论文标题
最大Lyapunov指数的凸计算
Convex computation of maximal Lyapunov exponents
论文作者
论文摘要
我们描述了一种在指定集合中所有轨迹中的ODE动力学系统上最大lyapunov指数上找到上限的方法。提出了一个最小化的问题,其生效等于最大的lyapunov指数,前提是感兴趣的轨迹仍然在紧凑的集合中。最小化的是在状态空间上定义的辅助函数,并遭受侧面的不平等。在多项式情况下 - 即,当颂歌的右侧是多项式时,可以通过多项式不等式或平等性来指定感兴趣的集合,并且在多项式之间寻求辅助功能 - 可以将最小化的最小化放松为可计算的多项式优化问题,这些问题是属于Sum-Squares squares sumparess sumparess sumpaints sum partects。扩大了寻求辅助功能的多项式空间,从而至少在关注集很紧凑时,INVIMA从上方汇聚到最大Lyapunov指数的计算成本增加了优化问题。为了进行说明,我们为两个混乱的示例进行了多项式优化计算:洛伦兹系统和Hénon-Heiles系统。计算出的上限会随着多项式程度的汇聚,在每个示例中,我们都会获得一个至少至少五位数字的结合。通过发现其领先的Lyapunov指数大约等于上限的轨迹来证实这种清晰度。
We describe an approach for finding upper bounds on an ODE dynamical system's maximal Lyapunov exponent among all trajectories in a specified set. A minimization problem is formulated whose infimum is equal to the maximal Lyapunov exponent, provided that trajectories of interest remain in a compact set. The minimization is over auxiliary functions that are defined on the state space and subject to a pointwise inequality. In the polynomial case -- i.e., when the ODE's right-hand side is polynomial, the set of interest can be specified by polynomial inequalities or equalities, and auxiliary functions are sought among polynomials -- the minimization can be relaxed into a computationally tractable polynomial optimization problem subject to sum-of-squares constraints. Enlarging the spaces of polynomials over which auxiliary functions are sought yields optimization problems of increasing computational cost whose infima converge from above to the maximal Lyapunov exponent, at least when the set of interest is compact. For illustration, we carry out such polynomial optimization computations for two chaotic examples: the Lorenz system and the Hénon-Heiles system. The computed upper bounds converge as polynomial degrees are raised, and in each example we obtain a bound that is sharp to at least five digits. This sharpness is confirmed by finding trajectories whose leading Lyapunov exponents approximately equal the upper bounds.