On the error in computing Lyapunov exponents by QR methods (Q2574178): Difference between revisions
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Revision as of 23:34, 19 March 2024
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English | On the error in computing Lyapunov exponents by QR methods |
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On the error in computing Lyapunov exponents by QR methods (English)
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18 November 2005
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The authors consider the nonautonomous linear system \[ x'= A(t)x,\quad t\geq 0,\quad x(0)= X_0. \] The study of the asymptotic behavior of the solution depends of the Lyapunov spectrum. If \(X\) is a fundamental matrix solution, then this spectrum is calculated using QR methods in two forms: discrete and continuous. An error analysis of both methods is presented in Section 3. Numerical results are obtained for a concrete example, but the conclusions are not general.
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numerical examples
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nonautonomous linear system
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asymptotic behavior
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