scholarly journals Numerical Techniques for Approximating Lyapunov Exponents and Their Implementation

Author(s):  
Luca Dieci ◽  
Michael S. Jolly ◽  
Erik S. Van Vleck

The algorithms behind a toolbox for approximating Lyapunov exponents of nonlinear differential systems by QR methods are described. The basic solvers perform integration of the trajectory and approximation of the Lyapunov exponents simultaneously. That is, they integrate for the trajectory at the same time, and with the same underlying schemes, as is carried out for integration of the Lyapunov exponents. Separate computational procedures solve small systems for which the Jacobian matrix can be computed and stored, and for large systems for which the Jacobian cannot be stored, and may not even be explicitly known. If it is known, the user has the option to provide the action of the Jacobian on a vector. An alternative strategy is also presented in which one may want to approximate the trajectory with a specialized solver, linearize around the computed trajectory, and then carry out the approximation of the Lyapunov exponents using techniques for linear problems.

Author(s):  
Luca Dieci ◽  
Michael S. Jolly ◽  
Erik S. Van Vleck

We present a suite of codes for approximating Lyapunov exponents of nonlinear differential systems by so-called QR methods. The basic solvers perform integration of the trajectory and approximation of the Lyapunov exponents simultaneously. That is, they integrate for the trajectory at the same time, and with the same underlying schemes, as integration for the Lyapunov exponents is carried out. Separate codes solve small systems for which we can compute and store the Jacobian matrix, and for large systems for which the Jacobian matrix cannot be stored, and it may not even be explicitly known. If it is known, the user has the option to provide its action on a vector. An alternative strategy is also presented in which one may want to approximate the trajectory with a specialized solver, linearize around the computed trajectory, and then carry out the approximation of the Lyapunov exponents using codes for linear problems.


Author(s):  
David Blow

At this stage, we have derived a model from an electron-density map and have interpreted it as closely as we can in terms of molecular structure. Provided the job has been done well enough, the next task of improving that interpretation can be left to computational procedures known as structural refinement. If further uninterpreted features of the structure are revealed, it will be necessary to go back to the methods of Chapter 11 to improve the interpretation. The purpose of structural refinement is to adjust a structure to give the best possible fit to the crystallographic observations. The intensities of the Bragg reflections constitute the observations, and the various quantities that define the structure are adjusted to give the best fit. Box 12.1 gives an outline of what is meant by refinement of quantities to fit observations. In structural refinement, a measure of the discrepancies between the calculated X-ray scattering by the model structure and the observed intensities is defined: this is called the refinement parameter. The purpose of the refinement procedure is to alter the model to give the lowest possible refinement parameter. Box 12.1 uses a simple example to bring out some important general points: 1. My model will be specified by a number of variables. In a diffraction experiment, they are usually the coordinates and B factor of every atom. If the number of observed quantities is less than the number of variables, the results can have no validity. 2. If the number of observations equals the number of variables, a perfect fit can be obtained, irrespective of the accuracy of the observations or of the model. (This is true of so-called linear problems, and approximately so in non-linear cases.) 3. If the number of observations exceeds the number of variables by only a small quantity, the estimate of the reliability of the model is questionable. In practice, refinement procedures can only work when there is a sufficient number of observations which are sufficiently accurate. Also, the model must already be good enough to make the refinement procedure meaningful.


Author(s):  
Rafael H. Avanço ◽  
Hélio A. Navarro ◽  
Reyolando M. L. R. F. Brasil ◽  
José M. Balthazar

In this analysis, we consider the dynamics of a pendulum under vertical excitation of a crank-shaft-slider mechanism. The nonlinear model approaches that of a classical parametrically excited pendulum when the ratio of the length of the shaft to the radius of the crank is very large. Numerical techniques are employed to investigate the results for different parameters and initial conditions. Lyapunov exponents, bifurcation diagrams, time histories and phase portraits are presented to explore conditions when the pendulum performs or not full rotations. Of special interest are the resonance regions. Rotations together with oscillations and chaos were observed in some resonance zones.


2009 ◽  
Vol 29 (2) ◽  
pp. 637-656 ◽  
Author(s):  
WEIGU LI ◽  
JAUME LLIBRE ◽  
HAO WU

AbstractIn this paper we prove smooth conjugate theorems of Sternberg type for almost periodic differential systems, based on the Lyapunov exponents of the corresponding reduced systems.


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