Optimizing the maximum Lyapunov exponent and phase space portraits in multi-scroll chaotic oscillators

2014 ◽  
Vol 76 (2) ◽  
pp. 1503-1515 ◽  
Author(s):  
Luis Gerardo de la Fraga ◽  
Esteban Tlelo-Cuautle
2020 ◽  
Vol 30 (12) ◽  
pp. 2030034
Author(s):  
Francis F. Franco ◽  
Erico L. Rempel

The nonlinear dynamics of a recently derived generalized Lorenz model [ Macek & Strumik, 2010 ] of magnetoconvection is studied. A bifurcation diagram is constructed as a function of the Rayleigh number where attractors and nonattracting chaotic sets coexist inside a periodic window. The nonattracting chaotic sets, also called chaotic saddles, are responsible for fractal basin boundaries with a fractal dimension near the dimension of the phase space, which causes the presence of very long chaotic transients. It is shown that the chaotic saddles can be used to infer properties of chaotic attractors outside the periodic window, such as their maximum Lyapunov exponent.


2014 ◽  
Vol 2014 ◽  
pp. 1-16 ◽  
Author(s):  
Esteban Tlelo-Cuautle ◽  
Ana Dalia Pano-Azucena ◽  
Victor Hugo Carbajal-Gomez ◽  
Mauro Sanchez-Sanchez

Nowadays, different kinds of experimental realizations of chaotic oscillators have been already presented in the literature. However, those realizations do not consider the value of the maximum Lyapunov exponent, which gives a quantitative measure of the grade of unpredictability of chaotic systems. That way, this paper shows the experimental realization of an optimized multiscroll chaotic oscillator based on saturated function series. First, from the mathematical description having four coefficients (a, b, c, d1), an optimization evolutionary algorithm varies them to maximize the value of the positive Lyapunov exponent. Second, a realization of those optimized coefficients using operational amplifiers is given. Hereina, b, c, d1are implemented with precision potentiometers to tune up to four decimals of the coefficients having the range between 0.0001 and 1.0000. Finally, experimental results of the phase-space portraits for generating from 2 to 10 scrolls are listed to show that their associated value for the optimal maximum Lyapunov exponent increases by increasing the number of scrolls, thus guaranteeing a more complex chaotic behavior.


Author(s):  
Athina Bougioukou

The intention of this research is to investigate the aspect of non-linearity and chaotic behavior of the Cyprus stock market. For this purpose, we use non-linearity and chaos theory. We perform BDS, Hinich-Bispectral tests and compute Lyapunov exponent of the Cyprus General index. The results show that existence of non-linear dependence and chaotic features as the maximum Lyapunov exponent was found to be positive. This study is important because chaos and efficient market hypothesis are mutually exclusive aspects. The efficient market hypothesis which requires returns to be independent and identically distributed (i.i.d.) cannot be accepted.


2011 ◽  
Vol 243-249 ◽  
pp. 5435-5439 ◽  
Author(s):  
Jian Xi Yang ◽  
Jian Ting Zhou ◽  
Yue Chen

The paper has made a maximum Lyapunov exponent and Lyapunov exponent spectrum entropy analysis of ASCE Benchmark using non-linear theory and chaos time sequence. The maximum Lyapunov exponents in the two kinds of structural monitored data are both over zero, indicating that in the structural system chaos phenomenon has appeared. And, experiments have shown that the maximum Lyapunov exponent is sensitive of the amount of samples and the time delay. So, to compute the chaos index, the amount of samples and the time duration are of importance. Meanwhile, the Lyapunov exponent spectrum entropy is effective to measure the chaotic characteristic of the system, but ,the entropy is less sensitive to state recognition more than the max Lyapunov exponent.


2009 ◽  
Vol 216 (1) ◽  
pp. 115-121 ◽  
Author(s):  
Sandeep P. Nair ◽  
Deng-Shan Shiau ◽  
Jose C. Principe ◽  
Leonidas D. Iasemidis ◽  
Panos M. Pardalos ◽  
...  

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