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Convergence Criterium of Numerical Chaotic Solutions Based on Statistical Measures

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DOI: 10.4236/am.2011.24055    5,240 Downloads   8,685 Views   Citations

ABSTRACT

Solutions of most nonlinear differential equations have to be obtained numerically. The time series obtained by numerical integration will be a solution of the differential equation only if it is independent of the integration step h. A numerical solution is considered to have converged, when the difference between the time series for steps h and h/2 becomes smaller as h decreases. Unfortunately, this convergence criterium is unsuitable in the case of a chaotic solution, due to the extreme sensitivity to initial conditions that is characteristic of this kind of solution. We present here a criterium of convergence that involves the comparison of the attractors associated to the time series for integration time steps h and h/2. We show that the probability that the chaotic attractors associated to these time series are the same increases monotonically as the integration step h is decreased. The comparison of attractors is made using 1) the method of correlation integral, and 2) the method of statistical distance of probability distributions.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

J. de Figueiredo, L. Diambra and C. Malta, "Convergence Criterium of Numerical Chaotic Solutions Based on Statistical Measures," Applied Mathematics, Vol. 2 No. 4, 2011, pp. 436-443. doi: 10.4236/am.2011.24055.

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