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Lyapunov exponent corresponding to enslaved phase dynamics: Estimation from time series
Olga I Moskalenko1, Alexey A Koronovskii1, Alexander E Hramov1
1Faculty of Nonlinear Processes, Saratov State University, Astrakhanskaya, 83, Saratov, 410012, Russia and Saratov State Technical University, Politehnicheskaya, 77, Saratov, 410054, Russia.
A new method estimates Lyapunov exponents from time series data for noisy periodic and chaotic systems. This approach accurately measures exponents in the supercritical region, crucial for understanding system dynamics.
Area of Science:
- Nonlinear dynamics
- Time series analysis
- Chaos theory
Background:
- Estimating Lyapunov exponents is vital for characterizing dynamical systems.
- Existing methods face challenges with noisy or non-autonomous systems.
- Understanding enslaved phase dynamics is key in coupled systems.
Purpose of the Study:
- To propose a novel method for estimating Lyapunov exponents from time series data.
- To develop a technique applicable to non-autonomous systems with periodic dynamics and noise.
- To accurately determine Lyapunov exponents in the supercritical region of control parameters.
Main Methods:
- Time series analysis for dynamical system characterization.
- Estimation of Lyapunov exponents specifically for enslaved phase dynamics.
- Application to systems exhibiting periodic dynamics in the presence of noise.
Main Results:
- A precise estimation method for Lyapunov exponents has been developed.
- The method is validated for non-autonomous systems with periodic dynamics and noise.
- Accurate Lyapunov exponent estimation is demonstrated for coupled chaotic oscillators.
Conclusions:
- The proposed method offers a robust way to estimate Lyapunov exponents.
- It effectively handles complex systems including noisy periodic and coupled chaotic oscillators.
- This technique provides valuable insights into the supercritical behavior of dynamical systems.
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