4.7 Article

Invariance of Lyapunov exponents and Lyapunov dimension for regular and irregular linearizations

Journal

NONLINEAR DYNAMICS
Volume 85, Issue 1, Pages 195-201

Publisher

SPRINGER
DOI: 10.1007/s11071-016-2678-4

Keywords

Lyapunov exponent; Lyapunov characteristic exponent; Lyapunov dimension of attractor; Time-varying linearization; Regular and irregular linearization; Diffeomorphism

Funding

  1. Russian Scientific Foundation [14-21-00041]
  2. Saint-Petersburg State University
  3. Russian Science Foundation [14-21-00041] Funding Source: Russian Science Foundation

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Nowadays the Lyapunov exponents and Lyapunov dimension have become so widespread and common that they are often used without references to the rigorous definitions or pioneering works. It may lead to a confusion since there are at least two well-known definitions, which are used in computations: the upper bounds of the exponential growth rate of the norms of linearized system solutions (Lyapunov characteristic exponents, LCEs) and the upper bounds of the exponential growth rate of the singular values of the fundamental matrix of linearized system (Lyapunov exponents, LEs). In this work, the relation between Lyapunov exponents and Lyapunov characteristic exponents is discussed. The invariance of Lyapunov exponents for regular and irregular linearizations under the change of coordinates is demonstrated.

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