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An efficient QR based method for the computation of Lyapunov exponents

✍ Scribed by Hubertus F. von Bremen; Firdaus E. Udwadia; Wlodek Proskurowski

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
718 KB
Volume
101
Category
Article
ISSN
0167-2789

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✦ Synopsis

An efficient and numerically stable method to determine all the Lyapunov characteristic exponents of a dynamical system is developed. Numerical experiments are presented highlighting some aspects of convergence, accuracy and efficiency in the computation of the Lyapunov characteristic exponents.

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