Editing Lyapunov exponent (section)

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In [[mathematics]], the '''Lyapunov exponent''' or '''Lyapunov characteristic exponent''' of a [[dynamical system]] is a quantity that characterizes the rate of separation of infinitesimally close [[trajectory|trajectories]]. Quantitatively, two trajectories in [[phase space]] with initial separation vector <math>\boldsymbol{\delta}_0</math> diverge (provided that the divergence can be treated within the linearized approximation) at a rate given by

<math display="block"> | \boldsymbol{\delta}(t) | \approx e^{\lambda t} | \boldsymbol{\delta}_0 | </math>

where <math>\lambda</math> is the Lyapunov exponent.

The rate of separation can be different for different orientations of initial separation vector. Thus, there is a '''spectrum of Lyapunov exponents'''—equal in number to the dimensionality of the phase space. It is common to refer to the largest one as the '''maximal Lyapunov exponent''' (MLE), because it determines a notion of [[predictability]] for a dynamical system. A positive MLE is usually taken as an indication that the system is [[chaos theory|chaotic]] (provided some other conditions are met, e.g., phase space compactness). Note that an arbitrary initial separation vector will typically contain some component in the direction associated with the MLE, and because of the exponential growth rate, the effect of the other exponents will diminish over time.

The exponent is named after [[Aleksandr Lyapunov]].