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
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
收藏
页码:402 / 423
页数:22
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