Moment Lyapunov Exponent for a Three Dimensional Stochastic System

2011 ◽  
pp. 191-200 ◽  
Author(s):  
Shenghong Li ◽  
Xianbin Liu
Keyword(s):  
Lyapunov Exponent ◽  
Stochastic System ◽  
Three Dimensional ◽  
Moment Lyapunov Exponent

The Maximal Lyapunov Exponent for a Three-Dimensional Stochastic System

2004 ◽  
Vol 71 (5) ◽  
pp. 677-690 ◽  
Author(s):  
K. M. Liew ◽  
X. B. Liu
Keyword(s):  
Lyapunov Exponent ◽  
Stochastic System ◽  
Linear Part ◽  
Adjoint Operator ◽  
Three Dimensional ◽  
Strong Mixing ◽  
Linear Filter ◽  
Maximal Lyapunov Exponent ◽  
Mixing Condition ◽  
Filter System

This paper examines the almost-sure asymptotic stability condition of a linear multiplicative stochastic system, which is a linear part of a co-dimension two-bifurcation system that is on a three-dimensional central manifold and subjected to parametric excitation by an ergodic real noise. The excitation is assumed to be an integrable function of an n-dimensional Ornstein-Uhlenbeck vector process which is the output of a linear filter system, while both the detailed balance condition and the strong mixing condition are removed. Through a perturbation method and the spectrum representations of the Fokker Planck operator and its adjoint operator of the linear filter system, the explicit asymptotic expressions of the maximal Lyapunov exponent for three case studies, in which different forms of the coefficient matrix included in the noise excitation term are assumed, are obtained.

Study of Rehabilitation of Injured Knee Joint Applying Chaotic Theory in Human Body Motion

2007 ◽  
Vol 342-343 ◽  
pp. 581-584
Author(s):  
Byung Young Moon ◽  
Kwon Son ◽  
Jung Hong Park
Keyword(s):  
Time Series ◽  
Lyapunov Exponent ◽  
Angular Displacement ◽  
Three Dimensional ◽  
Gait Pattern ◽  
Body Motion ◽  
Largest Lyapunov Exponent ◽  
Chaos Analysis ◽  
Nonlinear Technique ◽  
Injured Knee

Gait analysis is essential to identify accurate cause and knee condition from patients who display abnormal walking. Traditional linear tools can, however, mask the true structure of motor variability, since biomechanical data from a few strides during the gait have limitation to understanding the system. Therefore, it is necessary to propose a more precise dynamic method. The chaos analysis, a nonlinear technique, focuses on understanding how variations in the gait pattern change over time. Healthy eight subjects walked on a treadmill for 100 seconds at 60 Hz. Three dimensional walking kinematic data were obtained using two cameras and KWON3D motion analyzer. The largest Lyapunov exponent from the measured knee angular displacement time series was calculated to quantify local stability. This study quantified the variability present in time series generated from gait parameter via chaos analysis. Gait pattern is found to be chaotic. The proposed Lyapunov exponent can be used in rehabilitation and diagnosis of recoverable patients.

Moment Lyapunov Exponents of a Two-Dimensional Viscoelastic System Under Bounded Noise Excitation

2002 ◽  
Vol 69 (3) ◽  
pp. 346-357 ◽  
Author(s):  
W.-C. Xie
Keyword(s):  
Lyapunov Exponent ◽  
Lyapunov Exponents ◽  
Two Dimensional ◽  
Bounded Noise ◽  
Regular Perturbation ◽  
Stochastic Fluctuation ◽  
Viscoelastic System ◽  
Moment Lyapunov Exponent ◽  
The Moment ◽  
Moment Lyapunov Exponents

The moment Lyapunov exponents of a two-dimensional viscoelastic system under bounded noise excitation are studied in this paper. An example of this system is the transverse vibration of a viscoelastic column under the excitation of stochastic axial compressive load. The stochastic parametric excitation is modeled as a bounded noise process, which is a realistic model of stochastic fluctuation in engineering applications. The moment Lyapunov exponent of the system is given by the eigenvalue of an eigenvalue problem. The method of regular perturbation is applied to obtain weak noise expansions of the moment Lyapunov exponent, Lyapunov exponent, and stability index in terms of the small fluctuation parameter. The results obtained are compared with those for which the effect of viscoelasticity is not considered.

THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS

2002 ◽  
Vol 02 (02) ◽  
pp. 281-294
Author(s):  
G. N. MILSTEIN
Keyword(s):  
Asymptotic Behavior ◽  
Lyapunov Exponent ◽  
Linear System ◽  
Characteristic Function ◽  
Stochastic Systems ◽  
Random Variable ◽  
Characteristic Functions ◽  
Linear Stochastic Systems ◽  
Moment Lyapunov Exponent ◽  
The Moment

The asymptotic behavior of semi-invariants of the random variable ln |X(t,x)|, where X(t,x) is a solution of a linear system of stochastic differential equations, is connected with the moment Lyapunov exponent g(p). Namely, it is obtained that the nth semi-invariant is asymptotically proportional to the time t with the coefficient of proportionality g(n)(0). The proof is based on the concept of analytic characteristic functions. It is also shown that the asymptotic behavior of the analytic characteristic function of ln |X(t,x)| in a neighborhood of the origin of the complex plane is controlled by the extension g(iz) of g(p).

Circuit Design Contains a Class of Squared Term Lorenz Family Chaotic System

2014 ◽  
Vol 602-605 ◽  
pp. 2684-2687
Author(s):  
Yu Zhang ◽  
Chong Lou Tong ◽  
Teng Fei Lei
Keyword(s):  
Numerical Simulation ◽  
Lyapunov Exponent ◽  
Circuit Design ◽  
Chaotic System ◽  
Lorenz System ◽  
Three Dimensional ◽  
System Stability ◽  
Experimental Simulation ◽  
Chaotic Circuit ◽  
New Class

A new class of three-dimensional chaotic system is constructed by algebraic methods, which has a similar structure with the classic Lorenz system but contains the square term. The equilibrium point of the system stability is analyzed, and the numerical simulation is carried on the bifurcation diagram and Lyapunov exponent. The chaotic circuit of these systems is designed by using the software of EWB. The results of the experimental simulation verify the existence of the chaotic attractor, which provides theoretical reference to the application of such system.

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