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Tuesday, January 02, 2007

基于奇异值分解的Lyapunov指数计算(3)


Rossler_euler.m




% Rossler图形(欧拉方法)
%
% Author:yujunjie
% Author's email: ustb03-07@yahoo.com.cn
%

clear
h=0.006;a=0.15;b=0.2;c=10;
x=0;y=-12;z=0;
Y=[];
for i=1:10000
x1=x+h*(-y-z);
y1=y+h*(x+a*y);
z1=z+h*(b+x*z-c*z);
x=x1;y=y1;z=z1;
Y(i,:)=[x y z];
end
plot3(Y(:,1),Y(:,2),Y(:,3));



rossler


rossler_le_eu.m



% 奇异值分解求Lyapunov法
% 微分rossler系统
%
% Author:yujunjie
% Author's email: ustb03-07@yahoo.com.cn
%

h=0.005;a=0.15;b=0.2;c=10;
x=0;y=-12;z=0;
V=eye(3);
S=V;b1=0;
k=10000;
for i=1:k
x1=x+h*(-y-z);
y1=y+h*(x+a*y);
z1=z+h*(b+x*z-c*z);
x=x1;y=y1;z=z1;
J=[0 -1 -1
1 a 0
z 0 x-c];
J=eye(3)+h*J;
B=J*V*S;
[V,S,U]=svd(B);
a_max=max(diag(S));
S=(1/a_max)*S;
b1=b1+log(a_max);
end
Lyapunov=(log(diag(S))+b1)/(k*h)



>> rossler_le_eu

Lyapunov =

0.0972
-0.0152
-9.8887

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