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Concept
Lyapunov exponent
Summary
In mathematics, the Lyapunov exponent or Lyapunov characteristic exponent of a dynamical system is a quantity that characterizes the rate of separation of infinitesimally close trajectories. Quantitatively, two trajectories in phase space with initial separation vector diverge (provided that the divergence can be treated within the linearized approximation) at a rate given by
where is the Lyapunov exponent.
The rate of separation can be different for different orientations of initial separation vector. Thus, there is a spectrum of Lyapunov exponents—equal in number to the dimensionality of the phase space. It is common to refer to the largest one as the maximal Lyapunov exponent (MLE), because it determines a notion of predictability for a dynamical system. A positive MLE is usually taken as an indication that the system is chaotic (provided some other conditions are met, e.g., phase space compactness). Note that an arbitrary initial separation vector will typically contain some component in the direction associated with the MLE, and because of the exponential growth rate, the effect of the other exponents will be obliterated over time.
The exponent is named after Aleksandr Lyapunov.
The maximal Lyapunov exponent can be defined as follows:
The limit ensures the validity of the linear approximation
at any time.
For discrete time system (maps or fixed point iterations) ,
for an orbit starting with this translates into:
For a dynamical system with evolution equation in an n–dimensional phase space, the spectrum of Lyapunov exponents
in general, depends on the starting point . However, we will usually be interested in the attractor (or attractors) of a dynamical system, and there will normally be one set of exponents associated with each attractor. The choice of starting point may determine which attractor the system ends up on, if there is more than one. (For Hamiltonian systems, which do not have attractors, this is not a concern.
Official source
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