On the computation of Lyapunov exponents for continuous dynamical systems

被引：142

作者：

Dieci, L

Russell, RD

VanVleck, ES

机构：

[1] SIMON FRASER UNIV, DEPT MATH & STAT, BURNABY, BC V5A 1S6, CANADA

[2] COLORADO SCH MINES, DEPT MATH & COMP SCI, GOLDEN, CO 80401 USA

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1997年 / 34卷 / 01期

关键词：

Lyapunov exponents; regular systems; exponential dichotomy; point spectrum; orthogonalization techniques; error analysis;

D O I：

10.1137/S0036142993247311

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：402 / 423

页数：22

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