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Phys. Rev. Lett. 55, 1082–1085 (1985)

Measurement of the Lyapunov Spectrum from a Chaotic Time Series

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M. Sano and Y. Sawada
Research Institute of Electrical Communication, Tohoku University, Sendai 980, Japan

Received 26 February 1985; revised 10 June 1985; published in the issue dated 2 September 1985

The exponential divergence or convergence of nearby trajectories (Lyapunov exponents) is conceptually the most basic indicator of deterministic chaos. We propose a new method to determine the spectrum of several Lyapunov exponents (including positive, zero, and even negative ones) from the observed time series of a single variable. We have applied the method to various known model systems and also to the Rayleigh-Bénard experiment, and have elucidated the dependence of the Lyapunov exponents on the Rayleigh number.

© 1985 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevLett.55.1082
DOI:
10.1103/PhysRevLett.55.1082
PACS:
47.25.-c, 02.50.+s, 05.45.+b, 52.35.Ra