A detailed study of the Wolf's algorithm

Abstract

The objective of this paper is the analytical presentation of the Alan Wolf's Algorithm with the derivation of the equations needed to implement BASGEN and fixed evolution time algorithms, used for the numerical calculation of the largest positive Lyapunov exponent of an unknown time series. An improvement of the above algorithm is proposed by introducing a new stability criterion to make the algorithm more robust and improve its reliability.

Keywords:

• chaotic systems
• Lyapunov exponents
• Wolf's algorithm

AMS Subject Classification :

• 34D08
• 34C28
• G.1.7