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On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
Dieci, Luca ; Russell, Robert D. ; Van Vleck, Erik S.
Dieci, Luca
Russell, Robert D.
Van Vleck, Erik S.
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Abstract
In this paper, we consider discrete and continuous QR algorithms for computing all of the Lyapunov exponents of a regular dynamical system. We begin by reviewing theoretical results for regular systems and present general perturbation results for Lyapunov exponents. We then present the algorithms, give an error analysis of them, and describe their implementation. Finally, we give several numerical examples and some conclusions.
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This is the published version, also available here: http://dx.doi.org/10.1137/S0036142993247311.
Date
1997-02-05
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Society for Industrial and Applied Mathematics
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Keywords
lyapunov exponets, regular systems, exponential dichotomy, point spectrum, orthogonalization techniques, error analysis
Citation
Dieci, Luca., Russell, Robert D., Van Vleck, Erik. "On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems." (1997) SIAM J. Numer. Anal., 34(1), 402–423. (22 pages). http://dx.doi.org/10.1137/S0036142993247311.
