From morrow.stanford.edu!stanford.edu!agate!dog.ee.lbl.gov!network.ucsd.edu!lyapunov.ucsd.edu!mbk Wed Mar 10 00:53:20 1993
Article: 1232 of sci.geo.fluids
Path: morrow.stanford.edu!stanford.edu!agate!dog.ee.lbl.gov!network.ucsd.edu!lyapunov.ucsd.edu!mbk
From: mbk@lyapunov.ucsd.edu (Matt Kennel)
Newsgroups: sci.geo.fluids,sci.physics,sci.math.stat,sci.astro
Subject: FTP archive for nonlinear science
Date: 9 Mar 1993 00:29:45 GMT
Organization: Institute For Nonlinear Science, UCSD
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Hello there!  I'm running an archive site of a preprints and programs
for nonlinear dynamics, signal processing, and related subjects  The node
name is "lyapunov.ucsd.edu" (132.239.86.10) at the Institute for Nonlinear
Science, UC San Diego.  Login in with anonymous FTP, username "anonymous" and
password = your email address.  You are looking at the pub/README file.

I encourage other people to contribute whatever they might find useful
or wish to publicize!  The archive is averaging between 20 to 100
logins per day.

If you wish to do so, contact me at the email address below, and
I'll set you up for an FTP drop.

Matt Kennel
mbk@inls1.ucsd.edu
3/8/93

PS: It would be considerate if you download things and seriously use them,
that you email me or whoever the contact is, perhaps to discuss what you're
working on, or to clarify things.  Just a way of keeping in touch with the
others in this business.  Thanks, Matt.

FYI, There is also a new archive for papers in nonlinear science starting
up at Los Alamos National Laboratory.  This bulletin board is
accessible through a mail server (mail to "nlin-sys@xyz.lanl.gov", 
send a message with subject "help"), or via anonymous FTP at
"xyz.lanl.gov".

==========================================================================
			   New Things:  3/5/93

		  In directory "inls-ucsd"
-----------------------------------------------------------------------

*) In file "mmi.tar.Z"

A program to compute mutual information between scalars or vectors.  Mutual
information is a generalization of familiar linear correlation, but does not
assume Gaussian distributed random variables, which is almost always not the
case for strange attractors.

This program uses combined adaptive kernel-density estimators to estimate
the densities from data.  The algorithm may be more accurate than Andy
Fraser's adaptive box-counting, but slower.  This method has not yet been
published elsewhere, and so there is a reasonably pedagogical paper (stored
in TeX or PostScript in the archive) explaining the algorithm. Matt Kennel,
INLS.

==========================================================================
			   New Things:  2/9/93
-----------------------------------------------------------------------

*) In file "grass-*.tar.Z"
	
Fast Grassberger-Proccacia correlation integral algorithm for a
time series.  Jesse Goldberg, INLS.   Now implements the very
important autocorrelation correction (as recommended by Theiler,
and Grassberger).  Don't calculate dimensions without it!

		  In directory "cal-state-stan"
-----------------------------------------------------------------------
*) Program "FD3".

FD3 is a program that estimates fractal dimension.

It was written by John Sarraille and Peter DiFalco, using ideas
from "A FAST ALGORITHM TO DETERMINE FRACTAL DIMENSION BY BOX
COUNTING", by Liebovitch and Toth, Physics Letters A, 141,
386-390 (1989).

It is quite fast -- O(NlogN) where N is the number of data lines
(points) input.  


		  In directory "young-fractal"
-----------------------------------------------------------------------
*) Yuvpak.  Programs for fractal image compression/decompression
   by Wayne Young, (wdy@tenet.edu).  Programs are naturally for PC's,
   but source might compile on UNIX with hacking.  I don't really
   know for sure.


==========================================================================
 		         Contents as of	3/5/93
			=======================

		  In directory "cal-state-stan"
-----------------------------------------------------------------------
*) Program "FD3".

FD3 is a program that estimates fractal dimension.

It was written by John Sarraille and Peter DiFalco, using ideas
from "A FAST ALGORITHM TO DETERMINE FRACTAL DIMENSION BY BOX
COUNTING", by Liebovitch and Toth, Physics Letters A, 141,
386-390 (1989).

It is quite fast -- O(NlogN) where N is the number of data lines
(points) input.  

