Programs in Physics & Physical Chemistry
|[Licence| Download | New Version Template] adhc_v1_0.gz(5 Kbytes)|
|Manuscript Title: LYAP: a program to compute the Lyapunov exponents of a dynamical system from a time series.|
|Authors: F. Sattin|
|Program title: LYAP|
|Catalogue identifier: ADHC_v1_0|
Distribution format: gz
|Journal reference: Comput. Phys. Commun. 107(1997)253|
|Programming language: Fortran.|
|Computer: DEC Alpha 2100 5/250.|
|Operating system: Open VMS.|
|RAM: 2.5M words|
|Word size: 32|
|Keywords: General purpose, Quadrature, Chaos, Lyapunov exponents, Time series.|
Nature of problem:
The program calculates all the Lyapunov exponents of a dynamical system when the law of evolution is unknown, as is the case for most of the systems studied in applied science (astronomy, biology, ...), and only a set of data in the form of a time series is available.
The time series is approximated by an analytical function. The Lyapunov exponents are computed from this analytical function. The fitting algorithm is an implementation of the method outlined in . NAG routine E04GCF is used.
Almost all the cpu time is consumed by the least squares minimization. It is about 15 sec for the test run.
|||R. Gencay and W. Davis Dechert, Physica D 59 (1992) 142.|
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