Least squares approximation of Lyapunov exponents
Authors:
B. S. Berger and M. Rokni
Journal:
Quart. Appl. Math. 47 (1989), 505-508
MSC:
Primary 34D05; Secondary 58F11, 65D15
DOI:
https://doi.org/10.1090/qam/1012272
MathSciNet review:
MR1012272
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Abstract: Discrete least squares approximations are shown to converge for the Lyapunov exponents of dynamical systems. Numerical examples demonstrate the approximation’s utility.
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- B. S. Berger and M. Rokni, Lyapunov exponents and the evolution of normals, Internat. J. Engrg. Sci. 25 (1987), no. 11-12, 1393–1396. MR 921359, DOI https://doi.org/10.1016/0020-7225%2887%2990017-6
J. Hale, Ordinary Differential Equations, Krieger Pub. Co., 1982
G. Benettin, L. Galagani, A. Giorgilli, and J. Strelcyn, Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; method for computing all of them, Meccanica 15, 9–30 (1980)
V. I. Oseledec, A multiplicative ergodic theorem, Lyapunov characteristic numbers for dynamical systems, Trans. Moscow Math. Soc. 19, 197–231 (1968)
M. Rokni and B. S. Berger, Lyapunov exponents and subspace evolution, Quart. Appl. Math. 45, 789–793 (1987)
L. Cesari, Asymptotic Behavior and Stability Problems in Ordinary Differential Equations, Springer, 1971
A. Wolf, B. Swift, H. L. Swinney, and J. A. Vastand, Determining Lyapunov exponents from time series, Physica 16D, 285–317 (1985)
M. Abramowitz and I. Stegun, Handbook of Mathematical Functions, NBS, 55, 1965
H. T. Davis, Introduction to Nonlinear Differential and Integral Equations, Dover Pub., 1962
E. N. Lorenz, Deterministic nonperiodic flow, J. Atm. Sci. 20, 130–141 (1963)
O. E. Rossler, An equation for continuous chaos, Phys. Lett. 57A, 397–398 (1976)
B. S. Berger and M. Rokni, Lyapunov exponents and continuum kinematics, Int. J. Engrg. Sci. 25, 1251–1257 (1987)
N. G. De Bruijn, Asymptotic Methods in Analysis, North Holland Pub. Co., 1961
F. W. J. Olver, Asymptotics and Special Functions, Academic Press, 1974
B. S. Berger and M. Rokni, Lyapunov exponents and the evolution of normals, Int. J. Engrg. Sci. 25, 1393–1396 (1987)
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Article copyright:
© Copyright 1989
American Mathematical Society