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
ISSN1092-0145
Autores Tópico(s)Complex Systems and Time Series Analysis
ResumoThe 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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