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http://dx.doi.org/10.7465/jkdi.2012.23.3.595

Computations of the Lyapunov exponents from time series  

Kim, Dong-Seok (Department of Mathematics, Kyonggi University)
Park, Eun-Young (Department of Mathematics, Kyungpook National University)
Publication Information
Journal of the Korean Data and Information Science Society / v.23, no.3, 2012 , pp. 595-604 More about this Journal
Abstract
In this article, we consider chaotic behavior happened in nonsmooth dynamical systems. To quantify such a behavior, a computation of Lyapunov exponents for chaotic orbits of a given nonsmooth dynamical system is focused. The Lyapunov exponent is a very important concept in chaotic theory, because this quantity measures the sensitive dependence on initial conditions in dynamical systems. Therefore, Lyapunov exponents can decide whether an orbit is chaos or not. To measure the sensitive dependence on initial conditions for nonsmooth dynamical systems, the calculation of Lyapunov exponent plays a key role, but in a theoretical point of view or based on the definition of Lyapunov exponents, Lyapunov exponents of nonsmooth orbit could not be calculated easily, because the Jacobian derivative at some point in the orbit may not exists. We use an algorithmic calculation method for computing Lyapunov exponents using time series for a two dimensional piecewise smooth dynamic system.
Keywords
Dynamical system; Lyapunov exponents; time series;
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Times Cited By KSCI : 4  (Citation Analysis)
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