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Strategies for computation of Lyapunov exponents estimates from discrete data

Fischer, Cyril, Náprstek, Jiří (2019)

Programs and Algorithms of Numerical Mathematics

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...

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