Positive Lyapunov exponents calculated from time series of strange nonchaotic attractors.

Abstract

Time-series methods for estimating Lyapunov exponents may give a positive exponent when they are applied to the time series of strange nonchaotic systems. Strange nonchaotic systems are characterized by expanding and contracting regions in phase space that result in repeatedly expanding or contracting trajectories. Using time-series methods, the maximum time-series Lyapunov exponent is calculated as an average of the locally most expanding exponents that characterize the divergence of nearby trajectories following a reconstructed attractor over time. A positive exponent is reported by time-series methods for trajectories in an expanding region. While in a converging region, the most expanding dynamics are related to the quasiperiodic driving force. Statistically, a zero exponent related to the quasiperiodic force is obtained through time-series methods within converging regions. As a result, the calculated maximum Lyapunov exponent is positive.