# Discrepency related to using \`\`\`lyapunovspectrum\`\`\` from DynamicalSystems.jl package

**URL:** <https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453>\
**Category:** Numerics\
**Created:** [January 30, 2022, 7:25am UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453 "2022-01-30T07:25:12Z")\
**Posts on this page:** 10\
**Page:** 1

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**Author:** ![pafloxy](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/pafloxy/32/28694_2.png) [@pafloxy](https://discourse.julialang.org/u/pafloxy)\
**Post date:** [January 30, 2022, 7:25am UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/1 "2022-01-30T07:25:12Z")

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Hi! I was trying out the `lyapunovspectrum` function in Julia, for a few standard dynamical systems like Rossler.  
I compared the results obtained by using `lyapunovspectrum` to the spectrum obtained by manually initiating a `tangent_integrator` and evolving it and rescaling it successively, However the results obtained are largely different, could anyone help me understand the problem.

Thank You.

Here’s my code ~~

```julia
## rossler generation
""" generate rossler system 
    u0~ initial state
"""
function generate_rossler_system(u0; p=[0.2, 0.2, 5.7])
    ##eom~~
    @inline @inbounds function rossler_eom( u, p, t)
        a = p[1]; b = p[2]; c = p[3]
        du1 = -u[2] - u[3]
        du2 = u[1] + a*u[2]
        du3 = b + (u[1] - c)*u[3]
        return SVector{3}(du1, du2, du3)
    end
    ##jacobian~~
    @inline @inbounds function rossler_jac( u, p, t)
        a ,b ,c = p
        jac = @SMatrix [0 -1 -1;
                       1 a 0;
                        (0) (0) (u[1]-c)]
        return jac
    end
    
    rossler_o = ContinuousDynamicalSystem(rossler_eom, u0, p, rossler_jac)
    #rossler_p = ContinuousDynamicalSystem(rossler_eom, u0, perturbed_parameters, rossler_jac)
    return rossler_o
end

## tangent integration for deviation vectors ~
function deviation(system, t_rescale, t_steps;Ttr= 100.0, ϵ = 0.0001 )
    dim = length(system.u0)
    t_int = tangent_integrator(system, dim)
    step!(t_int, Ttr, true)
    
    dev = get_deviations(t_int)
    set_deviations!(t_int, ϵ*Matrix(qr(dev).Q))    
    
    lambda_spectrum = zeros((dim, t_steps))
    for i in 1:t_steps
        step!(t_int, t_rescale, true)
        dev = get_deviations(t_int)
        for dv in 1:dim
            lambda_spectrum[dv, i] = (1/t_rescale)*log(norm(dev[:,dv])/ϵ )
        end
        set_deviations!(t_int, ϵ*Matrix(qr(dev).Q))
    end
    return lambda_spectrum
end

```

But the results came out as follows  
 ![image](https://global.discourse-cdn.com/julialang/original/3X/1/5/15cdc77e90346ff60e568ceb20cd268f638766d0.png)

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<div class="post-metadata">

**Author:** ![Datseris](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/datseris/32/13406_2.png) [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Post date:** [March 9, 2022, 6:40pm UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/2 "2022-03-09T18:40:30Z")

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Damn, I wish there was a way to track keywords in [discourse.com](http://discourse.com)…

Hi!

Before anything else, notice that your Lyapunov spectrum is incorrect even when using DynamicalSystems.jl. You get `0.09, 0.09, -5` but for a continuous system, at least one exponent must be zero. The most likely error is that you have written the Jacobian wrong. Indeed, the entry `J[3,1]` must be `u[3]`, not zero.

Try again after fixing the Jacobian and let me know.

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**Author:** ![pafloxy](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/pafloxy/32/28694_2.png) [@pafloxy](https://discourse.julialang.org/u/pafloxy)\
**Post date:** [March 10, 2022, 10:54am UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/3 "2022-03-10T10:54:17Z")

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Hey! thanks for your reply. I reimplemented the code by modifying the Jacobian but there still is significant differnce between the spectrum obtained from the `deviation` constructed by me and the `lyapunovs` function available from your package …  
as shown below ~ || \*\* the rest of the code is the same except the jacobian definition

![image](https://global.discourse-cdn.com/julialang/original/3X/4/f/4f951f4f0ca1c8285a939f30c0d8d0d9fbceade5.png)

p.s : I have also found this issue in case where the jacobian is obtained automatically using `ForwardDiff` ! Do you think it could be the function `deviation` that I have defined that has error, but I really couldn’t figure the bug by myself!

