Testing for chaos in deterministic systems with noise

DOI10.1016/J.PHYSD.2005.09.011MaRDI QIDQ2576320zbMATH OpenOpenAlexFDO

Authors Ian Melbourne, Georg A. Gottwald

Publication date 27 December 2005

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/nlin/0410020

zbMATH Keywords

nonlinear time seriesdeterministic dynamical systemsLyapunov exponentsmeasurement noisetesting for chaos

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Abstract: Recently, we introduced a new test for distinguishing regular from chaotic dynamics in deterministic dynamical systems and argued that the test had certain advantages over the traditional test for chaos using the maximal Lyapunov exponent. In this paper, we investigate the capability of the test to cope with moderate amounts of noisy data. Comparisons are made between an improved version of our test and both the ``tangent space and ``direct method for computing the maximal Lyapunov exponent. The evidence of numerical experiments, ranging from the logistic map to an eight-dimensional Lorenz system of differential equations (the Lorenz 96 system), suggests that our method is superior to tangent space methods and that it compares very favourably with direct methods.

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