Lyap

LYAP: a program to compute the Lyapunov exponents of a dynamical system from a time series. Nature of problem: The program calculates all the Lyapunov exponents of a dynamical system when the law of evolution is unknown, as is the case for most of the systems studied in applied science (astronomy, biology, ...), and only a set of data in the form of a time series is available. Solution method: The time series is approximated by an analytical function. The Lyapunov exponents are computed from this analytical function. The fitting algorithm is an implementation of the method outlined in [1]. NAG routine E04GCF is used. (Source: http://cpc.cs.qub.ac.uk/summaries/)