Article ID Journal Published Year Pages File Type
9877499 Physica D: Nonlinear Phenomena 2005 11 Pages PDF
Abstract
In this paper, we investigate the capability of the test to cope with moderate amounts of noisy data. Comparisons are made between an improved version of our test and both the “tangent space method” and “direct method” for computing the maximal Lyapunov exponent. The evidence of numerical experiments, ranging from the logistic map to an eight-dimensional Lorenz system of differential equations (the Lorenz 96 system), suggests that our method is superior to tangent space methods and that it compares very favourably with direct methods.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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