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An Optimization Approach for Finding a Spectrum of Lyapunov Exponents

In: Computational Neuroscience

Author

Listed:
  • Panos M. Pardalos

    (University of Florida)

  • Vitaliy A. Yatsenko

    (University of Florida)

  • Alexandre Messo

    (Kungliga Tekniska Högskolan)

  • Altannar Chinchuluun

    (University of Florida)

  • Petros Xanthopoulos

    (University of Florida)

Abstract

In this chapter, we consider an optimization technique for estimating the Lyapunov exponents from nonlinear chaotic systems. We then describe an algorithm for solving the optimization model and discuss the computational aspects of the proposed algorithm. To show the efficiency of the algorithm, we apply it to some well-known data sets. Numerical tests show that the algorithm is robust and quite effective, and its performance is comparable with that of other well-known algorithms.

Suggested Citation

  • Panos M. Pardalos & Vitaliy A. Yatsenko & Alexandre Messo & Altannar Chinchuluun & Petros Xanthopoulos, 2010. "An Optimization Approach for Finding a Spectrum of Lyapunov Exponents," Springer Optimization and Its Applications, in: Wanpracha Chaovalitwongse & Panos M. Pardalos & Petros Xanthopoulos (ed.), Computational Neuroscience, chapter 0, pages 285-303, Springer.
    • Handle: RePEc:spr:spochp:978-0-387-88630-5_16
    DOI: 10.1007/978-0-387-88630-5_16
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