Lyapunov Exponents and Chaos Theory
Lyapunov Exponents and Chaos Theory
Lyapunov Exponents and Chaos Theory
North-Holland, Amsterdam
We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time
series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to
the exponentially fast divergence or convergence of nearby orbits in phase space. A system with one or more positive Lyapunov
exponents is defined to be chaotic. Our method is rooted conceptually in a previously developed technique that could only be
applied to analytically defined model systems: we monitor the long-term growth rate of small volume elements in an attractor.
The method is tested on model systems with known Lyapunov spectra, and applied to data for the Belousov-Zhabotinskii
reaction and Couette-Taylor flow.
Contents
1.
2.
3.
4.
5.
6.
7.
8.
9.
Introduction
The Lyapunov spectrum defined
Calculation of Lyapunov spectra from differential equations
An approach to spectral estimation for experimental data
Spectral algorithm implementation*
Implementation details*
Data requirements and noise*
Results
Conclusions
Appendices*
A. Lyapunov spectrum program for systems of differential
equations
B. Fixed evolution time program for ~'1
1. Introduction
286
pc(O)'
(1)
287
288
.
.
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..
"..
..
..
"
.-'.~...~.;.;.,....
".:,v':.:~
.:"
"
"'.'.
" .'~"."
~"
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...
time-~
. ".. . .. . . .~ . . . . . " .
"... "-..
" x~ . ~ -' -~ i l ~
-..
.
I.'.- .: " . . .
,.,.
-...: ......
..:-.:..." . . . . : : . : . .
....
...
"~.'.
"'"...
"..
:::,.!...":"""-...-
-,.-,
. . . .
, : , , . : :o
. ,-:...
..
IIIIIl[l l
-..
:'.."
.- ""
":'"'"'""
". " : : : , . f , ~ , _ , , , ~ . ~
$:L~.
.... ~-"~.'...__'.~..
,
. . . . .
..',.<'."~::.:.':..
"." : . . . .
,~ .,.:..
start
N~
~" "
"
, :.~
...,--.:-:.::-:.........
~'"" """
(b)
....
".':':"'( (,~'."~,m
-
. ..-. ....
. .,:'..~..--..:~::.-.:..:'..:..:..
-.....
" " ":'" : " : : " ' "
............
"
"
[l,,m,,,,l,,,,,llli,,lllli,,dll
time
--~
" :
~start
..-.-.....
:; ..- ---~..- : ..
~.~,.~;,..':..::.~:"~-:.v
.........
time
:'"
.,
",',...:~.'.-2~'W~'".~-...
".".'..
"'::...':"'.:
" ~,'
"
Fig. 1. The short term evolution of the separation vector between three carefully chosen pairs of nearby points is shown for the
Lorenz attractor, a) An expanding direction (~1 > 0); b) a "slower than exponential" direction (~'2 = 0); C) a contracting direction
(X3
< 0).
t W e have been quite successful with an algorithm for determiuing the dominant (smallest magnitude) negative exponent from pseudo-experimental data (a single time series extracted from the solution of a model system and treated as an
experimental observable) for systems that are nearly integerdimensional. Unfortunately, our approach, which involves measuring the mean decay rate of many induced perturbations of
the dynamical system, is unlikely to work on many experimental systems. There are several fundamental problems with the
calculation of negative exponents from experimental data, but
289
Table I
The model systems considered in this paper and their Lyapunov spectra and dimensions as computed from the equations of motion
System
Parameter
values
Lyapunov
spectrum
(bits/s)t
Lyapunov
dimension*
{ b = 1.4
~1 = 0.603
h 2 = - 2.34
H~non: [25]
X. +1 = 1 - aX;. + Yn
Y. + 1
bX.
1.26
(bits/iter.)
