The largest LCE can be defined as
|
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λ(z0, v0)= |
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|
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ln(||DΦn(z0) v0 ||).
(47) |
To calculate the largest LCE we thus have to determine ||
DΦ
n(
z0)
v0 ||. We set the initial perturbation vector
v0 with ||
v0||=ε, where ε is some small number. We define
Φ(zi + vi)-Φ(zi) ≈ DΦ(zi) vi = vi+1' = fi+1 vi+1,
(48)
where
vi is a perturbation vector on the
i-th iterate of Φ (i.e.
zi=Φ
i(
z0)) and
fi+1 is a scalar.
We define
|
vi+1= |
|
ε, so that ||vi+1||=||vi||=...=||v0||=ε.
(49) |
Using the chain rule for
DΦ
n(
z0) we get
DΦn(z0) v0 = DΦ(zn-1)...DΦ(z1) DΦ(z0) v0.
Using (6.48) recursively this relation transforms to
DΦn(z0) v0 = fn...f2 f1 vn.
Because
the LCE in equation (6.47) can be written as
Hence we can confine ourselves to the calculation of
to determine the largest LCE.
Numerically we compute the largest LCE as follows. Given an initial perturbation vector v0, the approximation in (6.48) is used to determine vi+1' for i ≥ 0, that is
Φ(zi + vi)-Φ(zi) ≈ vi+1'. Next we compute the perturbation vector for the i+1-th iterate by using (6.49). The factor fi+1 is computed by using (6.51). Finally, for large n, the largest LCE is computed by using (6.50).
Attractors may be characterized by their Lyapunov spectrum. For a stable steady state or a stable cycle all LCEs are negative. For a quasi-periodic attractor the largest LCE is equal to zero, while all other LCEs are negative. An attractor is called a strange or a chaotic attractor if the corresponding largest LCE is positive, implying sensitive dependence on initial conditions.
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