Lyapunov Exponent Calculation

Resource Overview

MATLAB implementation for calculating Lyapunov exponents, which represent the numerical characteristics of average exponential divergence rates between adjacent trajectories in phase space. Also known as Lyapunov characteristic exponents, they serve as key indicators for identifying chaotic behavior in dynamical systems through numerical analysis.

Detailed Documentation

The MATLAB file for calculating Lyapunov exponents can be implemented through the following steps:

1. First, define distance metrics between adjacent trajectories in phase space, such as Euclidean distance, Manhattan distance, or other appropriate norms. In MATLAB code, this typically involves using vector difference calculations and norm functions like 'norm()' or custom distance measurement algorithms.

2. Second, decompose the system's state space into several subspaces within the phase space and determine initial conditions for each subspace. This can be achieved using MATLAB's linear algebra functions for subspace decomposition and establishing initial position vectors for trajectory analysis.

3. Next, program in MATLAB to compute the average exponential divergence rates between adjacent trajectories in each subspace, then sum them to obtain the Lyapunov exponents. The implementation requires numerical integration of the system's equations, tracking trajectory separation over time using functions like 'ode45' for differential equation solving, and calculating logarithmic growth rates of distances.

4. Finally, analyze the numerical characteristics of Lyapunov exponents to identify chaotic motion. Positive exponents indicate chaotic behavior, while negative values suggest stable periodic motion. This analysis can be visualized using MATLAB's plotting capabilities to display exponent spectra and system dynamics.

Lyapunov exponents serve as crucial numerical features for identifying chaotic motion, representing the characteristic values of average exponential divergence rates between adjacent phase space trajectories. Also referred to as Lyapunov characteristic exponents, their calculation provides deeper insights into system chaos properties, offering powerful tools and methodologies for advanced system research. The MATLAB implementation typically involves time-series analysis, Jacobian matrix calculations, and QR decomposition techniques for stable numerical computation of multiple exponents.