Top Document: Fractal Frequently Asked Questions and Answers Previous Document: Plasma clouds Next Document: Fractal items See reader questions & answers on this topic!  Help others by sharing your knowledge Q17a: Where are the popular periodicallyforced Lyapunov fractals described? A17a: See: 1. A. K. Dewdney, Leaping into Lyapunov Space, _Scientific American_, Sept. 1991, pp. 178180. 2. M. Markus and B. Hess, Lyapunov Exponents of the Logistic Map with Periodic Forcing, _Computers and Graphics_ 13, 4 (1989), pp. 553558. 3. M. Markus, Chaos in Maps with Continuous and Discontinuous Maxima, _Computers in Physics_, Sep/Oct 1990, pp. 481493. Q17b: What are Lyapunov exponents? A17b: 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. Q17c: How can Lyapunov exponents be calculated? A17c: 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. MSDOS and Unix programs for estimating Lyapunov exponents from short time series are available by ftp: ftp://lyapunov.ucsd.edu/pub/ . 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. 178180. 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. User Contributions:Comment about this article, ask questions, or add new information about this topic:Top Document: Fractal Frequently Asked Questions and Answers Previous Document: Plasma clouds Next Document: Fractal items Single Page [ Usenet FAQs  Web FAQs  Documents  RFC Index ] Send corrections/additions to the FAQ Maintainer: stepp@marshall.edu
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