ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

For citation:

Perederiy Y. A. Method for calculation of lyapunov exponents spectrum from data series. Izvestiya VUZ. Applied Nonlinear Dynamics, 2012, vol. 20, iss. 1, pp. 99-104. DOI: 10.18500/0869-6632-2012-20-1-99-104

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Language: 
Russian
Heading: 
Applied Problems of Nonlinear Oscillation and Wave Theory
Article type: 
Article
UDC: 
517.9
DOI: 
10.18500/0869-6632-2012-20-1-99-104

Method for calculation of lyapunov exponents spectrum from data series

Autors: 
Perederiy Yury Andreevich, Saratov State University
Abstract: 

The new method for the calculating of the spectrum of the Lyapunov exponents from data series is proposed. The already known methods of the same thematic are investigated. The Roessler system is given as an example for describing the proposed method. The results of numerical modeling are presented.

Key words: 
Lyapunov exponents
time series
numerical modeling
Benettin’s algorithm
Reference: 
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Received: 
29.12.2011
Accepted: 
29.12.2011
Published: 
20.04.2012
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