rvk7181@sigma.tamu.edu (KESARAJU, RAJASHEKHER VENKATA) (04/29/91)
Is there any other code (not Wolf's method) to find Lyapunov exponents from a chaotic time series? I would like to have one. Any help would be appreciated. Rajashekher Kesaraju rvk7181@sigma.tamu.edu
bstewart@bnlux1.bnl.gov (Bruce Stewart) (04/30/91)
In article <15483@helios.TAMU.EDU> rvk7181@sigma.tamu.edu writes: >Is there any other code (not Wolf's method) to find Lyapunov exponents from >a chaotic time series? I would like to have one. Any help would be >appreciated. > >Rajashekher Kesaraju >rvk7181@sigma.tamu.edu Here are some recent references: K. Briggs, "An improved method for estimating Liapunov exponents of chaotic time series," Phys. Lett. A 151 (1990) p. 27 S. Ellner et al., "Convergence rates and data requirements for Jacobian-based estimates of Lyanpunov exponents from data," Phys. Lett. A 153 (1991) p.357 H.D.I. Abarbanel, R. Brown, and J.B. Kadtke, Phys. Lett. A 138 (1989), p. 401 and Phys. Rev. A 41 (1990), p.1782. I also have a preprint "Lyapunov exponents from observed time series" dated May 30, 1990 by P. Bryant, R. Brown, and H.D.I. Abarbanel which should appear (in Phys. Lett.?) soon.