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Title:
Determining Lyapunov exponents from a time series
Authors:
Wolf, Alan; Swift, Jack B.; Swinney, Harry L.; Vastano, John A.
Affiliation:
AA(Department of Physics, University of Texas, Austin, Texas 78712, USA), AB(Department of Physics, University of Texas, Austin, Texas 78712, USA), AC(Department of Physics, University of Texas, Austin, Texas 78712, USA), AD(Department of Physics, University of Texas, Austin, Texas 78712, USA)
Publication:
Physica D: Nonlinear Phenomena, Volume 16, Issue 3, p. 285-317.
Publication Date:
07/1985
Origin:
ELSEVIER
DOI:
10.1016/0167-2789(85)90011-9
Bibliographic Code:
1985PhyD...16..285W

Abstract

We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence of nearby orbits in phase space. A system with one or more positive Lyapunov exponents is defined to be chaotic. Our method is rooted conceptually in a previously developed technique that could only be applied to analytically defined model systems: we monitor the long-term growth rate of small volume elements in an attractor. The method is tested on model systems with known Lyapunov spectra, and applied to data for the Belousov-Zhabotinskii reaction and Couette-Taylor flow.
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