Application of the Conditional Nonlinear Local Lyapunov Exponent to Second-Kind Predictability

In order to quantify the influence of external forcings on the predictability limit using observational data,the author introduced an algorithm of the conditional nonlinear local Lyapunov exponent(CNLLE)method.The effectiveness of this algorithm is validated and compared with the nonlinear local Lyapunov exponent(NLLE)and signal-to-noise ratio methods using a coupled Lorenz model.The results show that the CNLLE method is able to capture the slow error growth constrained by external forcings,therefore,it can quantify the predictability limit induced by the external forcings.On this basis,a preliminary attempt was made to apply this method to measure the influence of ENSO on the predictability limit for both atmospheric and oceanic variable fields.The spatial distribution of the predictability limit induced by ENSO is similar to that arising from the initial conditions calculated by the NLLE method.This similarity supports ENSO as the major predictable signal for weather and climate prediction.In addition,a ratio of predictability limit(RPL)calculated by the CNLLE method to that calculated by the NLLE method was proposed.The RPL larger than 1 indicates that the external forcings can significantly benefit the long-term predictability limit.For instance,ENSO can effectively extend the predictability limit arising from the initial conditions of sea surface temperature over the tropical Indian Ocean by approximately four months,as well as the predictability limit of sea level pressure over the eastern and western Pacific Ocean.Moreover,the impact of ENSO on the geopotential height predictability limit is primarily confined to the troposphere.

ON THE MAXIMAL LYAPUNOV EXPONENT FOR A REAL NOISE PARAMETRICALLY EXCITED CO_DIMENSION TWO BIFURCATION SYSTEM (Ⅰ)

For a real noise parametrically excited co_dimension two bifurcation system on a three_dimensional central manifold, a model of enhanced generality is developed in the present paper by assuming the real noise to be an output of a linear filter system, namely,a zero_mean stationary Gaussian diffusion process that satisfies the detailed balance condition. On such basis, asymptotic expansions of invariant measure and maximal Lyapunov exponent for the relevant system are established by use of Arnold asymptotic analysis approach in parallel with the eigenvalue spectrum of Fokker_Planck operator.

Predicted Critical State Based on Invariance of the Lyapunov Exponent in Dual Spaces

Critical states in disordered systems,fascinating and subtle eigenstates,have attracted a lot of research interests.However,the nature of critical states is difficult to describe quantitatively,and in general,it cannot predict a system that hosts the critical state.We propose an explicit criterion whereby the Lyapunov exponent of the critical state should be 0 simultaneously in dual spaces,namely the Lyapunov exponent remains invariant under the Fourier transform.With this criterion,we can exactly predict a one-dimensional quasiperiodic model which is not of self-duality,but hosts a large number of critical states.Then,we perform numerical verification of the theoretical prediction and display the self-similarity of the critical state.Due to computational complexity,calculations are not performed for higher dimensional models.However,since the description of extended and localized states by the Lyapunov exponent is universal and dimensionless,utilizing the Lyapunov exponent of dual spaces to describe critical states should also be universal.Finally,we conjecture that some kind of connection exists between the invariance of the Lyapunov exponent and conformal invariance,which can promote the research of critical phenomena.

General mapping of one-dimensional non-Hermitian mosaic models to non-mosaic counterparts:Mobility edges and Lyapunov exponents

We establish a general mapping from one-dimensional non-Hermitian mosaic models to their non-mosaic counterparts.This mapping can give rise to mobility edges and even Lyapunov exponents in the mosaic models if critical points of localization or Lyapunov exponents of localized states in the corresponding non-mosaic models have already been analytically solved.To demonstrate the validity of this mapping,we apply it to two non-Hermitian localization models:an Aubry-Andre-like model with nonreciprocal hopping and complex quasiperiodic potentials,and the Ganeshan-Pixley-Das Sarma model with nonreciprocal hopping.We successfully obtain the mobility edges and Lyapunov exponents in their mosaic models.This general mapping may catalyze further studies on mobility edges,Lyapunov exponents,and other significant quantities pertaining to localization in non-Hermitian mosaic models.

