Lyapunov coefficient of Lorenz System

In summary, the conversation discusses the attempt to calculate the Lyapunov coefficient for a Lorenz system using the Lorenz-Haken model. The code for the calculation is shown, and the issue is that the logarithm of the difference between two trajectories with near identical initial conditions does not exhibit exponential growth as expected. The speaker is wondering why this is the case.
  • #1
carllacan
274
3
Hi.

I'm trying to get the Lyapunov coeficient for a Lorenz System (namely, a laser, using the Lorenz-Haken model) but I'm not getting the plots that would be expected. This is how two trajectories with near identical initial conditions behave (only one of the variables):

lyapunov.png

lyapunov.png


And here's the logarithm of the difference between the two (meaning the difference of the lengths of the vector in coordinate space):
lyapunov3.png


It looks like it grows exponentially at first, but then it stops. Why is this?

Here is my code (Mathematica):
Code:
t0 = 0;
tf = 250;

eps = 10^-5;

ecf = s (p[t] - f[t]);
ecp = -p[t] + d[t] f[t];
ecd = b (r - d[t] - f[t] p[t]);

par = {s -> 3., b -> 1, r -> 30};

solnum1 =
  NDSolve[{Derivative[1][f][t] == ecf, Derivative[1][p][t] == ecp,
     Derivative[1][d][t] == ecd, f[0] == 0.001, p[0] == 0.,
     d[0] == 1} /. par, {f, p, d}, {t, t0, tf},
   MaxSteps -> 10000000];
Plot[Evaluate[(f[t] /. solnum1), {t, t0, tf}], PlotRange -> All]

solnum2 =
  NDSolve[{Derivative[1][f][t] == ecf, Derivative[1][p][t] == ecp,
     Derivative[1][d][t] == ecd, f[0] == 0.001 + eps,
     p[0] == 0. + eps, d[0] == 1 + eps} /. par, {f, p, d}, {t, t0,
    tf}, MaxSteps -> 10000000];
Plot[Evaluate[(f[t] /. solnum2), {t, t0, tf}], PlotRange -> All]

Plot[Log[Sqrt[((f[t] /. solnum1) - (f[t] /. solnum2))^2 + ((p[t] /. solnum1) - (p[t] /. solnum2))^2 + ((d[t] /. solnum1) - (d[t] /. solnum2))^2]], {t, t0, tf},
PlotRange -> All]
 
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  • #2
The Lyapunov coefficient should be calculated from the logarithm of the difference between the two trajectories, and it should be growing exponentially (at least for some time). Why is this not happening in my plot?
 

FAQ: Lyapunov coefficient of Lorenz System

What is the Lyapunov coefficient of Lorenz System?

The Lyapunov coefficient of Lorenz System is a measure of the rate of divergence of nearby trajectories in a chaotic system. It is used to quantify the predictability of the system and is a key parameter in the study of chaos theory.

How is the Lyapunov coefficient of Lorenz System calculated?

The Lyapunov coefficient of Lorenz System is calculated by taking the logarithm of the ratio of the distances between two initially close trajectories in phase space as time progresses. This calculation is repeated for multiple pairs of trajectories and the average value is taken as the Lyapunov coefficient.

What does a positive Lyapunov coefficient indicate?

A positive Lyapunov coefficient indicates that the system is chaotic and highly sensitive to initial conditions. This means that small changes in the initial conditions can lead to drastically different outcomes, making the system unpredictable and difficult to forecast.

Can the Lyapunov coefficient of Lorenz System be negative?

No, the Lyapunov coefficient of Lorenz System is always positive. A negative value would indicate that the system is stable and predictable, which is not the case for chaotic systems like the Lorenz System.

How is the Lyapunov coefficient of Lorenz System used in real-world applications?

The Lyapunov coefficient of Lorenz System is used in various fields such as meteorology, economics, and biology to study and predict complex systems. It is also used in engineering and control systems to analyze and control chaotic behavior. However, its application in real-world scenarios is still limited due to the inherent unpredictability of chaotic systems.

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