arXiv:2608.05522nlin.CDcs.LG2026-08

无需方程也能估算短轨迹中的负李雅普诺夫指数

Equation-Free Period-Aware Forecast-Error Contraction for Estimating Negative Largest Lyapunov Exponents from Short Trajectory Ensembles

论文配图:Equation-Free Period-Aware Forecast-Error Contraction for Estimating Negative Largest Lyapunov Exponents from Short Trajectory Ensembles
图 1 · 摘自论文原文
  • 用相位同步的k近邻预测器直接从预报误差中提取收缩率
  • 在逻辑映射上对112个参数中的92个估计准确,平均误差0.0253
  • 适合传感器数据短、方程未知的混沌系统分析

从数据中估算正的李雅普诺夫指数相对自然,因为邻近轨迹会分离;而稳定动力学需在测量噪声或有限精度抹去信号前识别收缩。本文提出一种周期感知的预报误差收缩方法,仅用短标量轨迹集合估计主导负李雅普诺夫指数,无需控制方程或解析雅可比矩阵。训练k近邻预测器基于轨迹历史,于相位一致的预报时刻计算几何平均绝对误差,并通过对数误差曲线斜率获得指数。与重构局部演化矩阵或微分学习代理模型的方法不同,本方法直接从外样本预报误差提取收缩率。两个关键改进:预报步长与检测到的轨道周期同步,且仅当多个暂态长度下候选斜率形成稳定共识时才接受。在逻辑映射上,该方法恢复了112个负指数参数中的92个,平均绝对误差为0.0253,$R^2=0.886$。在无不动点的二维映射上,基于三个可观测变量 $x_n$、$y_n$、$z_n$ 的独立标量管道分别取得0.00879–0.01145的平均绝对误差和$R^2=0.983$–$0.986$。因估计阶段仅依赖观测轨迹,该框架为短传感器响应但未知控制方程与雅可比矩阵的重复松弛实验提供了基础。实验验证有待未来工作。

原文摘要 · Abstract (English)

Estimating positive largest Lyapunov exponents from data is comparatively natural because neighboring trajectories separate, whereas stable dynamics require resolving contraction before measurement noise or finite precision erases the signal. We introduce a period-aware forecast-error contraction procedure for estimating a dominant negative Lyapunov exponent from ensembles of short scalar trajectories without using governing equations or an analytical Jacobian. A k-nearest-neighbor predictor is trained on trajectory histories, the geometric-mean absolute forecast error is evaluated at phase-consistent horizons, and the exponent is obtained from the slope of the logarithmic error profile. Unlike data-driven approaches that reconstruct local evolution matrices or differentiate a learned surrogate, the proposed method extracts the contraction rate directly from out-of-sample forecast errors. Two adaptations are essential: the forecast step is synchronized with the detected orbit period, and candidate slopes are accepted only when they form a stable consensus across several transient lengths. On the logistic map, the method recovers 92 of 112 negative-exponent parameter values with a mean absolute error of 0.0253 and $R^2=0.886$. On a two-dimensional map without fixed points, independent scalar pipelines based on the three observables $x_n$, $y_n$, and $z_n$ give mean absolute errors of 0.00879--0.01145 and $R^2=0.983$--$0.986$. Because the estimation stage uses only observed trajectories, the framework provides a basis for repeated-relaxation experiments in which short sensor responses are available but the governing equations and analytical Jacobian are unknown. Experimental validation remains a subject of future work.

混沌系统李雅普诺夫指数数据驱动时间序列

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