Lagrangian-based investigation of multiphase flows by finite-timeLyapunov exponents

Multiphase flows are ubiquitous in our daily life and engineering applications. It is important to investigate the flow structures to predict their dynamical behaviors ef- fectively. Lagrangian coherent structures （LCS） defined by the ridges of the finite-time Lyapunov exponent （FTLE） is utilized in this study to elucidate the multiphase interactions in gaseous jets injected into water and time-dependent turbu- lent cavitation under the framework of Navier-Stokes flow computations. For the gaseous jets injected into water, the highlighted phenomena of the jet transportation can be observed by the LCS method, including expansion, bulge, necking/breaking, and back-attack. Besides, the observation of the LCS reveals that the back-attack phenomenon arises from the fact that the injected gas has difficulties to move toward downstream re- gion after the necking/breaking. For the turbulent cavitating flow, the ridge of the FTLE field can form a LCS to capture the front and boundary of the re-entraint jet when the ad- verse pressure gradient is strong enough. It represents a bar- rier between particles trapped inside the circulation region and those moving downstream. The results indicate that the FFLE field has the potential to identify the structures of mul- tiphase flows, and the LCS can capture the interface/barrier or the vortex/circulation region.

Optimization of support vector machine power load forecasting model based on data mining and Lyapunov exponents

According to the chaotic and non-linear characters of power load data,the time series matrix is established with the theory of phase-space reconstruction,and then Lyapunov exponents with chaotic time series are computed to determine the time delay and the embedding dimension.Due to different features of the data,data mining algorithm is conducted to classify the data into different groups.Redundant information is eliminated by the advantage of data mining technology,and the historical loads that have highly similar features with the forecasting day are searched by the system.As a result,the training data can be decreased and the computing speed can also be improved when constructing support vector machine(SVM) model.Then,SVM algorithm is used to predict power load with parameters that get in pretreatment.In order to prove the effectiveness of the new model,the calculation with data mining SVM algorithm is compared with that of single SVM and back propagation network.It can be seen that the new DSVM algorithm effectively improves the forecast accuracy by 0.75%,1.10% and 1.73% compared with SVM for two random dimensions of 11-dimension,14-dimension and BP network,respectively.This indicates that the DSVM gains perfect improvement effect in the short-term power load forecasting.

Oil–water two-phase flow pattern analysis with ERT based measurement and multivariate maximum Lyapunov exponent

Oil–water two-phase flow patterns in a horizontal pipe are analyzed with a 16-electrode electrical resistance tomography(ERT) system. The measurement data of the ERT are treated as a multivariate time-series, thus the information extracted from each electrode represents the local phase distribution and fraction change at that location. The multivariate maximum Lyapunov exponent(MMLE) is extracted from the 16-dimension time-series to demonstrate the change of flow pattern versus the superficial velocity ratio of oil to water. The correlation dimension of the multivariate time-series is further introduced to jointly characterize and finally separate the flow patterns with MMLE. The change of flow patterns with superficial oil velocity at different water superficial velocities is studied with MMLE and correlation dimension, respectively, and the flow pattern transition can also be characterized with these two features. The proposed MMLE and correlation dimension map could effectively separate the flow patterns, thus is an effective tool for flow pattern identification and transition analysis.

A METHOD FOR CALCULATING THE LYAPUNOV EXPONENT SPECTRUM OF A PERIODICALLY EXCITED NON-AUTONOMOUS DYNAMICAL SYSTEM

The relation between the Lyapunov exponent spectrum of a periodically excited non-autonomous dynamical system and the Lyapunov exponent spectrum of the corresponding autonomous system is given and the validity of the relation is verified theoretically and computationally. A direct method for calculating the Lyapunov exponent spectrum of non-autonomous dynamical systems is suggested in this paper, which makes it more convenient to calculate the Lyapunov exponent spectrum of the dynamical system periodically excited. Following the definition of the Lyapunov dimension D-L((A)) of the autonomous system, the definition of the Lyapunov dimension D-L of the non-autonomous dynamical system is also given, and the difference between them is the integer 1, namely, D-L((A)) - D-L = 1. For a quasi-periodically excited dynamical system, similar conclusions are formed.

Moment Lyapunov exponent for three-dimensional system under real noise excitation

The pth moment Lyapunov exponent of a two-codimension bifurcation systern excited parametrically by a real noise is investigated. By a linear stochastic transformation, the differential operator of the system is obtained. In order to evaluate the asymptotic expansion of the moment Lyapunov exponent, via a perturbation method, a ralevant eigenvalue problem is obtained. The eigenvalue problem is then solved by a Fourier cosine series expansion, and an infinite matrix is thus obtained, whose leading eigenvalue is the second-order of the asymptotic expansion of the moment Lyapunov exponent. Finally, the convergence of procedure is numerically illustrated, and the effects of the system and the noise parameters on the moment Lyapunov exponent are discussed.

Determining the Spectrum of the Nonlinear Local Lyapunov Exponents in a Multidimensional Chaotic System

For an n-dimensional chaotic system, we extend the definition of the nonlinear local Lyapunov exponent （NLLE） from one- to n-dimensional spectra, and present a method for computing the NLLE spectrum. The method is tested on three chaotic systems with different complexity. The results indicate that the NLLE spectrum realistically characterizes the growth rates of initial error vectors along different directions from the linear to nonlinear phases of error growth. This represents an improvement over the traditional Lyapunov exponent spectrum, which only characterizes the error growth rates during the linear phase of error growth. In addition, because the NLLE spectrum can effectively separate the slowly and rapidly growing perturbations, it is shown to be more suitable for estimating the predictability of chaotic systems, as compared to the traditional Lyapunov exponent spectrum.

Estimating the largest Lyapunov exponent in a multibody system with dry friction by using chaos synchronization

Using the properties of chaos synchronization, the method for estimating the largest Lyapunov exponent in a multibody system with dry friction is presented in this paper. The Lagrange equations with multipliers of the systems are given in matrix form, which is adequate for numerical calculation. The approach for calculating the generalized velocity and acceleration of the slider is given to determine slipping or sticking of the slider in the systems. For slip-slip and stick-slip multibody systems, their largest Lyapunov exponents are calculated to characterize their dynamics.

Lyapunov exponent calculation of a two-degree-of-freedom vibro-impact system with symmetrical rigid stops

A two-degree-of-freedom vibro-impact system having symmetrical rigid stops and subjected to periodic excitation is investigated in this paper. By introducing local maps between different stages of motion in the whole impact process, the Poincare map of the system is constructed. Using the Poincare map and the Gram Schmidt orthonormalization, a method of calculating the spectrum of Lyapunov exponents of the above vibro-impact system is presented. Then the phase portraits of periodic and chaotic attractors for the system and the corresponding convergence diagrams of the spectrum of Lyapunov exponents are given out through the numerical simulations. To further identify the validity of the aforementioned computation method, the bifurcation diagram of the system with respect to the bifurcation parameter and the corresponding largest Lyapunov exponents are shown.

Coherent structures over riblets in turbulent boundary layer studied by combining time-resolved particle image velocimetry(TRPIV),proper orthogonal decomposition(POD),and finite-time Lyapunov exponent(FTLE)

Time-resolved particle image velocimetry（TRPIV） experiments are performed to investigate the coherent structure＇s performance of riblets in a turbulent boundary layer（TBL） at a friction Reynolds number of 185. To visualize the energetic large-scale coherent structures（CSs） over a smooth surface and riblets, the proper orthogonal decomposition（POD） and finite-time Lyapunov exponent（FTLE） are used to identify the CSs in the TBL. Spatial-temporal correlation is implemented to obtain the characters and transport properties of typical CSs in the FTLE fields. The results demonstrate that the generic flow structures, such as hairpin-like vortices, are also observed in the boundary layer flow over the riblets, consistent with its smooth counterpart. Low-order POD modes are more sensitive to the riblets in comparison with the high-order ones,and the wall-normal movement of the most energy-containing structures are suppressed over riblets. The spatial correlation analysis of the FTLE fields indicates that the evolution process of the hairpin vortex over riblets are inhibited. An apparent decrease of the convection velocity over riblets is noted, which is believed to reduce the ejection/sweep motions associated with high shear stress from the viscous sublayer. These reductions exhibit inhibition of momentum transfer among the structures near the wall in the TBL flows.