= 0.3
Rossler-chaos: [26]
0.13
)( = - (Y + Z)
[ a = 0.15
)k 1 =
)'= X+ aY
= b + Z(X-
I b = 0.20
~2 =0.00
h 3 = - 14.1
c)
c = 10.0
2.01
Lorenz: [23]
)(= o(Y-
X)
~'= X ( R - Z ) = X Y - bZ
[ o = 16.0
h 1 = 2.16
I R=45.92
b = 4.0
X2 =0.00
;k3 = - 32.4
( a = 0.25
[ b = 3.0
| c = 0.05
k d = 0.5
At = 0.16
X2 =0.03
h 3 = 0.00
h4 = - 39.0
( a = 0.2
h t = 6.30E-3
/ b = 0.1
) c = 10.0
s = 31.8
)~2 = 2.62E-3
IX31< 8.0E-6
)'4 = - 1.39E-2
2.07
Rossler-hyperchaos: [24]
Jr'= - ( Y + Z )
)'= X+ aY+ W
= b + XZ
if" = c W - d Z
3.005
Mackey-Glass: [27]
j( =
aX(t + s )
- bX(t)
1 + [ X(t + s)] c
3.64
t A mean orbital period is well defined for Rossler chaos (6.07 seconds) and for hyperchaos (5.16 seconds) for the parameter values
used here. For the Lorenz attractor a characteristic time (see footnote- section 3) is about 0.5 seconds. Spectra were computed for
each system with the code in appendix A.
~As defined in eq. (2).
equation
E i - - 1~i
(2)
E)~i> 0
i--1
j+l
and
EX,<O.
(3)
i--1
290
v~ = IIv, ll '
v~=
v2- <v2,~>~
tlv~ - <v~, ~ > ~ l l '
v. - <~., ~ . _ , > ~ . _ , . . . . .
<v.,~>~
(4)
291
[,sx.
=L/By. ,
(5)
where
10]
,6,
292
Lyapunov
or, by regrouping
the terms,
exponents
from u tuneseries
293
(b)
.__
,,,,
.--_-
leo #1
Fig. 3. A modification to the ODE spectral code (see appendix A) allows us to plot the running direction of greatest growth (vector
v~ ) in the Lorenz attractor. In (a), infrequent renormalizations confirm that this direction is not single-valued on the attractor. In (b),
frequent renormalizations show us that this direction is usually nearly parallel to the flow. In the Rossler attractor, this direction is
usually nearly orthogonal to the flow.
294
)k I =
295
M
L,(tk)
Y'~ log 2
,
tM_ to k=l
L(tt,_x)
(9)
296
/~
(a)
tLI
s
L
%/
(b,
t!
t2
tiqtulol t
"t
M t o ) ~ r
iI
tI
'
--
~ I t2
~itluci*l
f
..~'tect'
'o
Fig. 4. A schematic representation of the evolution and replacement procedure used to estimate Lyapunov exponents from
experimental data. a) The largest Lyapunov exponent is computed from the growth of length elements. When the length of the vector
between two points becomes large, a new point is chosen near the reference trajectory, minimizing both the replacement length L and
the orientation change ~. b) A similar procedure is followed to calculate the sum of the two largest Lyapunov exponents from the
growth of area elements. When an area element becomes too large or too skewed, two new points are chosen near the reference
trajectory, minimizing the replacement area A and the change in phase space orientation between the original and replacement area
elements.
1__
~1 + ~ 2 = t M --
E l o g 2 to k = l
A(tk,x ) ,
(10)
6. Implementation details
6.1. Selection of embedding dimension and delay
time
In principle, when using delay coordinates to
reconstruct an attractor, an embedding [34] of the
original attractor is obtained for any sufficiently
large m and almost any choice of time delay ~-, but
in practice accurate exponent estimation requires
some care in choosing these two parameters. We
should obtain an embedding if m is chosen to be
greater than twice the dimension of the underlying
attractor [34]. However, we find that attractors
reconstructed using smaller values of m often
yield reliable Lyapunov exponents. For example,
in reconstructing the Lorenz attractor from its
x-coordinate time series an embedding dimension
of 3 is adequate for accurate exponent estimation,
well below the sufficient dimension of 7 given by
ref. [3411". When attractor reconstruction is performed in a space whose dimension is too low,
"catastrophes" that interleave distinct parts of the
attractor are likely to restflt. For example, points
fWe have found that it is often possible to ignore several
components of evolving vectors in computing their average
exponential rate of growth: keeping two or more components
of the vector often suffices for this purpose. As our discussion
of "catastrophes" will soon make clear, the search for replacement points most often requires that all of the delay coordinates be used.
