Název:
Strategies for computation of Lyapunov exponents estimates from discrete data
Autoři:
Fischer, Cyril ; Náprstek, Jiří Typ dokumentu: Příspěvky z konference Konference/Akce: Programs and Algorithms of Numerical Mathematics /19./, Hejnice (CZ), 20180624
Rok:
2019
Jazyk:
eng
Abstrakt: 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.
Klíčová slova:
data analysis; dynamical system; Lyapunov exponents; stability Číslo projektu: GC17-26353J (CEP) Poskytovatel projektu: GA ČR Zdrojový dokument: Programs and algorithms of numerical mathematics 19, ISBN 978-80-85823-69-1 Poznámka: Související webová stránka: http://dml.cz/dmlcz/703087
Instituce: Ústav teoretické a aplikované mechaniky AV ČR
(web)
Informace o dostupnosti dokumentu:
Dokument je dostupný v příslušném ústavu Akademie věd ČR. Původní záznam: http://hdl.handle.net/11104/0295876