Estimation of the largest Lyapunov exponent in systems with impacts

2000 ◽  
Vol 11 (15) ◽  
pp. 2443-2451 ◽  
Author(s):  
Andrzej Stefanski
2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Abigail Ortiz ◽  
Kamil Bradler ◽  
Maxine Mowete ◽  
Stephane MacLean ◽  
Julie Garnham ◽  
...  

Abstract Background Understanding the underlying architecture of mood regulation in bipolar disorder (BD) is important, as we are starting to conceptualize BD as a more complex disorder than one of recurring manic or depressive episodes. Nonlinear techniques are employed to understand and model the behavior of complex systems. Our aim was to assess the underlying nonlinear properties that account for mood and energy fluctuations in patients with BD; and to compare whether these processes were different in healthy controls (HC) and unaffected first-degree relatives (FDR). We used three different nonlinear techniques: Lyapunov exponent, detrended fluctuation analysis and fractal dimension to assess the underlying behavior of mood and energy fluctuations in all groups; and subsequently to assess whether these arise from different processes in each of these groups. Results There was a positive, short-term autocorrelation for both mood and energy series in all three groups. In the mood series, the largest Lyapunov exponent was found in HC (1.84), compared to BD (1.63) and FDR (1.71) groups [F (2, 87) = 8.42, p < 0.005]. A post-hoc Tukey test showed that Lyapunov exponent in HC was significantly higher than both the BD (p = 0.003) and FDR groups (p = 0.03). Similarly, in the energy series, the largest Lyapunov exponent was found in HC (1.85), compared to BD (1.76) and FDR (1.67) [F (2, 87) = 11.02; p < 0.005]. There were no significant differences between groups for the detrended fluctuation analysis or fractal dimension. Conclusions The underlying nature of mood variability is in keeping with that of a chaotic system, which means that fluctuations are generated by deterministic nonlinear process(es) in HC, BD, and FDR. The value of this complex modeling lies in analyzing the nature of the processes involved in mood regulation. It also suggests that the window for episode prediction in BD will be inevitably short.


Author(s):  
Andrzej Stefanski ◽  
Jerzy Wojewoda ◽  
Tomasz Kapitaniak ◽  
John Brindley

Abstract Properties of chaos synchronization have been used for estimation of the largest Lyapunov exponent of a discontinuous mechanical system. A method for such estimation is proposed and an example is shown, based on coupling of two identical systems with dry friction which is modelled according to the Popp-Stelter formula.


2018 ◽  
Vol 41 ◽  
pp. 10-20 ◽  
Author(s):  
Alexandra I. Korda ◽  
Pantelis A. Asvestas ◽  
George K. Matsopoulos ◽  
Errikos M. Ventouras ◽  
Nikolaos Smyrnis

2018 ◽  
Vol 879 ◽  
pp. 217-221
Author(s):  
Sunisa Saiuparad

Thailand is an agricultural country. So that, the water resources are important. The water management is very important for keep the water used in necessary time. The monsoon is causes a heavy rain. So that, the monsoon prediction by the global climate model is important. The accuracy of the forecasts by the predictability measurement method is very important. In this research, the northeast monsoon prediction in Thailand by the global climate model. The data from The Bjerknes Centre for Climate Research (BCCR), University of Bergen, Norway. The global climate model is Bergen Climate Model (BCM) Version 2.0 (BCCR-BCM2.0) of the Intergovernmental Panel on Climate Change (IPCC) and the European Centre for Medium Range Weather Forecast (ECMWF) are used. The largest Lyapunov exponent (LLE) is the predictability measurement method for verify the efficiency of the global climate model and improvement the LLE by limit theorems. The result to show that the improvement the LLE by limit theorems can be measure the accuracy of the northeast monsoon prediction in Thailand by the global climate model are suitable.


2018 ◽  
Vol 18 (02) ◽  
pp. 1850022 ◽  
Author(s):  
Jian Deng

Dynamic stochastic stability of a two-degree-of-freedom gyroscopic system under bounded noise parametric excitation is studied in this paper through moment Lyapunov exponent and the largest Lyapunov exponent. A rotating shaft subject to stochastically fluctuating thrust is taken as a typical example. To obtain these two exponents, the gyroscopic differential equation of motion is first decoupled into Itô stochastic differential equations by using the method of stochastic averaging. Then mathematical transformations are used in these Itô equation to obtain a partial differential eigenvalue problem governing moment Lyapunov exponents, the slope of which at the origin is equal to the largest Lyapunov exponent. Depending upon the numerical relationship between the natural frequency and the excitation frequencies, the gyroscopic system may fall into four types of parametric resonance, i.e. no resonance, subharmonic resonance, combination additive resonance, and combination differential resonance. The effects of noise and frequency detuning parameters on the parametric resonance are investigated. The results pave the way to utilize or control the vibration of gyroscopic systems under stochastic excitation.


2003 ◽  
Vol 17 (22n24) ◽  
pp. 4321-4326
Author(s):  
Xiao-Ping Qin ◽  
Zheng-Mao Sheng

The chaotic movement of physical pendulum, which is driven by an anharmonic periodic force, is studied by experiment and simulation. The correlation dimension and the largest Lyapunov exponent is obtained by numerical simulation.It is found that there is an obvious difference of correlation dimensions between the systems driven by anharmonic periodic force and harmonic periodic force.


2010 ◽  
Vol 20 (01) ◽  
pp. 177-184 ◽  
Author(s):  
ZHI-LONG HUANG ◽  
ZHOU YAN ◽  
XIAO-LING JIN ◽  
GUANRONG CHEN

The local stochastic stability of nonlinear complex networks is studied, subject to stochastic perturbations to the coupling strengths and stochastic parametric excitations to the nodes. The complex network is first linearized at its trivial solution and then the linearized network is reduced to N independent subsystems by using a suitable linear transformation, where N is the size of the network. The largest Lyapunov exponent for each subsystem is then calculated and all the approximate analytical solutions are evaluated for some specific cases. It is found that the largest Lyapunov exponent among all subsystems is the one associated with the subsystem that has the largest or the smallest eigenvalue of the configuration matrix of the network. Finally, an example is given to demonstrate the validity and accuracy of the theoretical analysis.


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