297
298
Fig. 5. The strange attractor in the Belousov-Zhabotinskii reaction is reconstructed by the use of delay coordinates from the bromide
ion concentration time series [2]. The delays shown are a) ~ ; b) ; and c) ~ of a mean orbital period. Notice how the folding region of
the attractor evolves from a featureless "pencil" to a large scale twist.
attractor in figs. 6a-6d.) Accurate exponent calculation therefore requires the consideration of the
following interrelated points: the desirability of
maximizing evolution times, the tradeoff between
minimizing replacement vector size and minimizing the concomitant orientation error, and the
manner in which orientation errors can be expected to accumulate. We now discuss these points
in turn.
Maximizing the propagation time of volume elements is highly desirable as it both reduces the
frequency with which orientation errors are made
and reduces the cost of the calculation considerably (element propagation involves much less
computation than element replacement). In our
variable evolution time program this is not much
of a problem, as replacements are performed only
when deemed necessary (though the program has
been made conservative in such judgments). In the
interactive algorithm this is even less of a problem,
as an experienced operator can often process a
large file with a very small number of replacements. The problem is severe, however, in our
fixed evolution time program, which is otherwise
desirable for its extreme simplicity. In this program replacements are attempted at fixed time
steps, independent of the behavior of the volume
element.
299
o-21
I (a)
.
/~^
~0. t
)..
.._i
l
o. 8
0,2
o: 4 '
' 1: 2 '
I.B
(c)
1
2
3
EVOLUTION TINE (ORglT~
'2f(d)
~ - ~
~" k
J
>-
~q~
'"~
....
tb"
. . . . .15
..
~ ' " '
WAXINUN LEN&~ CUTOFF
25
(% OF HORIZONThL EXTENT)
~S
'
'
'
'
5'
. . . .
,b
. . . .
15
N I N I B LENGTH
(% OF HORIZONTALBCI'ENT)
Fig. 6. Stationarity of ~t for Rossler attractor data (8192 points spanning 135 orbits) for the fixedevolutiontime program is shown
for the input parameters: a) Tau (delay time); b) evolutiontime between replacementsteps; c) maximumlength of replacementvector
length allowed; and d) minimum length of replacementvector allowed.The correct value of the positiveexponentis 0.13 bits/s and is
shown by the horizontal line in these figures.
Our numerical results on noise-free model systems have produced the expected results: too frequent replacements cause a dramatic loss of phase
space orientation, and too infrequent replacements
allow volume elements to grow overly large and
exhibit folding. For the Rossler, Lorenz, and the
Belousov-Zhabotinskii attractors, each of which
has a once-per-orbit chaos generating mechanism,
we find that varying the evolution time in the
range to 1 orbits almost always provides stable
exponent estimates. In systems where the mechanism for chaos is unknown, one must cheek for
exponent stability over a wide range of evolution
300
301
L(t.)
(14)
where
b = 2 (a2-a*)tr.
(15)
~n = ~
m=O
(16)
~n-m bm~
a~.l
hi
-#2
2(ln 2)NtAltr Nt
bE(I-bEN')]
1
bE
'
(18)
(11)
to be
a>,l
-#2
~'1 = 2(ln2)~.ltr"
(19)
(17)
7.1.
As we have already pointed out, the infinitesimal length scales on which the definition of
Lyapunov exponents rely are inaccessible in ex-
302
(a)
,,at,.~;...'.~
"2,"
:'..."
'
"
:J.
I.
j.
- . ,
"
:..
....,
..i~.
: ~~Y
--~ "
,.#"
start
cb~
.~.~... ~
.---'-'.':....2-.
"'
.~':'.:_,,2-'..
