Calculating Lyapunov Exponents Using Wolf's Method with MATLAB Implementation

Resource Overview

MATLAB source code for computing Lyapunov exponents using Wolf's algorithm

Detailed Documentation

Wolf's method is an algorithm for calculating Lyapunov exponents that finds widespread application in the study of dynamical systems. The implementation of this algorithm using MATLAB source code involves the following steps: 1. Select an initial condition from the phase space. 2. Calculate the local Lyapunov exponent for the initial condition. In code implementation, this typically involves tracking the exponential divergence rates of nearby trajectories using numerical integration methods like ode45 or similar differential equation solvers. 3. Modify the initial condition through small perturbations and recalculate the Lyapunov exponent under the new conditions. Programmatically, this requires implementing perturbation vectors and orthogonalization procedures to maintain numerical stability. 4. Repeat step 3 iteratively until obtaining the global Lyapunov exponent for the system. The implementation often includes convergence checks and averaging over multiple iterations to ensure result accuracy. The implementation of this algorithm requires solid mathematical knowledge and programming skills, but it provides researchers with valuable information that helps them better understand the behavior of dynamical systems. Key MATLAB functions involved may include matrix operations for Jacobian calculations, eigenvalue computations, and time-series analysis techniques for processing the system's evolution data.