We describe a new test for determining whether a given deterministic dynamical system is chaotic or nonchaotic. In contrast to the usual method of computing the maximal Lyapunov exponent, our method is applied directly to the time series data and does not require phase space reconstruction. Moreover, the dimension of the dynamical system and the form of the underlying equations is irrelevant. The input is the time series data and the output is 0 or 1 depending on whether the dynamics is non-chaotic or chaotic. The test is universally applicable to any deterministic dynamical system, in particular to ordinary and partial differential equations, and to maps.Our diagnostic is the real valued function p(t) = t 0 φ(x(s)) cos(θ(s))ds where φ is an observable on the underlying dynamics x(t) and θ(t) = ct + t 0 φ(x(s))ds. The constant c > 0 is fixed arbitrarily. We define the mean-square-displacement M(t) for p(t) and set K = lim t→∞ log M(t)/ log t. Using recent developments in ergodic theory, we argue that typically K = 0 signifying nonchaotic dynamics or K = 1 signifying chaotic dynamics.
In this paper we address practical aspects of the implementation of the 0-1 test for chaos in deterministic systems. In addition, we present a new formulation of the test which significantly increases its sensitivity. The test can be viewed as a method to distill a binary quantity from the power spectrum. The implementation is guided by recent results from the theoretical justification of the test as well as by exploring better statistical methods to determine the binary quantities. We give several examples to illustrate the improvement.
Abstract. We obtain large deviation estimates for a large class of nonuniformly hyperbolic systems: namely those modelled by Young towers with summable decay of correlations. In the case of exponential decay of correlations, we obtain exponential large deviation estimates given by a rate function. In the case of polynomial decay of correlations, we obtain polynomial large deviation estimates, and exhibit examples where these estimates are essentially optimal.In contrast with many treatments of large deviations, our methods do not rely on thermodynamic formalism. Hence, for Hölder observables we are able to obtain exponential estimates in situations where the space of equilibrium measures is not known to be a singleton, as well as polynomial estimates in situations where there is not a unique equilibrium measure.
We develop a theory of operator renewal sequences in the context of infinite ergodic theory. For large classes of dynamical systems preserving an infinite measure, we determine the asymptotic behaviour of iterates L n of the transfer operator. This was previously an intractable problem.Examples of systems covered by our results include (i) parabolic rational maps of the complex plane and (ii) (not necessarily Markovian) nonuniformly expanding interval maps with indifferent fixed points.In addition, we give a particularly simple proof of pointwise dual ergodicity (asymptotic behaviour of n j=1 L j ) for the class of systems under consideration. In certain situations, including Pomeau-Manneville intermittency maps, we obtain higher order expansions for L n and rates of mixing. Also, we obtain error estimates in the associated Dynkin-Lamperti arcsine laws.This version includes minor corrections in Sections 10 and 11, and corresponding modifications of certain statements in Section 1. All main results are unaffected. In particular, Sections 2-9 are unchanged from the published version.
Recently, we introduced a new test for distinguishing regular from chaotic dynamics in deterministic dynamical systems and argued that the test had certain advantages over the traditional test for chaos using the maximal Lyapunov exponent.In this paper, we investigate the capability of the test to cope with moderate amounts of noisy data. Comparisons are made between an improved version of our test and both the "tangent space" and "direct method" for computing the maximal Lyapunov exponent. The evidence of numerical experiments, ranging from the logistic map to an eight-dimensional Lorenz system of differential equations (the Lorenz 96 system), suggests that our method is superior to tangent space methods and that it compares very favourably with direct methods.
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