..~f.'". ::':': ~ - - " ' " "
"'7':"
.'.::":
""
"I""
....
,'"
i.
'
" ' .'..
."
""
..
'
..~...
"
..
'
"
':.
~.:-::~..-/,..-~;-~~'.:~.:~i.
..".: ~
.,:...\"v,!:,"."'.::..." ) j
"
"~-
.%
_ _ ~ !
~.
""
."
.
".'%.'...
..'~
"
'-~'h.~
/ "
"
~,/~
"
/-.
'-'~
.t
"
y."
~....
'% '%,. :.o,'
Fig. 7. Experimental data for two different Belousov-Zhabotinskii systems shows chaos on large and small length scales respectively.
In the Texas attractor [2] a), the separation between a single pair of points is shown for one orbital period. In the French attractor
[36]; b), the separation between a pair of points is shown for two periods. Estimation of Lyapunov exponents is quite difficult for the
latter system.
303
tion in the latter case is quite difficult. The presence of external noise on length scales as small as
the chaos generation mechanism will of course
further complicate exponent calculations.
Even though infinitesimal length scales are not
accessible, Lyapunov exponent estimation may still
be quite feasible for many experimental systems.
The same problem arises in calculations of the
fractal dimension of strange attractors. Fractal
structure does not exist in nature, where it is
truncated on atomic scales, nor does it exist in any
computer representation of a dynamical system,
where finite precision truncates scaling. In these
calculations we hope that as the smallest accessible
length scales are approached, scaling converges to
the zero length scale limit. Similarly, provided that
chaos production is nearly the same on infinitesimal and the smallest accessible length scales, our
calculations on the small scales may provide accurate results. A successful calculation requires that
one has enough data to approach the appropriate
length scales, ignores anything on the length scale
of the noise, and has an attractor with a macroscopic stretching/folding mechanism.
7.2. Noise
The effects of noise in our algorithms fall into
two categories which we have named the "statistical" and the "catastrophic". The former category
deals with such problems as point-to-point jitter
that cause us to estimate volumes inaccurately;
this was the motivation for avoiding highly skewed
replacement elements. Catastrophes can arise even
in the absence of noise either from too low an
embedding dimension (section 6.1), or from too
little data compounded with high attractor complexity (section 6.2), In the presence of noise,
catastrophes occur because noise drives a faraway
data point into the replacement "arena." Noise in
physical systems can he broken into two categories: measurement noise, i.e., simple lack of
resolution, and dynamical noise, i.e., fluctuations
in the state of the system or its parameters which
enter into the dynamics. In the former case it is
304
clear that the system possesses well defined exponents that are potentially recoverable. Strictly
speaking, in the latter case Lyapunov exponents
are not well defined, but some work [37] has
suggested that a system may be characterized by
numbers that are the Lyapunov exponents for the
noise-free system averaged over the range of
noise-induced states.
Our first study of the effects of noise on our
algorithms involved adding dynamical noise to the
Hrnon attractor, that is, a small uniformly distributed random number was added to each coordinate as the map was being iterated. These data
were then processed with the fixed evolution time
program. For noise of sufficiently large amplitude,
hi could not be accurately determined. Specifically, the average initial separation between replacement points grew with the noise level (noise
causing diffusion of the 1.26-dimensional attractor
into the two-dimensional phase space) and the
large final separations were not much affected by
the noise. The result was an underestimate of the
positive exponent. A nearly identical result was
obtained for the addition of measurement noise
(addition of a random term to each element of the
time series, after the entire series has been generated) to the Hrnon attractor.
