Describing chaotic systems

Abstract

In this paper, we discuss the Lyapunov exponent definition of chaos and how it can be used to quantify the chaotic behavior of a system. We derive a way to practically calculate the Lyapunov exponent of a one-dimensional system and use it to analyze chaotic behavior of the logistic map, comparing the $r$-varying Lyapunov exponent to the map's bifurcation diagram. Then, we generalize the idea of the Lyapunov exponent to an $n$-dimensional system and explore the mathematical background behind the analytic calculation of the Lyapunov spectrum. We also outline a method to numerically calculate the maximal Lyapunov exponent using the periodic renormalization of a perturbation vector and a method to numerically calculate the entire Lyapunov spectrum using QR factorization. Finally, we apply both these methods to calculate the Lyapunov exponents of the H\'enon map, a multi-dimensional chaotic system.