		  In directory "young-fractal"
-----------------------------------------------------------------------
*) Yuvpak.  Programs for fractal image compression/decompression
   by Wayne Young, (wdy@tenet.edu).  Programs are naturally for PC's,
   but source might compile on UNIX with hacking.  I don't really
   know for sure.

		  In directory "ncsu"
-----------------------------------------------------------------------
*)LENNS, a program to estimate the dominant Lyapunov exponent of
  noisy nonlinear systems from time series data

 Stephen Ellner, Douglas W. Nychka, and A.R. Gallant
 Biomathematics Graduate Program and Department of Statistics
 North Carolina State University, Raleigh, NC 27695-8203, USA

		  In directory "univ-wuerzberg-germany"
-----------------------------------------------------------------------
1) In directory "mutinfo-1.21" and tar file "mutinfo-1.21.tar.Z":
   And also directory "redund-1.0" and tar file "redund-1.0.tar.Z"

Program to compute Mutual Information, using Andy Fraser's algorithm.
Program package kindly provided by Thomas-Martin Kruel, Institute
for Physical Chemistry, Wuerzburg University, Germany.  Program
"redund" is for higher dimensions.  (Ed: Watch out though--mutual information
requires lots of data in high dimensions)

2) In directory "hyperchaos_in_a_surface_reaction" and tar file
   hyperchaos_in_a_surface_reaction.tar.  		NEW 7/16/92

This is a poster presented at the international conference
  
"Dortmunder Dynamische Woche: Spatio-Temporal Organization in  
 Nonequilibrium Systems"

held at Herdecke near Dortmund (Germany) from June 21 to 26, 1992.
Thomas-Martin Kruel, July 10th, 1992.
<kruel@phys-chemie.uni-wuerzburg.dbp.de>

3)  In directory "lce-1.10" and tar file "lce-1.10.tar.Z":

This is LCE, a program package to compute the complete spectrum
of Lyapunov exponents from time series of experimental data.
The current version is 1.10 as of Oct 11, 1991.  7/16/92

For a complete description of theory and algorithms, see:

   Th.-M. Kruel, M. Eiswirth und F.W. Schneider, "Computation of Lyapunov 
   Spectra: Effect of Interactive Noise and Application to a Chemical 
   Oscillator", Physica D, to appear (1992).

See also:

   M.Sano and Y.Sawada, "Measurement of the Lyapunov Spectrum from a Chaotic 
   Time Series", Prog.Theor.Phys. 55, 1082 (1985). 

where the basic idea appeared first.

{editorial note:  See also "local_exponents" paper and
 "lyp-noise" paper below and references therein.  I would recommend
  enhancing this program to use local maps of quadratic or higher
  order instead of linear, if you want to get exponents other than
  the largest---mbk}

		  In directory "inls-ucsd"
-----------------------------------------------------------------------
*) In file "mmi.tar.Z"

A program to compute mutual information between scalars or vectors.  Mutual
information is a generalization of familiar linear correlation, but does not
assume Gaussian distributed random variables, which is almost always not the
case for strange attractors.

This program uses combined adaptive kernel-density estimators to estimate
the densities from data.  The algorithm may be more accurate than Andy
Fraser's adaptive box-counting, but slower.  This method has not yet been
published elsewhere, and so there is a reasonably pedagogical paper (stored
in TeX or PostScript in the archive) explaining the algorithm. Matt Kennel,
INLS.

*)  In directory "rmp", replicated in tar file "rmp.tar.Z",

This directory and tar file holds the first draft of a large review paper,
written by members of the Institute For Nonlinear Science at UCSD,
to be published in Reviews of Modern Physics.

All the text is available electronically on this archive, but only some
of the figures.   The remainder of them do not exist in electronic form.

The paper is in TeX, with DVI and Postscript conversions already in place.
The figures are Postscript.

Matt Kennel, Dec 1992

*) In file "grass-*.tar.Z"
	
Fast Grassberger-Proccacia correlation integral algorithm for a
time series.  Jesse Goldberg, INLS.   Now implements the very
important autocorrelation correction (as recommended by Theiler,
and Grassberger).  Don't calculate dimensions without it!

*) In file "spider.tar.Z"  Yuval Fisher, INLS.

