Artigo Revisado por pares

Measurement of the Lyapunov Spectrum from a Chaotic Time Series

1985; American Physical Society; Volume: 55; Issue: 10 Linguagem: Inglês

10.1103/physrevlett.55.1082

ISSN

1092-0145

Autores

Masaki Sano, Yasuji Sawada,

Tópico(s)

Complex Systems and Time Series Analysis

Resumo

The exponential divergence or convergence of nearby trajectories (Lyapunov exponents) is conceptually the most basic indicator of deterministic chaos. We propose a new method to determine the spectrum of several Lyapunov exponents (including positive, zero, and even negative ones) from the observed time series of a single variable. We have applied the method to various known model systems and also to the Rayleigh-B\'enard experiment, and have elucidated the dependence of the Lyapunov exponents on the Rayleigh number.

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