JuliaDynamics / RecurrenceAnalysis.jl

Recurrence Quantification Analysis in Julia
https://juliadynamics.github.io/RecurrenceAnalysis.jl/stable/
MIT License
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divergence in perpendicular recurrence plot : estimating lyapunov exponents #78

Closed Datseris closed 5 years ago

Datseris commented 5 years ago

This paper : https://www.sciencedirect.com/science/article/abs/pii/S0375960199007513?via%3Dihub

discusses of a way to compute the maximum Lyapunov exponent from an RP using what the authors call "divergence in perpendicular recurrence plot ".

Seems to be useful and nicely ties with the other method we have to estimate λ from timeseries in DynamicalSystems.jl

pucicu commented 5 years ago

Unfortunately, the authors have not explained how to determine whether a state is perpendicular to a trajectory. It cannot be a strict criterion as it would be almost impossible for a discretized system to get the perpendicular states. At least, we were unable to get reasonable results. We also shortly noted this in our latest paper: https://doi.org/10.1016/j.physleta.2019.125977 https://doi.org/10.1016/j.physleta.2019.125977

Am 19.09.2019 um 15:05 schrieb George Datseris notifications@github.com:

This paper : https://www.sciencedirect.com/science/article/abs/pii/S0375960199007513?via%3Dihub https://www.sciencedirect.com/science/article/abs/pii/S0375960199007513?via%3Dihub discusses of a way to compute the maximum Lyapunov exponent from an RP using what the authors call "divergence in perpendicular recurrence plot ".

Seems to be useful and nicely ties with the other method we have to estimate λ from timeseries in DynamicalSystems.jl

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Datseris commented 5 years ago

Based on your reply, I think that it is then not worth it to attempt to implement this DPRP