This directory includes souces and exectutable for a program
which implements a version of what some people call Thurston's algorithm. 
The program also contains an implementation (using code written
largely by Marc Parmet) of the 1/4 theorem
method of drawing parameter and dynamical space images, as
in The Science of Fractal Images, appendix D.
It also includes a version of a paper on the subject, based
on my thesis. 

The program uses the XView toolkit, under X. 

*) In directory "lyp-noise":
	
Paper:  Reggie Brown, "Computing Lyapunov Exponents for Short and/or
Noisy Data Sets".  Preprint submitted to PRL.

This paper in fact describes a procedure for computing lyapunov exponents
using orthogonal polynomials that seems quite robust to noise and relatively
easy to implement.  The orthogonal function expansion ought to be useful for
general modelling problems as well.  7/28/92

*) In directory "embedding" and tar file "embedding.tar.Z":

Program and paper text for minimum embedding dimension
calculation.  Paper by MB Kennel, R Brown, and HDI Abarbanel,
program by MB Kennel.  Published: Phys Rev A March 15 (1992).

*) In tar file "fractal-2.0.tar":

Demo programs, and expository paper for fractal image 
decompression, SPARC &  PC, by Yuval Fisher, UCSD

*) In directory "local_exponents" and tar file "local_exponents.tar.Z":

Paper, "Local Lyapunov Exponents Computed from Observed Data",
by HDI Abarbanel, R Brown, and MB Kennel, UCSD.  To be published
in Journal of Nonlinear Science, 1992.

*) In directory "noise_vs_chaos", and tar file "noise_vs_chaos.tar.Z"

Paper, "Method to Distinguish Possible Chaos From Colored Noise
and Determine Embedding Parameters",  by MB Kennel, and S Isabelle, UCSD & MIT
Final version published in Phys Rev A, September 15, 1992.  This file
is not that one; the differences are minor though.

*) In files "nvc-1.1-ansi.tar.Z" and "nvc-1.1-oldc.tar.Z"
	
Programs to implement the method described above in the "noise_vs_chaos"
paper.  Program by Matt Kennel.  Choose the version appropriate to
which kind of C compiler you have.  There is also a binary for Sun4
computers. 8/19/92

		  In directory "univ-melbourne"
-----------------------------------------------------------------------
1) In directory "embed", a program to do the Broomhead-King SVD embedding
   procedure, by Louis Mittoni.
   Completely self contained.   7/28/92

		  In directory "univ-portland"
-----------------------------------------------------------------------
1) In directory "mutinfo_fraser", Andy Fraser's program to compute 
   mutual information.  7/28/92

		  In directory "misc"
-----------------------------------------------------------------------
1) File "wolf-exponent-code".  Instructions on how to get Alan Wolf's
   code to evaluate the largest lyapunov exponent.  (One of the first
   methods.) 8/20/92

*****************************************************************************
Please note that all subdirectories have their entire contents duplicated
in a ".tar.Z" file, so if you're getting the whole thing, it's faster and
easier on my logs to just to pick up the single file instead.  If you're
downloading a .Z file, make sure to type "binary" on a line by itself
to the FTP program before you download!  Also note that this machine is
just another workstation on our network and is sometimes slow because
somebody's working on the console.
*****************************************************************************

Good luck.

If you're interested in submitting things and just have general questions,
feel free to contact me,

	Matt Kennel
	mbk@inls1.ucsd.edu

--
-Matt Kennel  		mbk@inls1.ucsd.edu
-Institute for Nonlinear Science, University of California, San Diego
-*** AD: Archive for nonlinear dynamics papers & programs: FTP to
-***     lyapunov.ucsd.edu, username "anonymous".

--
-Matt Kennel  		mbk@inls1.ucsd.edu
-Institute for Nonlinear Science, University of California, San Diego
-*** AD: Archive for nonlinear dynamics papers & programs: FTP to
-***     lyapunov.ucsd.edu, username "anonymous".

--
-Matt Kennel  		mbk@inls1.ucsd.edu
-Institute for Nonlinear Science, University of California, San Diego
-*** AD: Archive for nonlinear dynamics papers & programs: FTP to
-***     lyapunov.ucsd.edu, username "anonymous".

--
-Matt Kennel  		mbk@inls1.ucsd.edu
-Institute for Nonlinear Science, University of California, San Diego
-*** AD: Archive for nonlinear dynamics papers & programs: FTP to
-***     lyapunov.ucsd.edu, username "anonymous".


