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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_0Distribution 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. | ||

Classification: 4.11. | ||

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. | ||

Solution method: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 [1]. NAG routine E04GCF is used. | ||

Running time:Almost all the cpu time is consumed by the least squares minimization. It is about 15 sec for the test run. | ||

References: | ||

[1] | R. Gencay and W. Davis Dechert, Physica D 59 (1992) 142. |

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