-
Notifications
You must be signed in to change notification settings - Fork 36
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Non-autonomous version of Lyapunov exponent (EADP) #337
Comments
Isn't this what https://juliadynamics.github.io/DynamicalSystemsDocs.jl/chaostools/stable/lyapunovs/#ChaosTools.local_growth_rates does? If you pass in a drifting system, does it work? (if yes, we can add it to the docs as an example and also mention in the function docstring it can be used for EADP) |
Unfortunately not, or at least not directly. To calculate EAPD at each period (time step), one needs to make sure that all ensemble members are stepped at the same time and that states as well as time are updated between distance calculations. For this drifting system at least using DynamicalSystems
function duffing_drift(u0 = [0.1, 0.25]; ω = 1.0, β = 0.2, ε0 = 0.4, α=0.00045)
return CoupledODEs(duffing_drift_rule, u0, [ω, β, ε0, α])
end
@inbounds function duffing_drift_rule(x, p, t)
ω, β, ε0, α = p
dx1 = x[2]
dx2 = (ε0+α*t)*cos(ω*t) + x[1] - x[1]^3 - 2β * x[2]
return SVector(dx1, dx2)
end
my rough implementation for EAPD is this function EAPD(ds,init_states::Matrix,T;Ttr,ϵ=sqrt(2)*1e-10)
N = size(init_states)[1]
ρ = Float64[]
times = Int64[]
#save drifting rate value
α = current_parameters(ds)[4]
#add test particle to every ensemble member
init_states_plus_pert = StateSpaceSet(vcat(init_states,init_states))
#create a pds for the ensemble
#pds is a ParallelDynamicalSystem
pds = ParallelDynamicalSystem(ds,init_states_plus_pert)
set_parameter!.(pds.systems,4,0.0) #set to non-drifting for initial ensemble
#setting parameter for all systems in one go doesn't work?
#step system pds to reach attractor(non-drifting)
#system starts to drift at t0=0.0
for _ in 1:Ttr
step!(pds)
end
#add perturbation to test particles
for i in 1:N
state_i = current_state(pds.systems[i])
perturbed_state_i = state_i .+ perturbation(ds,ϵ)
set_state!(pds.systems[N+i],perturbed_state_i)
end
set_parameter!.(pds.systems,4,α) #set to drifting for initial ensemble
#set back time to t0 = 0
reinit!(pds,current_states(pds))
#calculate EAPD at each time step
for _ in 1:T
ρ_t = EAPD(pds)
push!(ρ,ρ_t)
push!(times,current_time(pds))
step!(pds)
end
return ρ,times
end
function EAPD(pds)
states = current_states(pds)
N = Int(length(states)/2)
#calculate distance averages
dists = [norm(states[i] - states[N+i]) for i in 1:N]
ρ = mean(log.(dists))
return ρ
end
function perturbation(ds,ϵ)
D, T = dimension(ds), eltype(ds)
Q0 = randn(SVector{D, T})
Q0 = ϵ * Q0 / norm(Q0)
end which successfully reproduces Fig.11 a) from the article above : duffing = duffing_drift()
duffing_map = StroboscopicMap(duffing,2π)
init_states = randn(1000,2)
@time ρ,times = EAPD(duffing_map,init_states,100;Ttr=20)
pl = plot(times,ρ,ylabel=L"\rho(t)",lc=:gray10,lw=2,xlabel=L"t",legend=false,guidefontsize=28)
I'm not sure if |
okay, so 1) you can definitely contribute the EADP method as one more function (and in teh docstring highlight the delicate difference with the local growth rates). For 2) , yeah this is a mistake. At the moment there is specialized parallel integrator for |
See the initial PR here . |
In non-autonomous systems with parameter drift, long time averages are less useful to assess chaoticity.
There are several different ways to address this, one is related to the ensemble approach. Here, a new quantity called the Ensemble-averaged pairwise distance (EAPD) is used. An analog of the classical largest Lyapunov exponent can be extracted from the EAPD) function: the local slope can be considered an instantaneous Lyapunov exponent.
See for example here , section 3.3 :
I was wondering if we could use
ParallelDynamicalSystem
for handling large ensembles of trajectories of the drifting system.The test particles would just be a copy of the ensemble (can be even inside the same
ParallelDynamicalSystem
or separately). For estimating the slope, we could use the already existing tools from FractalDimensions.jl FractalDimensions.slopefit.As far as I know, there isn't a function for this right now. Let me know if this is a good idea, and whether ChaosTools is the right package. (I've seen CriticalTransitions has some functionality for rate-dependent phenomena but seems more niche).
The text was updated successfully, but these errors were encountered: