Noise induced destruction of zero Lyapunov exponent in coupled chaotic systems

Recently, it has been found that noise can induce chaos and destruct the zero Lyapunov exponent in the situation where a nonchaotic attractor coexists with a nonattracting chaotic saddle, as in a periodic window [Phys. Rev. Lett. 88 (2002) 124101]. Here we report that noise can also destruct the zero Lyapunov exponent in coupled chaotic systems where there is only one attractor. Moreover, the zero Lyapunov exponent in noise free will become positive when adding noise and be proportional to the average frequency of bursting induced by noise. A physical theory and numerical simulations are presented to explain how the average frequency of bursting depends on the coupling and noise strength.     

On some properties of the discrete Lyapunov exponent

One of the possible by-products of discrete chaos is the application of its tools, in particular of the discrete Lyapunov exponent, to cryptography. In this Letter we explore this question in a very general setting.     

基于最大Lyapunov指数的多变量混沌时间序列预测

参考基于最大Lyapunov指数的单变量混沌时间序列预测方法,提出一种通过选取多个邻近重构向量,预测多变量混沌时间序列的局域法.采用新方法对两个完全不同的Rssler方程的耦合系统,Rssler方程和Hyper Rssler方程的耦合系统的多变量混沌时序进行一步和多步预测,结果表明了该方法的有效性,且算法具有较强的抗噪能力.讨论了参考邻近点数和预测结果的关系. 关键词： Lyapunov指数 混沌时间序列预测 多变量时间序列 最小二乘法     

New prediction of chaotic time series based on local Lyapunov exponent

A new method of predicting chaotic time series is presented based on a local Lyapunov exponent, by quantitatively measuring the exponential rate of separation or attraction of two infinitely close trajectories in state space. After reconstructing state space from one-dimensional chaotic time series, neighboring multiple-state vectors of the predicting point are selected to deduce the prediction formula by using the definition of the local Lyapunov exponent. Numerical simulations are carried out to test its effectiveness and verify its higher precision over two older methods. The effects of the number of referential state vectors and added noise on forecasting accuracy are also studied numerically.     

一种具有恒Lyapunov指数谱的混沌系统及其电路仿真

提出了一种新的具有恒Lyapunov指数谱的三维混沌系统,该系统含有六个参数,其中一个方程含有一个非线性乘积项,一个方程含有平方项.通过理论推导、数值仿真、Lyapunov维数、Poincare截面图、Lyapunov指数谱和分岔图研究了系统的动力学特性,并分析了不同参数变化对系统动力学行为的影响,其中,平方项系统参数变化时,系统的Lyapunov指数谱保持恒定,输出信号中的两维信号的幅值与参数呈幂函数关系变化,其指数为－1/2,第三维信号的幅值保持在同样的数值区间.最后,设计了该混沌系统的硬件电路并运用Multisim软件对该电路进行仿真实验,证实了该混沌系统的可实现性. 关键词： 混沌系统 恒Lyapunov指数谱 Poincare截面图 混沌电路     

Lyapunov exponent for chaotic 1D maps with uniform invariant distribution

Some properties of iterative functions of 1D chaotic maps that provide uniform invariant distribution are formulated. A method for synthesizing strictly nonlinear maps with uniform invariant distribution is demonstrated. The Lyapunov exponents for such maps are analyzed and it is shown that, among the maps with a specified number of full branches, piecewise linear maps with branches characterized by equal moduli of angular coefficients have the maximum Lyapunov exponent.     

改进恒Lyapunov指数谱混沌系统的同步方法与特性研究

改进恒Lyapunov指数谱混沌系统的特殊的分段线性结构及其全局线性调幅参数与倒相参数的存在性,赋予了其同步体系新的可实现性与可调节性.依据广义同步的原理,构造合适的驱动系统与响应系统,可以实现恒Lyapunov指数谱混沌系统的广义同步;改变响应系统的参数,可实现完全同步与广义投影同步;改进恒Lyapunov指数谱混沌系统的全局线性调幅参数能对驱动与响应系统的状态变量幅值实施同步升降控制,倒相参数能对某一特定状态变量实施同步倒相控制.这种同步体系无需专门的控制器,结构简单,易于实现.文章最后设计了同步体系的实现电路,实验仿真结果证明了混沌同步方法的可行性,也验证了恒指数谱混沌系统特殊参数对同步体系状态变量幅值与相位的调控作用.     

The largest Lyapunov exponent of chaotic dynamical system in scale space and its application

The largest Lyapunov exponent is an important invariant of detecting and characterizing chaos produced from a dynamical system. We have found analytically that the largest Lyapunov exponent of the small-scale wavelet transform modulus of a dynamical system is the same as the system's largest Lyapunov exponent, both discrete map and continuous chaotic attractor with one or two positive Lyapunov exponents. This property has been used to estimate the largest Lyapunov exponent of chaotic time series with several kinds of strong additive noise.     

基于最大Lyapunov指数不变性的混沌时间序列噪声水平估计

提出了一种基于最大Lyapunov指数不变性的计算混沌时间序列噪声水平的新方法. 首先分析了噪声对相空间中两点距离的影响, 然后基于最大Lyapunov指数在不同维数的嵌入相空间不变的性质, 建立了估计噪声水平的方法. 仿真计算结果表明, 当噪声水平小于10% 时, 估计值与真实值符合良好. 该方法对噪声分布类型不敏感, 是一种有效的混沌时间序列噪声估计方法.     

