Improving efficiency of the largest Lyapunov exponent\u2019s estimation by its determination from the vector field properties

Abstract

Controlling dynamics of nonlinear systems is one of the most important issues in science and engineering. Thus, there is continuous need to study and develop numerical algorithms of control methods. Among the most frequently applied invariants characterizing different aspects of a systems’ dynamics are Lyapunov exponents, fast Lyapunov index, angles of small deviations, fractal dimension or entropy. There exist many different methods of estimation of these indicators. In this paper, modification of our novel method is presented. We have shown that LLE can be estimated from the vector field properties by means of the most basic mathematical operations. Results of efficiency measurements for typical mechanical, electrical and random systems were discussed. We have proved that discussed modification introduced to our method makes the LLE estimation 17–53% faster than using classical algorithms. In addition, unlike the results presented in our previous publication, an improvement in performance was achieved for each of the analyzed cases. As such, the new approach lends to prospective application of LLE not only in dynamical systems' stability investigations, but also in real-time control of systems since the basic calculations and fast, effective method of LLE estimation can be applied even in simple microcontrollers. Our approach could be also applied in investigations of vector field properties, global stability or basins of attraction analyses, allowing for huge time savings.