Local Lyapunov exponents for spatiotemporal chaos

1993 ◽  
Vol 3 (2) ◽  
pp. 225-232 ◽  
Author(s):  
Arkady S. Pikovsky
1997 ◽  
Vol 56 (2) ◽  
pp. 2272-2275 ◽  
Author(s):  
J. W. Shuai ◽  
K. W. Wong ◽  
L. M. Cheng

Author(s):  
Arkady Pikovsky ◽  
Antonio Politi
Keyword(s):  

2008 ◽  
Vol 18 (12) ◽  
pp. 3679-3687 ◽  
Author(s):  
AYDIN A. CECEN ◽  
CAHIT ERKAL

We present a critical remark on the pitfalls of calculating the correlation dimension and the largest Lyapunov exponent from time series data when trend and periodicity exist. We consider a special case where a time series Zi can be expressed as the sum of two subsystems so that Zi = Xi + Yi and at least one of the subsystems is deterministic. We show that if the trend and periodicity are not properly removed, correlation dimension and Lyapunov exponent estimations yield misleading results, which can severely compromise the results of diagnostic tests and model identification. We also establish an analytic relationship between the largest Lyapunov exponents of the subsystems and that of the whole system. In addition, the impact of a periodic parameter perturbation on the Lyapunov exponent for the logistic map and the Lorenz system is discussed.


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