💾 Archived View for tilde.team › ~smokey › fractal_compendium › faq › lyapunov-fractals.gmi captured on 2023-07-10 at 15:02:42. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2022-07-16)
-=-=-=-=-=-=-
1. A. K. Dewdney, Leaping into Lyapunov Space, _Scientific American_, Sept. 1991, pp. 178-180.
2. M. Markus and B. Hess, Lyapunov Exponents of the Logistic Map with Periodic Forcing, _Computers and Graphics_ 13, 4 (1989), pp. 553-558.
3. M. Markus, Chaos in Maps with Continuous and Discontinuous Maxima, _Computers in Physics_, Sep/Oct 1990, pp. 481-493.
Lyapunov exponents quantify the amount of linear stability or instability of an attractor, or an asymptotically long orbit of a dynamical system. There are as many lyapunov exponents as there are dimensions in the state space of the system, but the largest is usually the most important.
Given two initial conditions for a chaotic system, a and b, which are close together, the average values obtained in successive iterations for a and b will differ by an exponentially increasing amount. In other words, the two sets of numbers drift apart exponentially. If this is written e^(n*(lambda)) for n iterations, then e^(lambda) is the factor by which the distance between closely related points becomes stretched or contracted in one iteration. Lambda is the Lyapunov exponent. At least one Lyapunov exponent must be positive in a chaotic system. A simple derivation is available in:
1. H. G. Schuster, _Deterministic Chaos: An Introduction_, Physics Verlag, 1984.
For the common periodic forcing pictures, the lyapunov exponent is:
lambda = limit as N->infinity of 1/N times sum from n=1 to N of log2(abs(dx sub n+1 over dx sub n))
In other words, at each point in the sequence, the derivative of the iterated equation is evaluated. The Lyapunov exponent is the average value of the log of the derivative. If the value is negative, the iteration is stable. Note that summing the logs corresponds to multiplying the derivatives; if the product of the derivatives has magnitude < 1, points will get pulled closer together as they go through the iteration.
Computing Lyapunov exponents in general is more difficult. Some references are:
1. H. D. I. Abarbanel, R. Brown and M. B. Kennel, Lyapunov Exponents in Chaotic Systems: Their importance and their evaluation using observed data, _International Journal of Modern Physics B_ 56, 9 (1991), pp. 1347-1375.
2. A. K. Dewdney, Leaping into Lyapunov Space, _Scientific American_, Sept.1991, pp. 178-180.
3. M. Frank and T. Stenges, _Journal of Economic Surveys_ 2 (1988), pp. 103-133.
4. T. S. Parker and L. O. Chua, _Practical Numerical Algorithms for Chaotic Systems_, Springer Verlag, 1989.