Description: Lyapunov exponent calcullation for ODE-system. The alogrithm employed in this m-file for determining Lyapunov exponents was proposed in A. Wolf, J. B. Swift, H. L. Swinney, and J. A. Vastano, "Determining Lyapunov Exponents from a Time Series," Physica D, Vol. 16, pp. 285-317, 1985.
For integrating ODE system can be used any MATLAB ODE-suite methods.
This function is a part of MATDS program - toolbox for dynamical system investigation
See: http://www.math.rsu.ru/mexmat/kvm/matds/
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Size: 4096 |
Author:b |
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Description: The alogrithm employed in this toolbox for determining Lyapunov
exponents is according to the algorithms proposed in
[1] A. Wolf, J. B. Swift, H. L. Swinney, and J. A. Vastano "Determining Lyapunov Exponents from a Time Series," Physica D, Vol. 16, pp. 285-317, 1985.
[2] J. P. Eckmann and D. Ruelle, "Ergodic Theory of Chaos and Strange
Attractors," Rev. Mod. Phys., Vol. 57, pp. 617-656, 1 The algorithm given in [1] is used for first-order systems while the QR-based algorithm proposed in [2] is applied for higher order
systems. by Steve W. K. SIU, July 5, 1998.
-The alogrithm employed in this toolbox for determining Lyapunov
exponents is according to the algorithms proposed in
[1] A. Wolf, J. B. Swift, H. L. Swinney, and J. A. Vastano,
"Determining Lyapunov Exponents from a Time Series," Physica D,
Vol. 16, pp. 285-317, 1985.
[2] J. P. Eckmann and D. Ruelle, "Ergodic Theory of Chaos and Strange
Attractors," Rev. Mod. Phys., Vol. 57, pp. 617-656, 1985.
The algorithm given in [1] is used for first-order systems while
the QR-based algorithm proposed in [2] is applied for higher order
systems.
by Steve W. K. SIU, July 5, 1998.
Platform: |
Size: 4096 |
Author:LI jian |
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Description: Rossler equation
A. Wolf, J. B. Swift, H. L. Swinney and J. A. Vastano, "Determining Lyapunov Exponents from a Time Series,"
Physica D, Vol. 16, pp. 285-317, 1985.-Rossler equation
dx =-y- z
dy = x+ a*y
dz = b+ z*(x-c) Platform: |
Size: 1024 |
Author:Vincent |
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