Lyapunov Exponent Calculator
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Understanding Lyapunov Exponents
What are Lyapunov Exponents?
Lyapunov exponents quantify the rate at which nearby trajectories in phase space diverge (or converge), providing a measure of a system's sensitivity to initial conditions.
Key Formulas
λ = lim(n→∞) (1/n)∑ln|f'(xᵢ)|
For logistic map: f(x) = rx(1-x)
where:
- λ is the Lyapunov exponent
- n is the number of iterations
- f'(x) is the derivative of the map
- xᵢ are the orbit points
Properties and Interpretations
Positive Exponent (λ > 0)
Chaotic behavior
Exponential divergence
Sensitive dependence
Unpredictable long-term
Zero Exponent (λ = 0)
Marginally stable
Periodic behavior
Conservative systems
Critical transitions
Negative Exponent (λ < 0)
Stable behavior
Attracting fixed points
Predictable dynamics
Dissipative systems
Advanced Topics
Spectrum Analysis
Multiple exponents
Kaplan-Yorke dimension
Entropy connection
Fractal properties
Applications
Weather prediction
Financial markets
Population dynamics
Neural networks
Related Concepts
Bifurcation theory
Strange attractors
Ergodic theory
Information theory