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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2021, Volume 61, Number 10, Page 1593
DOI: https://doi.org/10.31857/S004446692110015X
(Mi zvmmf11298)
 

General numerical methods

The finite-time expected deviation exponent for continuous dynamical systems

Guoqiao You

School of Statistics and Mathematics, Nanjing Audit University, 211815 Nanjing, China
Abstract: In this paper, we introduce a concept called the finite-time expected deviation exponent (FTEDE), which measures the expected separation rate of a particle with another initially infinitesimally close but randomly sampled particle over a finite time period. The proposed FTEDE can be viewed as a stochastic version of the traditional finite-time Lyapunov exponent (FTLE) and is also a useful tool to measure the chaotic behaviors of continuous dynamical systems.
Key words: particle deflection exponent, Lyapunov exponent.
Funding agency Grant number
Natural Science Foundation of Jiangsu Province BK20211293
The work of You was supported by the Natural Science Foundation of Jiangsu Province (BK20211293).
Received: 12.10.2020
Revised: 16.05.2021
Accepted: 09.06.2021
English version:
Computational Mathematics and Mathematical Physics, 2021, Volume 61, Issue 10, Pages 1559–1566
DOI: https://doi.org/10.1134/S0965542521100122
Bibliographic databases:
Document Type: Article
UDC: 517.929
Language: Russian
Citation: Guoqiao You, “The finite-time expected deviation exponent for continuous dynamical systems”, Zh. Vychisl. Mat. Mat. Fiz., 61:10 (2021), 1593; Comput. Math. Math. Phys., 61:10 (2021), 1559–1566
Citation in format AMSBIB
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    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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