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Lyapunov proved that if the system of the first approximation is regular (e.g., all systems with constant and periodic coefficients are regular) and its largest Lyapunov exponent is negative, then the solution of the original system is asymptotically Lyapunov stable. Later, it was stated by O. Perron that the requirement of regularity of the ...
The real parts of the Floquet exponents are called Lyapunov exponents. The zero solution is asymptotically stable if all Lyapunov exponents are negative, Lyapunov stable if the Lyapunov exponents are nonpositive and unstable otherwise. Floquet theory is very important for the study of dynamical systems, such as the Mathieu equation.
The values of the Lyapunov exponents are invariant with respect to a wide range of coordinate transformations. Suppose that g : X → X is a one-to-one map such that ∂ g / ∂ x {\displaystyle \partial g/\partial x} and its inverse exist; then the values of the Lyapunov exponents do not change.
In applied mathematics, the Kaplan–Yorke conjecture concerns the dimension of an attractor, using Lyapunov exponents. [ 1 ] [ 2 ] By arranging the Lyapunov exponents in order from largest to smallest λ 1 ≥ λ 2 ≥ ⋯ ≥ λ n {\displaystyle \lambda _{1}\geq \lambda _{2}\geq \dots \geq \lambda _{n}} , let j be the largest index for which
Aleksandr Mikhailovich Lyapunov [a] [b] (Алекса́ндр Миха́йлович Ляпуно́в, 6 June [O.S. 25 May] 1857 – 3 November 1918) was a Russian mathematician, mechanician and physicist.
The exact limit values of finite-time Lyapunov exponents, if they exist and are the same for all , are called the absolute ones [3] {+ (,)} = {()} {} and used in the Kaplan–Yorke formula. Examples of the rigorous use of the ergodic theory for the computation of the Lyapunov exponents and dimension can be found in. [ 11 ] [ 12 ] [ 13 ]
The master stability function is now defined as the function which maps the complex number to the greatest Lyapunov exponent of the equation y ˙ = ( D f + γ D g ) y . {\displaystyle {\dot {y}}=(Df+\gamma Dg)y.}
At this time, the Lyapunov exponent λ is maximized, and the state is the most chaotic. The value of λ for the logistic map at r = 4 can be calculated precisely, and its value is λ = log 2. Although a strict mathematical definition of chaos has not yet been unified, it can be shown that the logistic map with r = 4 is chaotic on [0, 1 ...