一个新的恒Lyapunov指数谱混沌吸引子与电路实现

通过对改进恒Lyapunov指数谱混沌系统进行进一步演变,并引入新的绝对值项,发现了一种新的混沌吸引子.首先,通过相图、Poincar映射、Lyapunov指数以及功率谱,证明该混沌吸引子的存在性.接着,分析研究了这种新型混沌吸引子的基本动力学行为.Lyapunov指数谱、分岔图和状态变量幅值演变的数值仿真说明,该系统存在全局线性调幅参数,在该参数的调整下,系统输出三维信号的幅度皆能得到线性调整,而系统保持相同的混沌吸引子与Lyapunov指数谱.最后,通过构建电路实现了该混沌系统,观察到相应的混沌吸引子,也验证了全局线性调幅参数的调幅作用,数值仿真与电路实现有很好的一致性.     

Determining the largest Lyapunov exponent of chaotic dynamics from sequences of interspike intervals contaminated by noise

We discuss abilities of quantifying low-dimensional chaotic oscillations at the input of two threshold models from the output sequences of interspike intervals in the presence of noise. We propose a modification of the standard approach for computing the largest Lyapunov exponent from a time series that verifies the performed estimations for noisy data. We consider features of its application to different types of point processes.     

S-盒的Lyapunov指数研究

在密码算法的设计中,S-盒有着信息混淆的重要功能.传统的S-盒的密码学指标一般包括线性偏差、差分特征、代数免疫度、不动点个数、雪崩效应等.2006年,Kocarev给出了有限集合上的离散混沌理论.本文借鉴该理论,在汉明距离的基础上给出了S-盒的Lyapunov指数的定义,利用该定义计算了几个密码算法中的S-盒的Lyapunov指数值,并进行了比较.证明了在欧氏距离上定义的Lvapunov指数最大的映射,按本文提出的S-盒的Lyapunov指数的定义其Lyapunov指数为0;讨论了S-盒的Lyapunov指数与S-盒的雪崩效应之间的关系,该关系实际上是混沌理论中的蝴蝶效应与密码学中的雪崩效应之间的关系.本文提出的S-盒的Lyapunov指数的定义可视为对传统的S-盒的密码学指标的补充.     

Lyapunov exponent diagrams of a 4-dimensional Chua system

We report numerical results on the existence of periodic structures embedded in chaotic and hyperchaotic regions on the Lyapunov exponent diagrams of a 4-dimensional Chua system. The model was obtained from the 3-dimensional Chua system by the introduction of a feedback controller. Both the largest and the second largest Lyapunov exponents were considered in our colorful Lyapunov exponent diagrams, and allowed us to characterize periodic structures and regions of chaos and hyperchaos. The shrimp-shaped periodic structures appear to be malformed on some of Lyapunov exponent diagrams, and they present two different bifurcation scenarios to chaos when passing the boundaries of itself, namely via period-doubling and crisis. Hyperchaos-chaos transition can also be observed on the Lyapunov exponent diagrams for the second largest exponent.     

有限时间Lyapunov指数的高精度计算新方法

针对目前有限时间Lyapunov指数(FTLE)计算方法准确度不高和无法获得边界值的问题,基于对偶数理论提出了一种新的高精度计算方法.首先描述了基于有限空间差分方法计算FTLE的缺点和问题:其次介绍了基于对偶数理论的高精度导数计算方法及其显著优点,并将动力系统的柯西一格林形变张量计算问题转化为对偶数空间中非线性微分方程数值求解问题;最后对单摆和非线性Duffing振子两个典型物理动力系统进行了数值实验.结果表明:基于对偶数理论的新方法能有效、方便和高精度地计算出有限时间Lyapunov指数场,并成功识别出所包含的拉格朗日相关结构.     

Scars on quantum networks ignore the Lyapunov exponent

We show that enhanced wave function localization due to the presence of short unstable orbits and strong scarring can rely on completely different mechanisms. Specifically we find that in quantum networks the shortest and most stable orbits do not support visible scars, although they are responsible for enhanced localization in the majority of the eigenstates. Scarring orbits are selected by a criterion which does not involve the classical stability. We obtain predictions for the energies of visible scars and the distributions of scarring strengths and inverse participation numbers.     

Cycle expansion for the Lyapunov exponent of a product of random matrices

Using cycle expansion for the thermodynamic zeta function, a formula is derived for the Lyapunov exponent of a product of random hyperbolic matrices chosen from a discrete set. This allows for an accurate numerical solution of the Ising model in one dimension with quenched disorder. The formula is compared with weak disorder expansions and with the microcanonical approximation and shown to apply to matrices with degenerate eigenvalues.     

多变量时间序列最大李雅普诺夫指数的计算

根据单变量时间序列计算最大Lyapunov指数的算法思想，本文提出了一种于多变量时间序列最大Lyapunov指数计算的方法.针对原有算法需要使用重构相空间的特点，推广算法给出了多变量时间序列相空间重构参数的选择方法，并采用多变量重构相空间进行最大Lyapunov指数计算.经耦合Rssler系统产生多变量时间序列的仿真计算，验证了该算法的有效性，推广算法的计算结果表明多变量时间序列的计算结果优于单变量的结果，且更加接近理论计算结果. 关键词： 多变量时间序列 相空间重构 Lyapunov指数