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Calculation Lyapunov Exponents for ODE

Calculation Lyapunov Exponents for ODE

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15 Mar 2004 (Updated )

Realization of alogrithm of chaos detection by determining Lyapunov exponents.

f=lorenz_ext(t,X)
function f=lorenz_ext(t,X)
%
%  Lorenz equation 
%
%               dx/dt = SIGMA*(y - x)
%               dy/dt = R*x - y -x*z
%               dz/dt= x*y - BETA*z
%
%        In demo run SIGMA = 10, R = 28, BETA = 8/3
%        Initial conditions: x(0) = 0, y(0) = 1, z(0) = 0;
%        Reference values for t=10 000 : 
%              L_1 = 0.9022, L_2 = 0.0003, LE3 = -14.5691
%
%        See:
%    K. Ramasubramanian, M.S. Sriram, "A comparative study of computation 
%    of Lyapunov spectra with different algorithms", Physica D 139 (2000) 72-86.
%
% --------------------------------------------------------------------
% Copyright (C) 2004, Govorukhin V.N.


% Values of parameters
SIGMA = 10;
R = 28;
BETA = 8/3;

x=X(1); y=X(2); z=X(3);

Y= [X(4), X(7), X(10);
    X(5), X(8), X(11);
    X(6), X(9), X(12)];

f=zeros(9,1);

%Lorenz equation
f(1)=SIGMA*(y-x);
f(2)=-x*z+R*x-y;
f(3)=x*y-BETA*z;

%Linearized system

 Jac=[-SIGMA, SIGMA,     0;
         R-z,    -1,    -x;
           y,     x, -BETA];
  
%Variational equation   
f(4:12)=Jac*Y;

%Output data must be a column vector


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