On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
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Issue Date
1997-02-05Author
Dieci, Luca
Russell, Robert D.
Van Vleck, Erik S.
Publisher
Society for Industrial and Applied Mathematics
Type
Article
Article Version
Scholarly/refereed, publisher version
Metadata
Show full item recordAbstract
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.
Description
This is the published version, also available here: http://dx.doi.org/10.1137/S0036142993247311.
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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.
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