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Article View: comp.theory.dynamic-sys
Article #15

Re: Calculation of Lyapunov xponents

#15
From: Matt Kennel
Date: Thu, 13 Aug 1992 21:36
36 lines
1803 bytes
starke@rhrk.uni-kl.de (Gerolf Starke; 2128) writes:
: androula@lips.ecn.purdue.edu (Ioannis Androulakis) writes:
: 
: >Is there any public domain code available for 
: >calculating Lyapunov exponents of discrete
: >dynamical systems ?
: >Thanks for any information,
: >ioannis
: 
: >androula@ecn.purdue.edu	
: 
: Yes! Try lyapunov.ucsd.edu (anonymous ftp) in directory
: univ-wuerzburg-germany the file called lce-1.10.tar.Z.
: It calculates the complete spectrum of LE from time
: series.

Be aware though, that program only uses a local linear fit,
rather than local polynomial fits.  We've found that that often means
you can't get the negative exponents that well, but apparently others
disagree.

If you're only interested in the positive ones, then it should be OK,
provided you have enough data.

: 
: Good luck,
: Gerolf Starke
: -- 
: Gerolf Starke                                 phone: +49/631/205-2128
: Institute of Applied Mechanics                internet: starke@rhrk.uni-kl.de
: University of Kaiserslautern, 6750            compuserve: 100010,3451
: Germany                                       fax: +49/631/205-3055

--
-Matt Kennel  		mbk@inls1.ucsd.edu
-Institute for Nonlinear Science, University of California, San Diego
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From: mbk@lyapunov.ucsd.edu (Matt Kennel)
Newsgroups: comp.theory.dynamic-sys
Subject: Re: Calculation of Lyapunov xponents
Message-ID: <16ekleINNkhu@network.ucsd.edu>
Date: 13 Aug 92 21:36:46 GMT
References: <1992Aug13.144534.24701@rhrk.uni-kl.de>
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