Quantitative Comparison of Predictabilities of Warm and Cold Events Using the Backward Nonlinear Local Lyapunov Exponent Method

The backward nonlinear local Lyapunov exponent method(BNLLE)is applied to quantify the predictability of warm and cold events in the Lorenz model.Results show that the maximum prediction lead times of warm and cold events present obvious layered structures in phase space.The maximum prediction lead times of each warm(cold)event on individual circles concentric with the distribution of warm(cold)regime events are roughly the same,whereas the maximum prediction lead time of events on other circles are different.Statistical results show that warm events are more predictable than cold events.

Application of Lyapunov exponent algorithm in balise signal chaotic oscillator detection

To improve the detection accuracy of the balise uplink signal transmitted in a strong noise environment,we use chaotic oscillator to detect the balise uplink signal based on the characteristics of the chaotic system that is sensitive to initial conditions and immune to noise.Combining with the principle of Duffing oscillator system used in weak signal detection and uplink signal feature,the methods and steps of using Duffing oscillator to detect the balise signal are presented.Furthermore,the Lyapunov exponent algorithm is used to calculate the critical threshold of the Duffing oscillator detection system.Thus,the output states of the system can be quantitatively judged to achieve demodulation of the balise signal.The simulation results show that the chaotic oscillator detection method for balise signal based on Lyapunov exponent algorithm not only improves the accuracy and efficiency of threshold setting,but also ensures the reliability of balise signal detection.

Quantifying local predictability of the Lorenz system using the nonlinear local Lyapunov exponent

The nonlinear local Lyapunov exponent（NLLE） can be used as a quantification of the local predictability limit of chaotic systems. In this study, the phase-spatial structure of the local predictability limit over the Lorenz-63 system is investigated. It is found that the inner and outer rims of each regime of the attractor have a high probability of a longer than average local predictability limit, while the center part is the opposite. However, the distribution of the local predictability limit is nonuniformly organized, with adjacent points sometimes showing quite distinct error growth.The source of local predictability is linked to the local dynamics, which is related to the region in the phase space and the duration on the current regime.

Stability analysis via the concept of Lyapunov exponents―a case study

The dynamics characteristics of the robotic arm system are usually highly nonlinear and strongly coupling,which will make it difficult to analyze the stability by the methods of solving kinetic equations or constructing Lyapunov function,especially,these methods cannot calculate the quantitative relationship between mechanical structures or control input and dynamics parameters and stability.The theoretical analysis process from symbol dynamics modeling of the robotic arm system to the movement stability is studied by using the concept of Lyapunov exponents method. To verify the algorithm effectiveness,the inner relation between its joint input torque and stability or chaotic and stable motion of the 2-DOF robotic arm system is analyzed quantitatively. As compared with its counterpart of Lyapunov's direct method,the main advantage of the concept of Lyapunov exponents is that the methods for calculating the exponents are constructive to provide an effective analysis tool for analyzing robotic arm system movement stability of nonlinear systems.

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 recon- structing 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 locaI Lyapunov exponent. Numerical simulations are carded 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.

A perturbation method to the tent map based on Lyapunov exponent and its application

Perturbation imposed on a chaos system is an effective way to maintain its chaotic features. A novel parameter perturbation method for the tent map based on the Lyapunov exponent is proposed in this paper. The pseudo-random sequence generated by the tent map is sent to another chaos function - the Chebyshev map for the post processing. If the output value of the Chebyshev map falls into a certain range, it will be sent back to replace the parameter of the tent map. As a result, the parameter of the tent map keeps changing dynamically. The statistical analysis and experimental results prove that the disturbed tent map has a highly random distribution and achieves good cryptographic properties of a pseudo-random sequence. As a result, it weakens the phenomenon of strong correlation caused by the finite precision and effectively compensates for the digital chaos system dynamics degradation.

Trend Prediction Method Based on the Largest Lyapunov Exponent for Large Rotating Machine Equipments

In order to predict electromechanical equipments＇ nonlinear and non-stationary condition effectively, max Lyapunov exponent is introduced to the fault trend prediction of large rotating mechanical equipments based on chaos theory. The predict method of chaos time series and two methods of proposing f and F are dis- cussed. The arithmetic of max prediction time of chaos time series is provided. Aiming at the key part of large rotating mechanical equipments-bearing, used this prediction method the simulation experiment is carried out. The result shows that this method has excellent performance for condition trend prediction.