A method for computing Lyapunov exponents spectra without reorthogonalization

被引:6
作者
Lai, JW [1 ]
Zhou, SP
Li, GH
Xu, DM
机构
[1] Shanghai Univ, Dept Phys, Shanghai 201800, Peoples R China
[2] Shanghai Univ, Sch Commun & Informat Engn, Shanghai 201800, Peoples R China
关键词
chaos; Lyapunov exponents; compound matrix; eigenvalue;
D O I
10.7498/aps.49.2328
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We present a method for the computation of Lyapunov exponents without reorthogonalization. In the low dimension of system( n<5), the equations needed. in present algorithm is less than those in normal methods such as QR, SVD etc. This method is applicable to both discrete systems and continuous systems, and is still valid when the Lyapunov spectra is degenerate. Numerical analysis to Lorenz dynamical system indicates that the method converges quickly and steadly for arbitrary nonzero initial state.
引用
收藏
页码:2328 / 2332
页数:5
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