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**Author:** ![pafloxy](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/pafloxy/32/28694_2.png) [@pafloxy](https://discourse.julialang.org/u/pafloxy)\
**Post date:** [March 10, 2022, 11:06am UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/4 "2022-03-10T11:06:58Z")

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Also I would like ask this question, for any arbitrary `ContinousDynamicalSystem` we don’t have a prior estimate of the **LLE** , so what I mostly resort to in my code is to have an estimate of the **LLE** using the `lyapunov` function and then use the reciprocal of the **LLE** as the **Transient Time** ; `Ttr = 1/ LLE` to obtain the spectrum. Given the reciprocal of LLEs is a charactersitic time-scale of chaos in the system, evolving the time for for this muh of time would be enough to settle the trajectory on the attractor (\*\* _if any_). What do you think of this ?

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**Author:** ![Datseris](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/datseris/32/13406_2.png) [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Post date:** [March 10, 2022, 11:16am UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/5 "2022-03-10T11:16:37Z")

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You can compare with our implementation and see where you deviatie from it: [https://github.com/JuliaDynamics/ChaosTools.jl/blob/master/src/chaosdetection/lyapunovs.jl#L93-L133](https://github.com/JuliaDynamics/ChaosTools.jl/blob/master/src/chaosdetection/lyapunovs.jl#L93-L133) . The algorithm for computing the exponents relies in making a QR decomposition of the deviation vectors, not getting their norm. When our [book on nonlinear dynamics](https://www.youtube.com/watch?v=04HAQXl5aj4) is out, have a look at Section 3.2 and this will explain to you why.

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<div class="post-metadata">

**Author:** ![Datseris](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/datseris/32/13406_2.png) [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Post date:** [March 10, 2022, 11:17am UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/6 "2022-03-10T11:17:51Z")

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No, this is not valid, at least not in the general case. The time to converge to an attractor and the exponential divergence timescale on the attractor are two different things. A better way to quantify convergence time to attractor would be to calculate the mean dissipation rate of hte dynamical system over all the state space.

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**Author:** ![pafloxy](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/pafloxy/32/28694_2.png) [@pafloxy](https://discourse.julialang.org/u/pafloxy)\
**Post date:** [March 21, 2022, 6:13am UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/7 "2022-03-21T06:13:55Z")

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Hey! I was informed recently that this book authored by you is soon to be released and congratulations on your work. I was wondering if there was any way to have access to it either through any open source medium or through my institutional access, as it would be very much essential for my projects.

Thank you

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<div class="post-metadata">

**Author:** ![Datseris](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/datseris/32/13406_2.png) [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Post date:** [March 21, 2022, 7:35pm UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/8 "2022-03-21T19:35:27Z")

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> **[Nonlinear Dynamics](https://link.springer.com/book/10.1007/978-3-030-91032-7)**
>
> This textbook gives an easy-to-read and up-to-date introduction to nonlinear dynamics. Particular attention is paid to computational methods using Julia

The printed copy is not out yet that’s why I haven’t done an announcement yet

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<div class="post-metadata">

**Author:** ![pafloxy](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/pafloxy/32/28694_2.png) [@pafloxy](https://discourse.julialang.org/u/pafloxy)\
**Post date:** [March 22, 2022, 7:15pm UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/9 "2022-03-22T19:15:30Z")

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thanks!

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<div class="post-metadata">

**Author:** ![pafloxy](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/pafloxy/32/28694_2.png) [@pafloxy](https://discourse.julialang.org/u/pafloxy)\
**Post date:** [April 11, 2022, 2:53pm UTC](https://discourse.julialang.org/t/discrepency-related-to-using-lyapunovspectrum-from-dynamicalsystems-jl-package/75453/10 "2022-04-11T14:53:07Z")

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There seems to be an issue importing the `fixedpoints` function from `ChaosTools` in my code

 ![Screenshot from 2022-04-11 20-19-44](https://global.discourse-cdn.com/julialang/original/3X/8/a/8ac458c2c2f57d554c57e7ca7455e867b1e2046f.png)

What exactly is wrong with this ?