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The Lyapunov characteristic exponents and their computation, (2009)

by C Skokos
Venue:Lect. Notes. Phys.,
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Generalized extreme value distribution parameters as dynamical indicators of stability

by Davide Faranda , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti , 1107
"... We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems with a detail comparable with other dynamical indicators. The indicator perform faster than other based on the iterati ..."
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We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems with a detail comparable with other dynamical indicators. The indicator perform faster than other based on the iteration of the tangent map since it requires only the evolution of the original systems and, in the chaotic regions, gives further information about the dimension of the attractor. A numerical validation of the method is presented through the analysis of the motions in a Standard map.
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... continuous time dynamical systems is of fundamental importance to get insights in the dynamical structure of a system. The distinction among regular and chaotic orbits can be easily made in a dissipative case whereas for conservative systems it is usually an hard task especially when we are dealing with many degrees of freedom or when the phase space is splitted into chaotic regions and regular islands. A large number of tools known as indicators of stability have been developed to accomplish this task: Lyapunov Characteristic Exponents (LCEs) [Wolf et al., 1985], [Rosenstein et al., 1993], [Skokos, 2010] and the indicators related to the Return Time Statistics [Kac, 1934], [Gao, 1999], [Hu et al., 2004] , [Buric et al., 2005] have been used from a long time as efficient indicators. Nevertheless, in 1 July 25, 2011 17:45 GEV˙indicator 2 the recent past, the need for computing stability properties with faster algorithms and for systems with many degrees of freedom resulted in a renewed interest in the technique and different dynamical indicators have been introduced. The Smaller Alignment Index (SALI) described in Skokos et al. [2002] and Skokos et al. [2004] ,the Generalized Alignment Index (...

Efficient integration of the variational equations of multidimensional Hamiltonian systems: Application to the Fermi–Pasta–Ulam lattice

by Enrico Gerlach, Siegfried Eggl, CHARALAMPOS SKOKOS - J. BIFURCATION AND CHAOS , 2012
"... We study the problem of efficient integration of variational equations in multidimensional Hamiltonian systems. For this purpose, we consider a Runge–Kutta-type integrator, a Taylor series expansion method and the so-called “Tangent Map ” (TM) technique based on symplectic integration schemes, and a ..."
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We study the problem of efficient integration of variational equations in multidimensional Hamiltonian systems. For this purpose, we consider a Runge–Kutta-type integrator, a Taylor series expansion method and the so-called “Tangent Map ” (TM) technique based on symplectic integration schemes, and apply them to the Fermi–Pasta–Ulam β (FPU-β) lattice of N nonlin-early coupled oscillators, with N ranging from 4 to 20. The fast and accurate reproduction of well-known behaviors of the Generalized Alignment Index (GALI) chaos detection technique is used as an indicator for the efficiency of the tested integration schemes. Implementing the TM technique — which shows the best performance among the tested algorithms — and exploiting the advantages of the GALI method, we successfully trace the location of low-dimensional tori.

Comparing the efficiency of numerical techniques for the integration of variational equations

by Enrico Gerlach, Charalampos Skokos , 2011
"... We present a comparison of different numerical techniques for the integration of variational equations. The methods presented can be applied to any autonomous Hamiltonian system whose kinetic energy is quadratic in the generalized momenta, and whose potential is a function of the generalized positi ..."
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We present a comparison of different numerical techniques for the integration of variational equations. The methods presented can be applied to any autonomous Hamiltonian system whose kinetic energy is quadratic in the generalized momenta, and whose potential is a function of the generalized positions. We apply the various techniques to the well-known Hénon-Heiles system, and use the Smaller Alignment Index (SALI) method of chaos detection to evaluate the percentage of its chaotic orbits. The accuracy and the speed of the integration schemes in evaluating this percentage are used to investigate the numerical efficiency of the various techniques.

HIGH ORDER THREE PART SPLIT SYMPLECTIC INTEGRATION SCHEMES

by Enrico Gerlach, Siegfried Eggl, Charalampos Skokos, Joshua D. Bodyfelt, Georgios Papamikos , 2013
"... Abstract: Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for a few special cases. In this work, we present and ..."
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Abstract: Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for a few special cases. In this work, we present and compare different ways to construct high order symplectic schemes for general Hamiltonian systems that can be split in three integrable parts. We use these techniques to numerically solve the equations of motion for a simple toy model, as well as the disordered discrete nonlinear Schrödinger equation. We thereby compare the efficiency of symplectic and non-symplectic integration methods. Our results show that the new symplectic schemes are superior to the other tested methods, with respect to both long term energy conservation and computational time requirements. 1

Article Generalised Entropy of Curves for the Analysis and Classification of Dynamical Systems

by Aldo Balestrino, Andrea Caiti, Emanuele Crisostomi
"... entropy ..."
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...o recent references for computation in continuous time systems and discrete time can be found in [23] and [24] respectively. A recent survey of the theory of Lyapunov exponents is also available from =-=[25]-=-. A drawback of LEs is that two dynamical systems having the same LEs can behave in a very different way [26]. In particular, if a chaotic system in Rn is characterised by LEs λ1, λ2, ..., λn, then a ...

