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Lyapunov Exponent

A common technique used to measure sensitive dependence on initial conditions is considered next. Qualitatively, an iterator is said to be sensitive to initial conditions if the orbits that result from two initial conditions, which are arbitrarily close, are distinctly different. The technique most often used to detect this type of behavior involves computing the Lyapunov exponent of system (7). Over the real domain, the Lyapunov exponent of system (7) is defined as

  equation104

The exponent of equation (8) represents the mean exponential rate of divergence or contraction between two nearby orbits. Since tex2html_wrap_inline884 is difficult to calculate for most iterators, the Lyapunov exponent is usually expressed as

  equation114

where tex2html_wrap_inline886 and tex2html_wrap_inline888 . A positive Lyapunov exponent indicates error growth, which means that the iterator being measured is sensitive to initial conditions. A zero or negative Lyapunov exponent indicates either no dependence on initial conditions, or a contractive iterator where small errors are damped with each successive iteration.



Greg Heileman
Sat Nov 2 14:24:01 MST 1996