Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems

The aim of the paper was to analyze the given nonlinear problem by different methods of computation of the Lyapunov exponents (Wolf method, Rosenstein method, Kantz method, the method based on the modification of a neural network, and the synchronization method) for the classical problems governed b...

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Main Authors: Jan Awrejcewicz, Anton V. Krysko, Nikolay P. Erofeev, Vitalyj Dobriyan, Marina A. Barulina, Vadim A. Krysko
Format: Article
Language:English
Published: MDPI AG 2018-03-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/20/3/175
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author Jan Awrejcewicz
Anton V. Krysko
Nikolay P. Erofeev
Vitalyj Dobriyan
Marina A. Barulina
Vadim A. Krysko
author_facet Jan Awrejcewicz
Anton V. Krysko
Nikolay P. Erofeev
Vitalyj Dobriyan
Marina A. Barulina
Vadim A. Krysko
author_sort Jan Awrejcewicz
collection DOAJ
description The aim of the paper was to analyze the given nonlinear problem by different methods of computation of the Lyapunov exponents (Wolf method, Rosenstein method, Kantz method, the method based on the modification of a neural network, and the synchronization method) for the classical problems governed by difference and differential equations (Hénon map, hyperchaotic Hénon map, logistic map, Rössler attractor, Lorenz attractor) and with the use of both Fourier spectra and Gauss wavelets. It has been shown that a modification of the neural network method makes it possible to compute a spectrum of Lyapunov exponents, and then to detect a transition of the system regular dynamics into chaos, hyperchaos, and others. The aim of the comparison was to evaluate the considered algorithms, study their convergence, and also identify the most suitable algorithms for specific system types and objectives. Moreover, an algorithm of calculation of the spectrum of Lyapunov exponents based on a trained neural network has been proposed. It has been proven that the developed method yields good results for different types of systems and does not require a priori knowledge of the system equations.
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spelling doaj.art-c54f64bb63fb4568a53e2110ba5346c22022-12-22T01:56:41ZengMDPI AGEntropy1099-43002018-03-0120317510.3390/e20030175e20030175Quantifying Chaos by Various Computational Methods. Part 1: Simple SystemsJan Awrejcewicz0Anton V. Krysko1Nikolay P. Erofeev2Vitalyj Dobriyan3Marina A. Barulina4Vadim A. Krysko5Department of Automation, Biomechanics and Mechatronics, Lodz University of Technology, 1/15 Stefanowski St., 90-924 Lodz, PolandCybernetic Institute, National Research Tomsk Polytechnic University, 30 Lenin Avenue, 634050 Tomsk, RussiaDepartment of Mathematics and Modeling, Saratov State Technical University, 77 Politechnicheskaya, 410054 Saratov, RussiaDepartment of Mathematics and Modeling, Saratov State Technical University, 77 Politechnicheskaya, 410054 Saratov, RussiaPrecision Mechanics and Control Institute, Russian Academy of Science, 24 Rabochaya Str., 410028 Saratov, RussiaDepartment of Mathematics and Modeling, Saratov State Technical University, 77 Politechnicheskaya, 410054 Saratov, RussiaThe aim of the paper was to analyze the given nonlinear problem by different methods of computation of the Lyapunov exponents (Wolf method, Rosenstein method, Kantz method, the method based on the modification of a neural network, and the synchronization method) for the classical problems governed by difference and differential equations (Hénon map, hyperchaotic Hénon map, logistic map, Rössler attractor, Lorenz attractor) and with the use of both Fourier spectra and Gauss wavelets. It has been shown that a modification of the neural network method makes it possible to compute a spectrum of Lyapunov exponents, and then to detect a transition of the system regular dynamics into chaos, hyperchaos, and others. The aim of the comparison was to evaluate the considered algorithms, study their convergence, and also identify the most suitable algorithms for specific system types and objectives. Moreover, an algorithm of calculation of the spectrum of Lyapunov exponents based on a trained neural network has been proposed. It has been proven that the developed method yields good results for different types of systems and does not require a priori knowledge of the system equations.http://www.mdpi.com/1099-4300/20/3/175Lyapunov exponentsWolf methodRosenstein methodKantz methodneural network methodmethod of synchronizationBenettin methodFourier spectrumGauss wavelets
spellingShingle Jan Awrejcewicz
Anton V. Krysko
Nikolay P. Erofeev
Vitalyj Dobriyan
Marina A. Barulina
Vadim A. Krysko
Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems
Entropy
Lyapunov exponents
Wolf method
Rosenstein method
Kantz method
neural network method
method of synchronization
Benettin method
Fourier spectrum
Gauss wavelets
title Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems
title_full Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems
title_fullStr Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems
title_full_unstemmed Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems
title_short Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems
title_sort quantifying chaos by various computational methods part 1 simple systems
topic Lyapunov exponents
Wolf method
Rosenstein method
Kantz method
neural network method
method of synchronization
Benettin method
Fourier spectrum
Gauss wavelets
url http://www.mdpi.com/1099-4300/20/3/175
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