's algorithm
• A study on the complexity of a business cycle model with great excitements in non-resonant condition
• The inherent complexity in nonlinear business cycle model in resonance
• Analysis and applied study of dynamic characteristics of chaotic repeller in complicated system

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