Quantifying chaos: a tale of two maps

DOI10.1016/J.PHYSLETA.2011.06.047MaRDI QIDQ715459zbMATH OpenOpenAlexFDO

Authors R. L. Machete

Publication date 29 October 2012

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.4659, http://centaur.reading.ac.uk/20764/1/tale-maps-machete.pdf

zbMATH Keywords

nonlinear time serieschaosinvariant measureLyapunov exponents

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) General theory of infinite-dimensional dissipative dynamical systems, nonlinear semigroups, evolution equations (37L05) Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems (37L30)

Abstract: In many applications, there is a desire to determine if the dynamics of interest are chaotic or not. Since positive Lyapunov exponents are a signature for chaos, they are often used to determine this. Reliable estimates of Lyapunov exponents should demonstrate evidence of convergence; but literature abounds in which this evidence lacks. This paper presents two maps through which it highlights the importance of providing evidence of convergence of Lyapunov exponent estimates. The results suggest cautious conclusions when confronted with real data. Moreover, the maps are interesting in their own right.

Recommendations

• Determining Lyapunov exponents from a time series
• Determination Lyapunov exponents in deterministic dynamical systems
• Lyapunov exponents from observed time series
• scientific article; zbMATH DE number 970189
• On the computation of Lyapunov exponents for discrete time series. Applications to two-dimensional symplectic and dissipative mappings

Cites work

• A statistical framework for testing chaotic dynamics via Lyapunov exponents
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Ergodic theory of chaos and strange attractors
• Localized Lyapunov exponents and the prediction of predictability
• Probabilistic Properties of Deterministic Systems
• The bootstrap and Lyapunov exponents in deterministic chaos

Cited in

(2)

• Analysis of stability, verification and chaos with the Kreiss-Yström equations
• Spurious structures in chaos indicators maps

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