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Lyapunov spectrum

The Lyapunov view measures every Lyapunov exponent of a flow or a map along one orbit, and plots the running estimate of each exponent against t or n (Strogatz §9.3 and §10.5). Choose λ in the View panel. It is offered for every system.

The Lorenz equations in the Lyapunov view: the running estimates of λ₁, λ₂ and λ₃ over T = 10⁴

Example project: lyapunov.sepx, the Lorenz equations at σ = 10, r = 28, b = 8/3, integrated with Runge–Kutta 4 at h = 0.01 over T = 10⁴ after a transient of 100, with a renormalization every τ = 0.1. The Lyapunov panel reads:

Exponent Separatrix Sprott's published value
λ₁ 0.9051 ± 0.0013 0.9056
λ₂ −0.0002 ± 0.0003 0
λ₃ −14.5715 ± 0.0015 −14.5723

Read the panel

  • Exponents, per unit time lists each exponent with ±, the standard error over the blocks. A map's exponents are per iterate.
  • Σλ is the sum of the exponents. For a flow it must equal ⟨tr J⟩, the mean trace of the Jacobian along the orbit. Difference shows the gap, which is the integrator's error. For Lorenz, Σλ = −(σ + 1 + b) = −41/3, and at h = 0.01 the difference is 1.0 × 10⁻⁴.
  • The plot shows the running estimates. Each settles as t grows. A dashed line marks each final value.

A positive λ₁ means that nearby orbits separate exponentially, so the Lorenz orbit is chaotic. A flow whose orbit doesn't settle on a fixed point has one exponent equal to 0, for the direction along the orbit.

Set the run

Field Meaning
Transient T₀ Time, or iterates for a map, run before measuring.
Measured T Time or iterates measured after the transient.
Renormalize τ Time between Gram–Schmidt renormalizations. For a map, the iterates between them.
Blocks B The run is split into this many blocks, and ± is the standard error of their estimates.

The run follows the selected start point, or the first one. It uses the method in the Solver panel, which must be an explicit method: Dormand–Prince 5(4), Runge–Kutta 4, Heun or Euler. The symplectic and implicit methods are grayed out in this view. A run is limited to 10⁷ renormalizations.

Check other systems

The chaos gate checks the same command on two maps. The Hénon map at a = 1.4, b = 0.3 gives λ₁ = 0.4194 and λ₂ = −1.6234 (published: 0.41922 and −1.62319), with Σλ = ln 0.3 = −1.2039728. The logistic map at r = 4 gives λ = 0.69315, which is ln 2.

Export

The export dialog writes the spectrum as a LaTeX table with siunitx uncertainties, the running estimates as CSV, and the plot as PNG or SVG. See Export figures and data.

This page is docs/guide/lyapunov.md in the repository.