BIFURCATIONS AND CHAOS IN HAMILTONIAN SYSTEMS

by Roberto Barrio, See Profile, R. Barrio, F. Blesa, S. Serrano , 2009
"... All in-text references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately. ..."
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All in-text references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately.

Complexity Studies in Some Piecewise Continuous Dynamical Systems

by Ashok K Chitkara , Neha Kumra , L M Saha
"... Abstract The, "Complex systems", stands as a broad term for many diverse disciplines of science and engineering including natural & medical sciences. Complexities appearing in various dynamical systems during evolution are now interesting subjects of studies. Chaos appearing in variou ..."
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Abstract The, "Complex systems", stands as a broad term for many diverse disciplines of science and engineering including natural & medical sciences. Complexities appearing in various dynamical systems during evolution are now interesting subjects of studies. Chaos appearing in various dynamical systems can also be viewed as a form of complexity. For some cases nonlinearities within the systems and for other cases piecewise continuity property of the system are responsible for such complexity. Dynamical systems represented by mathematical models having piecewise continuous properties show strange complexity character during evolution. Interesting recent articles explain widely on complexities in various systems. Observable quantities for complexity are measurement of Lyapunov exponents (LCEs), topological entropies, correlation dimension etc. The present article is related to study of complexity in systems having piecewise continuous properties. Some mathematical models are considered here in this regard including famous Lozi map, a discrete mathematical model and Chua circuit, a continuous model. Investigations have been carried forward to obtain various attractors of these maps appearing during evolution in diverse and interesting pattern for different set of values of parameters and for different initial conditions. Numerical investigations extended to obtain bifurcation diagrams, calculations of LCEs, topological entropies and correlation dimension together with their graphical representation.

Complexities in Age Structured Predator-Prey System

by L M Saha , Neha Kumra , 2015
"... Abstract Complex evolutionary behavior of an age-structured predator-prey threedimensional system has been investigated analytically as well as numerically. Natural populations, whose generations are non-overlapping, can be described by model of difference equations that explains how the population ..."
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Abstract Complex evolutionary behavior of an age-structured predator-prey threedimensional system has been investigated analytically as well as numerically. Natural populations, whose generations are non-overlapping, can be described by model of difference equations that explains how the populations evolve in discrete time steps. In this paper stability criteria of fixed points of 3-dimentional discrete model are discussed. Bifurcation diagrams of this map are drawn by varying one parameter while fixing value of other parameters. To examine complexity of the map during evolution, certain chaotic measures such as calculations of Lyapunov characteristic exponents (LCEs), topological entropies and correlation dimension have been done and represented graphically. Mathematics Subject Classification: 34H10, 34C23, 37L30, 37B40
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...e mean measuring LCEs, topological entropy and correlation dimension of chaotic orbit. 3.1 Lyapunov Characteristic Exponents The motion of the attractor exhibits sensitive dependence on initial conditions. This means that the two trajectories starting together with nearby locations will rapidly diverge from each other and therefore have totally different futures. The practical implication is that long-term prediction becomes impossible in a system Complexities in age structured predator-prey system 5943 where small uncertainties are amplified enormously fast. Lyapunov characteristic exponents [6, 7, 8, 9, 10, 11, 12, 13], is very effective tool for identification of regular and chaotic motions since this measures the degree of sensitivity to initial condition in a system. Plot of Lyapunov number and LCEs have been drawn for regular and chaotic motions of the considered map (1). Both are drawn at r = 1.5, b = 0.95, s = 0.2 and = 1.45 with initial point (1.1, 0.1, 0.1) given in Figure 3. Clearly this is the case of regularity of the system as at these points LCE is coming to be negative and Lyapunov number is less than 1. Figure 3(a): First row: plots of Lyapunov numbers with initial point (1.1, 0.1, 0.1) and...

Numeration and discrete dynamical systems

by V. Berthe - SCAN 2010 , 2010
"... ..."
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and Complex Systems (CENOLI), Service de Physique des Systèmes Complexes et Mécanique Statistique,

by T. Manos , 2012
"... As originally formulated, the Generalized Alignment Index (GALI) method of chaos detection has so far been applied to distinguish quasiperiodic from chaotic motion in conservative nonlinear dynamical systems. In this paper, we extend its realm of applicability by using it to investigate the local dy ..."
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As originally formulated, the Generalized Alignment Index (GALI) method of chaos detection has so far been applied to distinguish quasiperiodic from chaotic motion in conservative nonlinear dynamical systems. In this paper, we extend its realm of applicability by using it to investigate the local dynamics of periodic orbits. We show theoretically and verify numerically that for stable periodic orbits, the GALIs tend to zero following particular power laws for Hamiltonian flows, while they fluctuate around nonzero values for symplectic maps. By comparison, the GALIs of unstable periodic orbits tend exponentially to zero, both for flows and maps. We also apply the GALIs for investigating the dynamics in the neighborhood of periodic orbits, and show that for chaotic solutions influenced by the homoclinic tangle of unstable periodic orbits, the GALIs can exhibit a remarkable oscillatory behavior during which their amplitudes change by many orders of magnitude. Finally, we use the GALI method to elucidate further the connection between the dynamics of Hamiltonian flows and symplectic maps. In particular, we show that, using the components of deviation vectors orthogonal to the direction of motion for the computation of
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