Lyapunov exponents

E181623

Lyapunov exponents are quantitative measures in dynamical systems theory that characterize the rates at which nearby trajectories diverge or converge, indicating the presence and strength of chaos.

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Predicate Object
instanceOf invariant of dynamical systems
mathematical concept
measure of chaos
appliedIn celestial mechanics
climate dynamics
economics and finance
engineering control systems
mechanical systems
neuroscience
weather prediction
appliesTo continuous-time dynamical systems
discrete-time dynamical systems
flows
maps
characterize average exponential rates of separation of nearby trajectories
sensitivity to initial conditions
stability properties of orbits
computedBy Benettin algorithm
QR decomposition methods
linearization of the flow or map
time series reconstruction methods
definedAs asymptotic time average of logarithm of growth rate of tangent vectors
definedFor each principal direction in tangent space
field chaos theory
dynamical systems theory
ergodic theory
nonlinear dynamics
hasType Lyapunov spectrum
linked to: Lyapunov exponents

finite-time Lyapunov exponent
global Lyapunov exponent
local Lyapunov exponent
maximal Lyapunov exponent
indicate presence of chaos when positive
rate of convergence of nearby trajectories
rate of divergence of nearby trajectories
namedAfter Aleksandr Lyapunov
property can form a spectrum of values for multidimensional systems
largest exponent often dominates long-term behavior
negative exponents correspond to contracting directions
positive exponents correspond to expanding directions
zero exponent typically corresponds to motion along the trajectory
relatedTo Kolmogorov–Sinai entropy
Lyapunov dimension
Lyapunov stability
Oseledets theorem
Pesin theory
bifurcation theory
chaotic attractor
ergodic measures
sensitive dependence on initial conditions
usedFor classifying stability of fixed points
classifying stability of periodic orbits
detecting strange attractors
estimating predictability horizons
quantifying chaos in dynamical systems
testing for deterministic chaos in time series

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Referenced by (14)

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Aleksandr Lyapunov notableWork Lyapunov exponents
Aleksandr Lyapunov notableConcept Lyapunov exponent
linked to: Lyapunov exponents
Aleksandr Lyapunov hasHonorificNameIn Lyapunov exponent
linked to: Lyapunov exponents
Lyapunov stability theory relatedTo Lyapunov exponent
linked to: Lyapunov exponents
Lyapunov exponents hasType Lyapunov spectrum
linked to: Lyapunov exponents
Lyapunov fractal basedOn Lyapunov exponent
linked to: Lyapunov exponents
Lyapunov fractal relatedTo Lyapunov spectrum
linked to: Lyapunov exponents
Lyapunov vector relatedTo Lyapunov exponent
linked to: Lyapunov exponents
Lyapunov vector relatedTo Lyapunov spectrum
linked to: Lyapunov exponents
Lyapunov vector relatedTo Lyapunov characteristic exponent
linked to: Lyapunov exponents
Lyapunov vector quantifiedBy Lyapunov exponents
Lyapunov vector definedBy Oseledec multiplicative ergodic theorem
linked to: Lyapunov exponents
Lyapunov inequality relatedTo Lyapunov exponent
linked to: Lyapunov exponents
Lyapunov time relatedTo Lyapunov exponent
linked to: Lyapunov exponents