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Year 2019, Volume: 2 Issue: 2, 130 - 138, 20.12.2019
https://doi.org/10.33401/fujma.587245

Abstract

References

  • [1] A. Boyarsky,A matrix method for estimationg the Liapunov exponent of one-dimensional systems, Journal of Statistical Physics, Vol. 50, No. 1 – 2, 1988.
  • [2] J. M. Borwein and A. S. Lewis, Convergence of the best entropy estimates, SIAM J. Optim. 1(2), 191 – 205.
  • [3] P. Biswas, H. Shimoyama and R. L. Mead, Lyapunov exponents and the natural invariant density determination of chaotic maps: an iterative maximumentropy ansatz, Journal of Physics A, Vol. 43, 2010
  • [4] C. J. Bose and R. Murray, Dynamical conditions for convergence of a maximum entropy method for Frobenius-Perron operator equations., Appl. Math.Comput. 182, N0. 1, 2006.
  • [5] P. Bryant, R. Brown and H. D. I. Abarbenel, Lyapunov Exponents from observed Time series, Physics Review letters, Vol. 65, No. 13, 1523 – 1526, 1990.
  • [6] J. Ding and N. H. Rhee, A unified maximum entropy method via spline functions for Frobenius -Perron operators, Numer. Algebra Control Optim. 3, no.2, 235 – 245, 2013.
  • [7] J. Ding, A maximum entropy method for solving Frobenius-Perron equations , Appl. Math. Comp., 93, 155 –168, 1998.
  • [8] J. Ding, C. Jin, N. H. Rhee and A. Zhou, A maximum entropy method based on piecewise linear functions for the recovery of a stationary density ofinterval maps, J. Stat Phys 145, 2011, 1620–1639, 2011.
  • [9] J. Ding and R. L. Mead, The maximum entropy method applied to stationary density computation, Appl. Math. Comp. 185, 658 – 666, 2007.
  • [10] J. Ding and N. H. Rhee, A maximum entropy method based on orthogonal polynomials for Frobenius-Perron operators , Adv. Applied Math. Mec., 3 ,2011.
  • [11] J. Ding and N. H. Rhee, Birkhoff’s ergodic theorem and the piecewise constant maximum entropy method for Frobenius-Perron operators , Inter. J.Computer Math., 89, 2012.
  • [12] S. Ellner, A. R. Gallant, D. McCaffrey and D. Nychka, Convergence rates and data requirements for Jacobian-based estimates of Lyapunov exponentsfrom data, Physics Letters A, Volume 153, Issues 6–7, 1991, Pages 357 – 363.
  • [13] G. Froyland, K. Judd and A. I. Mess, Estimation of dynamical systems using a spatial average, Phys. Rev. E (3) 51, no. 4, part A, 2844 – 2855, 1995.
  • [14] G. Gencaya and W. D. Dechert, An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system, Physica D: NonlinearPhenomena, Volume 59, Issues 1 – 3, Pages 142 – 157, 1992.
  • [15] M. S. Islam, Maximum entropy method for position dependent random maps, Internat. J. Bifur. Chaos Appl. Sci. Engrg, Vol. 21, No. 6, 1805 – 1811,2011.
  • [16] M. S. Islam, A piecewise quadratic maximum entropy method for invariant measures of position dependent random maps, Dyn. Contin. Discrete Impuls.Syst. Ser. A Math. Anal. 24, no. 6, 431 – 445, 2017;
  • [17] E. T. Jaynes, Information theory and statistical mechanics , Phys. Rev. 106, 620 – 630, 1957.
  • [18] A. Lasota and M. C. Mackey, Chaos, fractals, and noise. Stochastic aspects of dynamics, Applied Mathematical Sciences 97, Springer-Verlag, NewYork, 1994.
  • [19] A. Lasota and J. A. Yorke, On the existence of invariant measures forpiecewise monotonic transformations, Trans. Amer. Math. Soc. 186 ,481 – 488,1973.
  • [20] A. M. Lyapunov, Probl`eme G´en´eral de la Stabilit´e du Mouvement (French), Annals of Mathematics Studies, no. 17. Princeton University Press,Princeton, N. J.; Oxford University Press, London, 1947. iv+272 pp.
  • [21] L. R. Mead and N. Papanicolaou, Maximum entropy in the problem of moments,J. Math. Phys. 25, 2404 - -2417, 1984.
  • [22] V. I. Oseledec, A multiplicative ergodic theorem. Characteristic Ljapunov, exponents of dynamical systems (Russian), Trudy Moskov. Mat. Obˇsˇc. 19, 79– 210, 1968.
  • [23] C. Robinson, Dynamical systems : stability, symbolic dynamics, and chaos, Boca Raton : CRC Press, 1995.
  • [24] T. Upadhay, J. Ding and N. H. Rhee, A piecewise quadratic maximum entropy method for the statistical study of chaos, J. Math. Anal. Appl. 421,1487–1501, 2015.
  • [25] A. Wolf Quantifying chaos with Lyapunov exponents, Chaos, 273–290, Nonlinear Sci. Theory Appl., Manchester Univ. Press, Manchester, 1986;

Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method

Year 2019, Volume: 2 Issue: 2, 130 - 138, 20.12.2019
https://doi.org/10.33401/fujma.587245

Abstract

In this paper, we study the computation of Lyapunov exponents  for deterministic dynamical systems  via a general piecewise spline maximum entropy method. We present a comparison of computations of Lyapunov exponents between a piecewise linear,  a piecewise quadratic and a piecewise cubic maximum entropy methods. In order to compute  Lyapunov exponents for deterministic maps,  we also compute density functions of their invariant measures via piecewise spline maximum entropy method.

References

  • [1] A. Boyarsky,A matrix method for estimationg the Liapunov exponent of one-dimensional systems, Journal of Statistical Physics, Vol. 50, No. 1 – 2, 1988.
  • [2] J. M. Borwein and A. S. Lewis, Convergence of the best entropy estimates, SIAM J. Optim. 1(2), 191 – 205.
  • [3] P. Biswas, H. Shimoyama and R. L. Mead, Lyapunov exponents and the natural invariant density determination of chaotic maps: an iterative maximumentropy ansatz, Journal of Physics A, Vol. 43, 2010
  • [4] C. J. Bose and R. Murray, Dynamical conditions for convergence of a maximum entropy method for Frobenius-Perron operator equations., Appl. Math.Comput. 182, N0. 1, 2006.
  • [5] P. Bryant, R. Brown and H. D. I. Abarbenel, Lyapunov Exponents from observed Time series, Physics Review letters, Vol. 65, No. 13, 1523 – 1526, 1990.
  • [6] J. Ding and N. H. Rhee, A unified maximum entropy method via spline functions for Frobenius -Perron operators, Numer. Algebra Control Optim. 3, no.2, 235 – 245, 2013.
  • [7] J. Ding, A maximum entropy method for solving Frobenius-Perron equations , Appl. Math. Comp., 93, 155 –168, 1998.
  • [8] J. Ding, C. Jin, N. H. Rhee and A. Zhou, A maximum entropy method based on piecewise linear functions for the recovery of a stationary density ofinterval maps, J. Stat Phys 145, 2011, 1620–1639, 2011.
  • [9] J. Ding and R. L. Mead, The maximum entropy method applied to stationary density computation, Appl. Math. Comp. 185, 658 – 666, 2007.
  • [10] J. Ding and N. H. Rhee, A maximum entropy method based on orthogonal polynomials for Frobenius-Perron operators , Adv. Applied Math. Mec., 3 ,2011.
  • [11] J. Ding and N. H. Rhee, Birkhoff’s ergodic theorem and the piecewise constant maximum entropy method for Frobenius-Perron operators , Inter. J.Computer Math., 89, 2012.
  • [12] S. Ellner, A. R. Gallant, D. McCaffrey and D. Nychka, Convergence rates and data requirements for Jacobian-based estimates of Lyapunov exponentsfrom data, Physics Letters A, Volume 153, Issues 6–7, 1991, Pages 357 – 363.
  • [13] G. Froyland, K. Judd and A. I. Mess, Estimation of dynamical systems using a spatial average, Phys. Rev. E (3) 51, no. 4, part A, 2844 – 2855, 1995.
  • [14] G. Gencaya and W. D. Dechert, An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system, Physica D: NonlinearPhenomena, Volume 59, Issues 1 – 3, Pages 142 – 157, 1992.
  • [15] M. S. Islam, Maximum entropy method for position dependent random maps, Internat. J. Bifur. Chaos Appl. Sci. Engrg, Vol. 21, No. 6, 1805 – 1811,2011.
  • [16] M. S. Islam, A piecewise quadratic maximum entropy method for invariant measures of position dependent random maps, Dyn. Contin. Discrete Impuls.Syst. Ser. A Math. Anal. 24, no. 6, 431 – 445, 2017;
  • [17] E. T. Jaynes, Information theory and statistical mechanics , Phys. Rev. 106, 620 – 630, 1957.
  • [18] A. Lasota and M. C. Mackey, Chaos, fractals, and noise. Stochastic aspects of dynamics, Applied Mathematical Sciences 97, Springer-Verlag, NewYork, 1994.
  • [19] A. Lasota and J. A. Yorke, On the existence of invariant measures forpiecewise monotonic transformations, Trans. Amer. Math. Soc. 186 ,481 – 488,1973.
  • [20] A. M. Lyapunov, Probl`eme G´en´eral de la Stabilit´e du Mouvement (French), Annals of Mathematics Studies, no. 17. Princeton University Press,Princeton, N. J.; Oxford University Press, London, 1947. iv+272 pp.
  • [21] L. R. Mead and N. Papanicolaou, Maximum entropy in the problem of moments,J. Math. Phys. 25, 2404 - -2417, 1984.
  • [22] V. I. Oseledec, A multiplicative ergodic theorem. Characteristic Ljapunov, exponents of dynamical systems (Russian), Trudy Moskov. Mat. Obˇsˇc. 19, 79– 210, 1968.
  • [23] C. Robinson, Dynamical systems : stability, symbolic dynamics, and chaos, Boca Raton : CRC Press, 1995.
  • [24] T. Upadhay, J. Ding and N. H. Rhee, A piecewise quadratic maximum entropy method for the statistical study of chaos, J. Math. Anal. Appl. 421,1487–1501, 2015.
  • [25] A. Wolf Quantifying chaos with Lyapunov exponents, Chaos, 273–290, Nonlinear Sci. Theory Appl., Manchester Univ. Press, Manchester, 1986;
There are 25 citations in total.