It is ironic that measurement noise is not a
problem unless large amounts of data are available
to define the attractor. Noise is only detectable
when the point density is high enough to provide
replacements near the noise length scale. This suggests a simple approach to the noise problem,
simply avoiding principal axis vectors whose magnitude is smaller than some threshold value we
select. If this value is chosen to be somewhat larger
than the noise level, the fractional error in determining initial vector magnitudes may be reduced to an acceptable level. Avoiding noisy length
scales is not a trivial matter, as noise may not be
of constant amplitude throughout an attractor and
the noise length scale may be difficult to determine. Again, this approach can only work if
scales larger than the noise contain accurate information about orbital divergence rates in the zero
305
Fig. 8. a) Unfiltered experimental data for the Belousov-Zhabotinskii reaction [2]; b) the same data, low-pass filtered with a filter
cutoff of 0.046 Hz, compared to the mean orbital frequency of 0.009 Hz. Our estimate of X1 for these data was only 5% lower than the
estimate from the unfiltered data. Replacement frequencies in the region of stationarity for these results were approximately 0.005 Hz.
c) the data are over-filtered at 0.023 H_z. h 1 differs by only 20% from the exponent estimate for unfiltered data.
306
(a
2.5
(22)
2.0
t. 5
o
I
IX 14
N ( X l + }k2) cc dl---~_2
(b)
[1.10
LU
N
0.(]6
.L
I
(el
0.005
O. 004
o
IX 003
12
18
BITS OF PRECISION
Fig. 9. The results of bit chopping (simulated measurement
noise) for the a) Lorenz; b) Rossler; and c) BelousovZhabotinskii systems. For each system at least 5 bits of precision in the data are required for accurate exponent estimates.
points, p, is
N
p=~-~.
(20)
(23)
and in general,
(21)
(,)
i~=l~ki
od_j
o,2
258
307
1024
512
J
TINE
,'
O,l
Q_
>,,.J
o,o
LL
Fig. 10. The temporal convergence of ~'x is shown as a function of the number of data points defining the Rossler attractor. The
sampling rate is held constant; the longer time series contain more orbits. Note that lengthening the time series not only allows more
time for convergence but also provides more replacement candidates at each replacement step. (Here the embedding dimension was 3,
the embedding delay (~) was a sixth of an orbit, and the evolution time-step was three-quarters of an orbit.)
308
8. Results
We now present our results for the various
model and experimental systems on which our
t W e note that d points per orbit is a very small number
compared to the sampling rate required for hi estimation with
an underlying 1-D map. Construction of a map requires that
orbital intersections with the Poincar6 section be determined
with high accuracy, often necessitating 100 or more points per
orbit. Our technique thus allows a factor of about 10 times
more orbits for a given size data file.
~o.
oo5
0
ILl
O. 0000
EVOLUTION TIME (ORBITS)
Fig. 11. Stationarity of ~1 with evolution time is shown for
Belousov-Zhabotinskii data [2] (compare to fig. 6b).
avoided that region at replacement time. The interactive runs determined the positive exponent to
within 3%, and measured the second exponent as
less than 5% of the first, using 8192 points. The
fixed evolution time code measured the first exponent to within 5% and found the second exponent
to be less than 10% of the first, using 8192 points
in both cases.
Hyperchaos
For this system we obtained the largest exponent to within 10% using 8192 points and the sum
of the two positive exponents to within 15% using
16384 points.
Delay differential equation
309
For the Couette-Taylor experiment we computed the largest Lyapunov exponent as a function of Reynolds number from data sets (at each
Reynolds number) consisting of 32768 points
spanning about 200 mean orbital periods. Our
results are given in fig. 12. Earlier studies of power
spectra and phase portraits had indicated that the
onset of chaos occurred at R / R c = 12, where Rc
marks the transition to Taylor vortex flow. This
onset of chaos is confirmed and quantified by the
calculation of ~1.
9. Conclusions
Belousov-Zhabotinskii reaction
0.8
0.6
X1
(bits/orbit)
0.4
0.2
0.0
I0
I
II
12
R/Re
13
14
Acknowledgements
We thank J. Doyne Farmer for helpful discussions and for calculating the Lyapunov spectrum
310
Appendix A
Lyapunov spectrum program for systems of differential equations
P R O G R A M ODE
C
C
C
N = # OF N O N L I N E A R EQTNS.,
NN = T O T A L # OF EQTNS.
