Strategies for computation of Lyapunov exponents estimates from discrete data.

DOI10.21136/PANM.2018.06zbMATH Open1463.37056OpenAlexW2943573455MaRDI QIDQ5116977FDOQ5116977

Authors Cyril Fischer, Jiri Náprstek

Publication date 19 August 2020

Published in Programs and Algorithms of Numerical Mathematics 19 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21136/panm.2018.06

zbMATH Keywords

data analysisstabilityLyapunov exponents

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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Cited in

(3)

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• On the computation of Lyapunov exponents for discrete time series. Applications to two-dimensional symplectic and dissipative mappings
• Recurrence quantification based Liapunov exponents for monitoring divergence in experimental data

Describes a project that uses

Uses Software

• Matlab

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