Strategies for computation of Lyapunov exponents estimates from discrete data

Fischer, Cyril, and Náprstek, Jiří. "Strategies for computation of Lyapunov exponents estimates from discrete data." Programs and Algorithms of Numerical Mathematics. Prague: Institute of Mathematics CAS, 2019. 55-62. <http://eudml.org/doc/294921>.

@inProceedings{Fischer2019,
abstract = {The Lyapunov exponents (LE) provide a simple numerical measure of the sensitive dependence of the dynamical system on initial conditions. The positive LE in dissipative systems is often regarded as an indicator of the occurrence of deterministic chaos. However, the values of LE can also help to assess stability of particular solution branches of dynamical systems. The contribution brings a short review of two methods for estimation of the largest LE from discrete data series. Two methods are analysed and their freely available Matlab implementations are tested using two sets of discrete data: the sampled series of the Lorenz system and the experimental record of the movement of a~heavy ball in a spherical cavity. It appears that the most important factor in LE estimation from discrete data series is quality of the available record.},
author = {Fischer, Cyril, Náprstek, Jiří},
booktitle = {Programs and Algorithms of Numerical Mathematics},
keywords = {dynamical system; Lyapunov exponents; stability; data analysis},
location = {Prague},
pages = {55-62},
publisher = {Institute of Mathematics CAS},
title = {Strategies for computation of Lyapunov exponents estimates from discrete data},
url = {http://eudml.org/doc/294921},
year = {2019},
}

TY - CLSWK
AU - Fischer, Cyril
AU - Náprstek, Jiří
TI - Strategies for computation of Lyapunov exponents estimates from discrete data
T2 - Programs and Algorithms of Numerical Mathematics
PY - 2019
CY - Prague
PB - Institute of Mathematics CAS
SP - 55
EP - 62
AB - The Lyapunov exponents (LE) provide a simple numerical measure of the sensitive dependence of the dynamical system on initial conditions. The positive LE in dissipative systems is often regarded as an indicator of the occurrence of deterministic chaos. However, the values of LE can also help to assess stability of particular solution branches of dynamical systems. The contribution brings a short review of two methods for estimation of the largest LE from discrete data series. Two methods are analysed and their freely available Matlab implementations are tested using two sets of discrete data: the sampled series of the Lorenz system and the experimental record of the movement of a~heavy ball in a spherical cavity. It appears that the most important factor in LE estimation from discrete data series is quality of the available record.
KW - dynamical system; Lyapunov exponents; stability; data analysis
UR - http://eudml.org/doc/294921
ER -