P A R A M E T E R N=3
P A R A M E T E R NN=I2
E X T E R N A L FCN
C
DIMENSION Y(NN),ZNORM(N),GSC(N),CUM(N),C(24),W(NN,9)
C
C
C
INITIAL CONDITIONS
FOR N O N L I N E A R SYSTEM
Y(1) -- I0.0
Y(2) -- 1.0
Y(3) = 0.0
INITIAL CONDITIONS
DO I0 1 = N + I , N N
Y(1) -- 0 . 0
i0 CONTINUE
DO 20 I = I,N
Y((N+I)*I) -- 1.0
CUM(I)
= 0.0
20 CONTINUE
INTEGRATION TOLERANCE, # OF INTEGRATION
TIME PER STEP, AND I/O RATE
TYPE*, "TOL, NSTEP, STPSZE, IO ?"
ACCEPT*, TOL, NSTEP pSTPSZE, I0
INITIALIZATION
NEQ = NN
X=O.O
IND -- 1
FOR INTEGRATOR
STEPS,
DO I00 I = I,NSTEP
XEND = S T P S Z E * F L O A T ( 1 )
CALL ANY ODE I N T E G R A T O R - THIS IS AN LMSL ROUTINE
CALL DVERK ( N E Q , F C N , X , Y , X E N D , T O L , I N D , C , N E Q , W , I E R )
C
C
C
C.
C
C O N S T R U C T A NEW O R T H O N O R M A L BASIS BY G R A M - S C H M I D T M E T H O D
N O R M A L I Z E FIRST V E C T O R
ZNORM(1)
30
40
= 0.0
DO 30 J = I,N
ZNORM(1) = Z N O R M ( 1 ) + Y ( N * J + I ) * * 2
CONTINUE
ZNORM(1) = S Q R T ( Z N O R M ( 1 ) )
DO 40 J = I,N
Y(N*J+I)
CONTINUE
= Y(N*J+I)/ZNORM(1)
50
DO 50 K = l,(J-l)
GSC(K) = 0.0
DO 50 L = I,N
GSC(K) = G S C ( K ) + Y ( N * L + J ) * Y ( N * L + K )
CONTINUE
C O N S T R U C T A NEW VECTOR.
60
DO 60 K = I,N
DO 60 L = l,(J-l)
Y(N*K+J) = Y ( N * K + J ) - G S C ( L ) * Y ( N * K + L )
CONTINUE
CALCULATE THE VECTOR'S NORM
70
C
C
C
ZNORM(J) = 0.0
DO 70 K = IjN
ZNORM(J) = Z N O R M ( J ) + Y ( N * K + J ) * * 2
CONTINUE
ZNORM(J) = S Q R T ( Z N O R M ( J ) )
N O R M A L I Z E THE NEW VECTOR.
DO 8 0
80
K = I,N
Y(N*K+J)
CONTINUE
= Y(N*K+J)/ZNORM(J)
311
312
UPDATE
90
RUNNING
VECTORMAGNITUDES
DO 90 K -- I,N
CUM(K) = CUM(K)+ALOG(ZNORM(K)
CONTINUE
NORMALIZE
EXPONENT
IF (MOD(I,IO).EQ.0)
)/ALOG(2. )
IO ITERATIONS
TYPE*,X,(CUM(K)/X,K
= I,N)
I00 CONTINUE
CALL EXIT
END
SUBROUTINE
C
C
C
USER DEFINED
DIMENSION
C
C
C
ROUTINE
3 COPIES
Y(12),YPRIME(12)
LORENZ EQUATIONS
YPRIME(1)
YPRIME(2)
YPRIME(3)
C
C
C
FCN (N,X,Y,YPRIME)
OF MOTION
= 16.*(Y(2)-Y(1))
= -Y(1)*Y(3)+45.92*Y(1)-Y(2)
= Y(1)*Y(2)-4.*Y(3)
OF LINEARIZED
EQUATIONS
OF MOTION.
