The Dynamics & Controls Group
Department of Aerospace and Mechanical Engineering
This web site provides access to information on the computation of Lyapunov Characteristic Exponents (LCEs) based on the work done by the Dynamics and Controls Group at the University of Southern California. Actual MATLAB code to compute LCEs is available for downloading/viewing in PDF, MS-Word and HTML format. A list of publications related to the computation of LCEs published by the group is also available.
LCEs play a key role in the study of nonlinear dynamical systems. LCEs provide a way to characterize the asymptotic behavior of nonlinear dynamical systems by measuring the mean exponential growth (or shrinking) of perturbations with respect to a nominal trajectory. LCEs are a measure of the sensitivity of the solutions of a given dynamical system to small changes in the initial conditions. One feature of chaos is the sensitive dependence on initial conditions; for a chaotic dynamical system at least one LCE must be positive. Since for non-chaotic systems all LCEs are non-positive, the presence of a positive LCE has often been used to help determine if a system is chaotic or not.
Currently you can download (view) MATLAB code to compute the LCEs for discrete dynamical systems that use the accurate, efficient and numerically stable schemes developed by the group. Programs to compute the LCEs for continuous dynamical systems are currently being developed and will be made available here when completed.
The readme file contains detailed
information on the programs and how to use them. Basically three
different programs are provided for the computation of the LCEs of discrete
dynamical systems. The program "lyapunov.m", computes the trajectory
and all the LCEs. The other two programs “thqrbp1.m” and “thqrbp2.m”
are optimized to compute only the largest p LCEs. The program
“thqrbp1.m” is more efficient when p is close to n (the dimension of the
system), and “thqrbp2.m” is more efficient when p is close to one.
Each of the programs uses two user-defined function files as input, samples
of these system dependent input files are provided.
The programs provided here are “free”. All the authors request
from the users is to acknowledge the use of our programs in their work
by either referencing the papers in the publications
list or stating the use of the programs and providing the URL : www.usc.edu\go\DynCon.
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Last Update: 7/17/2000