Details

Primary Language English
Subjects Mathematical Sciences
Journal Section Articles
Authors

Md Shafiqul Islam 0000-0002-5389-2634

Publication Date December 20, 2019
Submission Date July 4, 2019
Acceptance Date November 16, 2019
Published in Issue Year 2019 Volume: 2 Issue: 2

Cite

APA Islam, M. S. (2019). Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method. Fundamental Journal of Mathematics and Applications, 2(2), 130-138. https://doi.org/10.33401/fujma.587245
AMA Islam MS. Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method. Fundam. J. Math. Appl. December 2019;2(2):130-138. doi:10.33401/fujma.587245
Chicago Islam, Md Shafiqul. “Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method”. Fundamental Journal of Mathematics and Applications 2, no. 2 (December 2019): 130-38. https://doi.org/10.33401/fujma.587245.
EndNote Islam MS (December 1, 2019) Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method. Fundamental Journal of Mathematics and Applications 2 2 130–138.
IEEE M. S. Islam, “Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method”, Fundam. J. Math. Appl., vol. 2, no. 2, pp. 130–138, 2019, doi: 10.33401/fujma.587245.
ISNAD Islam, Md Shafiqul. “Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method”. Fundamental Journal of Mathematics and Applications 2/2 (December 2019), 130-138. https://doi.org/10.33401/fujma.587245.
JAMA Islam MS. Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method. Fundam. J. Math. Appl. 2019;2:130–138.
MLA Islam, Md Shafiqul. “Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method”. Fundamental Journal of Mathematics and Applications, vol. 2, no. 2, 2019, pp. 130-8, doi:10.33401/fujma.587245.
Vancouver Islam MS. Lyapunov Exponents of One Dimensional Chaotic Dynamical Systems via a General Piecewise Spline Maximum Entropy Method. Fundam. J. Math. Appl. 2019;2(2):130-8.

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