DO I0 I = 0,2
YPRIME(4+I) = 16.*(Y(7+I)-Y(4+I))
YPRIME(7+I) = (45.92-Y(3))*Y(4+I)-Y(7+I)-Y(1)*Y(IO+I)
YPRIME(10+I) = Y(2)*Y(4+I)+Y(1)*Y(7+I)-4.*Y(IO+I)
I0 CONTINUE
C
RETURN
END
Appendix B
F i x e d evolution time program for )h
313
314
PROGRAM FETI
INTEGER DIM~TAU,EVOLV
DIMENSION X(16384) ,PTI(12) ,PT2(12)
C
C
C
C
C
OPEN (UNIT==1 ,FILE--"INPUT." ~TYPE='OLD" )
C
TYPE*, " N P T D D I M , T A U , D T ~ S C A I ~ , S C A L M N , E V O L V ?"
ACCEPT*, NPT jDIM, TAU, DT, S CALMX ~S CALMN, EVOLV
C
C
C
C
C
C
C
**READ IN TIME SERIES**
C
DO I0 I = I,NPT
READ (1,*) X(1)
I0 CONTINUE
C
C
C
C
C
C
NPT
DIM*TAU - EVOLV
C
C
C
C
C
C
**COMPUTE
20
C
C
C
D-- 0.0
DO 20 J = I~DIM
D = D+(Z(IND,J)-Z(I,J))**2
CONTINUE
D ~ SQRT(D)
**STORE THE BEST POINT SO FAR BUT NO CLOSER THAN NOISE SCALE**
IF (D.GT.DI.OR.D.LT.SCAI~N)
DI=D
IND2 = I
30 CONTINUE
GO TO 30
**GET COORDINATES
OF EVOLVED POINTS**
40
DO 50 J = 1,DIM
FTI(J) = Z(IND+EVOLV,J)
FT2(J) = Z(IND2+EVOLV,J)
50 CONTINUE
**COMPUTE
FINAL SEPARATION
BETWEEN PAIR,
UPDATE E X P O N E N T * *
DF = 0.0
DO 60 J = 1,DIM
DF = D F + ( P T I ( J ) - P T 2 ( J ) ) * * 2
60 CONTINUE
DF = SQRT(DF)
ITS = ITS+I
SUM = S U M + A L O G ( D F / D I) / (FLOAT (EVOLV) *DT*ALOG(2. ) )
ZLYAP = SUM/FLOAT(ITS)
TYPE*, ZLYAP, EVO LV* ITS, D I, DF
* * L O O K F O R REPLACEMENT POINT**
**ZMULT IS M U L T I P L I E R OF SCAIFaX W H E N GO TO LONGER DISTANCES**
INDOLD -- IND2
ZMULT = I. 0
ANGI/~X = 0.3
70 T H M I N = 3.14
* * S E A R C H OVER ALL POINTS**
DO i00 1 = I,NPT
**DONT TAKE POINTS TOO CLOSE IN TIME TO F I D U C I A L
POINT**
III = IABS(I-(IND+EVOLV))
IF (III.LT.10) GO TO I00
**COMPUTE
DISTANCE
DNEW = 0.0
DO 80 J = 1,DIM
DNEW
DNEW+(PTI(J)-Z(I,J))**2
CONTINUE
DNEW = SQRT(DNEW)
=
80
C L O S E R THAN ZMULT*SCAI/~X**
IF ( D N E W . G T . Z M U L T * S C A I ~ X . O R . D N E W . L T . S C A I N N )
C
C
C
DO 90 J = 1,DIM
90
DOT = D O T ( P T I ( J ) - Z ( I , J ) ) * ( P T I ( J ) - P T 2 ( J ) )
CONTINUE
GO TO I00
315
316
F I D U C I A L T R A J E C T O R Y HITS END OF F I L E * *
IF (IND.GE.NPT) GO TO 120
DI = DII
GO TO 40
120 C A L L EXIT
END
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[4] B. Malraison, P. Atten, P. Berge and M. Dubois, "Turbulence-Dimension of Strange Attractors: An Experimental
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[7] V.I. Oseledec, "A Multiplicative Ergodic Theorem.
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[8] G. Benettin, L. Galgani, A. Giorgilli and J.-M. Strelcyn,
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