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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.
Received: 12.10.2020 Revised: 16.05.2021 Accepted: 09.06.2021
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
Linking options:
https://www.mathnet.ru/eng/zvmmf11298 https://www.mathnet.ru/eng/zvmmf/v61/i10/p1593
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